numpy-style-fft-in-obj-c

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numpy-style-fft-in-obj-c

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An objective C method that returns an fft equivalent to numpy's fft.fft.

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This is a method in objective-c that computes an fft, and outputs in the style of numpy and matlab, i.e. as an actual mathematical fft. It is specifically for a real-valued input, whose fft is cleverly, beautifully, and confusingly implemented in the Accelerate framework to conserve memory and increase speed.

In Accelerate, you have to pack the real valued input into a complex array of half the original length. Values at even numbered indices are stored in the real parts, and values at odd indices are stored in the imaginary parts. At that point you have a structure that's represented as a complex array, even though it's just a packed up version of your real array. You do the packing with the call: vDSP_ctozD((DSPDoubleComplex *)input, 2, &fft_data, 1, nOver2);

Then you call the fft function which is specifically designed to work with the packed up real array: vDSP_fft_zripD (fftSetup, &fft_data, 1, logFFTsize, kFFTDirection_Forward); The little 'r' somewhere in the middle of the function name is what designates it as the special fft designed to work with the packed up array. "vDSP_fft_zipD" with no 'r' is the complex version, and is easier to use because there are no packing and unpacking steps, but not as efficient, beautiful, or clever.

The output of vDSP_fft_zripD is packed up a different way. Accelerate takes advantage of the fact that an fft with a real-valued input will always has an output with no imaginary component at two specific indices: the first, and the middle (aka nyquist) indices. So, they're packed together in the first element of the output, with the real part of the nyquist-indexed value packed into the imaginary part of the first element.

Also, Accelerate takes advantage of the fact that a real-valued input to an fft will always produce an output that is symmetrical; the second half (after the nyquist index) will always be the complex conjugate of the mirror image of the first half. That's why they only have to give you the first half.

Finally, the output of vDSP_fft_zripD comes out scaled by a factor of 2. (Why? According to Apple, it's "To provide the best possible execution speeds...") So, you have to multiply the result by 0.5.

Accelrate is fast, and it is beautiful too. The packing strategies ensure that Accelerate is always dealing with a memory block of exactly the same size. Cool. But... the consequence is that they push some slowness and ugliness into your implementation...

Thanks to Stack Overflow user Paul R, (http://stackoverflow.com/users/253056/paul-r) whose good clear code that gave me a concrete grasp of what was going on in the apple documentation at https://developer.apple.com/library/ios/documentation/Performance/Conceptual/vDSP_Programming_Guide/UsingFourierTransforms/UsingFourierTransforms.html.

The thread containing Paul R's comment can be viewed at: http://stackoverflow.com/questions/10820488/iphone-accelerate-framework-fft-vs-matlab-fft/10823152#10823152

Again, you can avoid all the packing and unpacking and scaling if you use the complex valued function "vDSP_fft_zipD," but you should probably not do that unless your input is actually complex valued.

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