circuitpython-ulab/docs/manual/source/numpy-fft.rst
2022-01-07 20:43:14 +01:00

197 lines
5.7 KiB
ReStructuredText
Raw Blame History

This file contains ambiguous Unicode characters

This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

numpy.fft
=========
Functions related to Fourier transforms can be called by prepending them
with ``numpy.fft.``. The module defines the following two functions:
1. `numpy.fft.fft <#fft>`__
2. `numpy.fft.ifft <#ifft>`__
``numpy``:
https://docs.scipy.org/doc/numpy/reference/generated/numpy.fft.ifft.html
fft
---
Since ``ulab``\ s ``ndarray`` does not support complex numbers, the
invocation of the Fourier transform differs from that in ``numpy``. In
``numpy``, you can simply pass an array or iterable to the function, and
it will be treated as a complex array:
.. code::
# code to be run in CPython
fft.fft([1, 2, 3, 4, 1, 2, 3, 4])
.. parsed-literal::
array([20.+0.j, 0.+0.j, -4.+4.j, 0.+0.j, -4.+0.j, 0.+0.j, -4.-4.j,
0.+0.j])
**WARNING:** The array returned is also complex, i.e., the real and
imaginary components are cast together. In ``ulab``, the real and
imaginary parts are treated separately: you have to pass two
``ndarray``\ s to the function, although, the second argument is
optional, in which case the imaginary part is assumed to be zero.
**WARNING:** The function, as opposed to ``numpy``, returns a 2-tuple,
whose elements are two ``ndarray``\ s, holding the real and imaginary
parts of the transform separately.
.. code::
# code to be run in micropython
from ulab import numpy as np
x = np.linspace(0, 10, num=1024)
y = np.sin(x)
z = np.zeros(len(x))
a, b = np.fft.fft(x)
print('real part:\t', a)
print('\nimaginary part:\t', b)
c, d = np.fft.fft(x, z)
print('\nreal part:\t', c)
print('\nimaginary part:\t', d)
.. parsed-literal::
real part: array([5119.996, -5.004663, -5.004798, ..., -5.005482, -5.005643, -5.006577], dtype=float)
imaginary part: array([0.0, 1631.333, 815.659, ..., -543.764, -815.6588, -1631.333], dtype=float)
real part: array([5119.996, -5.004663, -5.004798, ..., -5.005482, -5.005643, -5.006577], dtype=float)
imaginary part: array([0.0, 1631.333, 815.659, ..., -543.764, -815.6588, -1631.333], dtype=float)
ulab with complex support
~~~~~~~~~~~~~~~~~~~~~~~~~
If the ``ULAB_SUPPORTS_COMPLEX``, and ``ULAB_FFT_IS_NUMPY_COMPATIBLE``
pre-processor constants are set to 1 in
`ulab.h <https://github.com/v923z/micropython-ulab/blob/master/code/ulab.h>`__
as
.. code:: c
// Adds support for complex ndarrays
#ifndef ULAB_SUPPORTS_COMPLEX
#define ULAB_SUPPORTS_COMPLEX (1)
#endif
.. code:: c
#ifndef ULAB_FFT_IS_NUMPY_COMPATIBLE
#define ULAB_FFT_IS_NUMPY_COMPATIBLE (1)
#endif
then the FFT routine will behave in a ``numpy``-compatible way: the
single input array can either be real, in which case the imaginary part
is assumed to be zero, or complex. The output is also complex.
While ``numpy``-compatibility might be a desired feature, it has one
side effect, namely, the FFT routine consumes approx. 50% more RAM. The
reason for this lies in the implementation details.
ifft
----
The above-mentioned rules apply to the inverse Fourier transform. The
inverse is also normalised by ``N``, the number of elements, as is
customary in ``numpy``. With the normalisation, we can ascertain that
the inverse of the transform is equal to the original array.
.. code::
# code to be run in micropython
from ulab import numpy as np
x = np.linspace(0, 10, num=1024)
y = np.sin(x)
a, b = np.fft.fft(y)
print('original vector:\t', y)
y, z = np.fft.ifft(a, b)
# the real part should be equal to y
print('\nreal part of inverse:\t', y)
# the imaginary part should be equal to zero
print('\nimaginary part of inverse:\t', z)
.. parsed-literal::
original vector: array([0.0, 0.009775016, 0.0195491, ..., -0.5275068, -0.5357859, -0.5440139], dtype=float)
real part of inverse: array([-2.980232e-08, 0.0097754, 0.0195494, ..., -0.5275064, -0.5357857, -0.5440133], dtype=float)
imaginary part of inverse: array([-2.980232e-08, -1.451171e-07, 3.693752e-08, ..., 6.44871e-08, 9.34986e-08, 2.18336e-07], dtype=float)
Note that unlike in ``numpy``, the length of the array on which the
Fourier transform is carried out must be a power of 2. If this is not
the case, the function raises a ``ValueError`` exception.
ulab with complex support
~~~~~~~~~~~~~~~~~~~~~~~~~
The ``fft.ifft`` function can also be made ``numpy``-compatible by
setting the ``ULAB_SUPPORTS_COMPLEX``, and
``ULAB_FFT_IS_NUMPY_COMPATIBLE`` pre-processor constants to 1.
Computation and storage costs
-----------------------------
RAM
~~~
The FFT routine of ``ulab`` calculates the transform in place. This
means that beyond reserving space for the two ``ndarray``\ s that will
be returned (the computation uses these two as intermediate storage
space), only a handful of temporary variables, all floats or 32-bit
integers, are required.
Speed of FFTs
~~~~~~~~~~~~~
A comment on the speed: a 1024-point transform implemented in python
would cost around 90 ms, and 13 ms in assembly, if the code runs on the
pyboard, v.1.1. You can gain a factor of four by moving to the D series
https://github.com/peterhinch/micropython-fourier/blob/master/README.md#8-performance.
.. code::
# code to be run in micropython
from ulab import numpy as np
x = np.linspace(0, 10, num=1024)
y = np.sin(x)
@timeit
def np_fft(y):
return np.fft.fft(y)
a, b = np_fft(y)
.. parsed-literal::
execution time: 1985 us
The C implementation runs in less than 2 ms on the pyboard (we have just
measured that), and has been reported to run in under 0.8 ms on the D
series board. That is an improvement of at least a factor of four.