Add FFT

README.md

@@ -0,0 +1,6 @@
+# fft-rs
+
+Fast Fourier Transform implementation in Rust.
+
+https://en.wikipedia.org/wiki/Fast_Fourier_transform & [DFT](https://en.wikipedia.org/wiki/Discrete_Fourier_transform)
+

src/lib.rs

@@ -1,6 +1,49 @@
 use num::complex::{Complex, Complex64};
 use std::f64::consts::PI;
 
+// fft computes the Fast Fourier Transform
+pub fn fft(x: &Vec<f64>) -> Vec<Complex64> {
+    let N = x.len();
+    if N % 2 > 0 {
+        panic!("not a power of 2");
+    } else if N <= 2 {
+        return dft(x);
+    }
+
+    let mut x_even: Vec<f64> = Vec::new();
+    let mut x_odd: Vec<f64> = Vec::new();
+    for i in 0..x.len() {
+        if i % 2 == 0 {
+            x_even.push(x[i]);
+        } else {
+            x_odd.push(x[i]);
+        }
+    }
+    let mut x_even_cmplx = fft(&x_even);
+    let mut x_odd_cmplx = fft(&x_odd);
+
+    let mut w = Complex::new(0_f64, 2_f64 * PI / N as f64);
+    let mut f_k: Vec<Complex64> = Vec::new();
+    for k in 0..x.len() {
+        let k_compl = Complex::new(k as f64, 0_f64);
+        f_k.push((w * k_compl).exp());
+    }
+
+    let mut r: Vec<Complex64> = Vec::new();
+    let mut aa = add_vv(
+        x_even_cmplx.clone(),
+        mul_vv_el(x_odd_cmplx.clone(), f_k.clone()[0..x.len() / 2].to_vec()),
+    );
+    let mut bb = add_vv(
+        x_even_cmplx.clone(),
+        mul_vv_el(x_odd_cmplx.clone(), f_k.clone()[x.len() / 2..].to_vec()),
+    );
+    r.append(&mut aa);
+    r.append(&mut bb);
+
+    r
+}
+
 // dft computes the Discrete Fourier Transform
 pub fn dft(x: &Vec<f64>) -> Vec<Complex64> {
     let mut x_compl: Vec<Complex64> = vec![Complex::new(0_f64, 0_f64); x.len()];
@@ -74,6 +117,29 @@ fn mul_mv(a: Vec>, b: Vec) -> Vec {
     c
 }
 
+fn add_vv(a: Vec<Complex64>, b: Vec<Complex64>) -> Vec<Complex64> {
+    if a.len() != b.len() {
+        panic!("err a.len():{:?} != b.len():{:?}", a.len(), b.len());
+    }
+    let mut c: Vec<Complex64> = vec![Complex::new(0_f64, 0_f64); a.len()];
+    for i in 0..a.len() {
+        c[i] = a[i] + b[i];
+    }
+    c
+}
+
+// mul_vv_el multiplies elements of one vector by the elements of another vector
+fn mul_vv_el(a: Vec<Complex64>, b: Vec<Complex64>) -> Vec<Complex64> {
+    if a.len() != b.len() {
+        panic!("err a.len():{:?} != b.len():{:?}", a.len(), b.len());
+    }
+    let mut c: Vec<Complex64> = vec![Complex::new(0_f64, 0_f64); a.len()];
+    for i in 0..a.len() {
+        c[i] = a[i] * b[i];
+    }
+    c
+}
+
 #[cfg(test)]
 mod tests {
     use super::*;
@@ -101,4 +167,18 @@ mod tests {
         assert_eq!(format!("{:.1}", o[6]), "0.7");
         assert_eq!(format!("{:.1}", o[7]), "0.8");
     }
+
+    #[test]
+    fn test_fft_simple_values() {
+        let values: Vec<f64> = vec![0.2, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8];
+        let r = fft(&values);
+
+        assert_eq!(r.len(), 8);
+
+        assert_eq!(format!("{:.2}", r[0]), "3.70+0.00i");
+        assert_eq!(format!("{:.2}", r[1]), "-0.30-0.97i");
+        assert_eq!(format!("{:.2}", r[2]), "-0.30-0.40i");
+        assert_eq!(format!("{:.2}", r[3]), "-0.30-0.17i");
+        assert_eq!(format!("{:.2}", r[4]), "-0.30+0.00i");
+    }
 }