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Copy pathfft.rs
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344 lines (311 loc) · 10.7 KB
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//! FFT: Forward and inverse Fast Fourier Transform.
//!
//! Pure Rust Cooley-Tukey radix-2 implementation.
//! MKL-accelerated version available behind `intel-mkl` feature gate.
// FFT operates on raw slices; no ndarray imports needed.
/// Forward FFT on interleaved complex f32 data.
///
/// Input/output format: [re0, im0, re1, im1, ...]
/// Length n must be a power of 2.
///
/// # Example
///
/// ```
/// use ndarray::hpc::fft::fft_f32;
///
/// let mut data = vec![1.0f32, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]; // DC impulse
/// fft_f32(&mut data, 4);
/// // All bins should be (1, 0)
/// assert!((data[0] - 1.0).abs() < 1e-5); // bin 0 real
/// ```
pub fn fft_f32(data: &mut [f32], n: usize) {
assert!(n.is_power_of_two(), "FFT length must be a power of 2");
assert!(data.len() >= 2 * n, "Data must have at least 2*n elements");
// Bit-reversal permutation
bit_reverse_f32(data, n);
// Cooley-Tukey butterfly
let mut size = 2;
while size <= n {
let half = size / 2;
let angle = -2.0 * core::f32::consts::PI / size as f32;
for k in (0..n).step_by(size) {
for j in 0..half {
let w_re = (angle * j as f32).cos();
let w_im = (angle * j as f32).sin();
let t_re = w_re * data[2 * (k + j + half)] - w_im * data[2 * (k + j + half) + 1];
let t_im = w_re * data[2 * (k + j + half) + 1] + w_im * data[2 * (k + j + half)];
let u_re = data[2 * (k + j)];
let u_im = data[2 * (k + j) + 1];
data[2 * (k + j)] = u_re + t_re;
data[2 * (k + j) + 1] = u_im + t_im;
data[2 * (k + j + half)] = u_re - t_re;
data[2 * (k + j + half) + 1] = u_im - t_im;
}
}
size *= 2;
}
}
/// Inverse FFT on interleaved complex f32 data.
pub fn ifft_f32(data: &mut [f32], n: usize) {
assert!(n.is_power_of_two());
assert!(data.len() >= 2 * n);
// Conjugate
for i in 0..n {
data[2 * i + 1] = -data[2 * i + 1];
}
// Forward FFT
fft_f32(data, n);
// Conjugate and scale
let scale = 1.0 / n as f32;
for i in 0..n {
data[2 * i] *= scale;
data[2 * i + 1] *= -scale;
}
}
/// Forward FFT on interleaved complex f64 data.
pub fn fft_f64(data: &mut [f64], n: usize) {
assert!(n.is_power_of_two());
assert!(data.len() >= 2 * n);
bit_reverse_f64(data, n);
let mut size = 2;
while size <= n {
let half = size / 2;
let angle = -2.0 * core::f64::consts::PI / size as f64;
for k in (0..n).step_by(size) {
for j in 0..half {
let w_re = (angle * j as f64).cos();
let w_im = (angle * j as f64).sin();
let t_re = w_re * data[2 * (k + j + half)] - w_im * data[2 * (k + j + half) + 1];
let t_im = w_re * data[2 * (k + j + half) + 1] + w_im * data[2 * (k + j + half)];
let u_re = data[2 * (k + j)];
let u_im = data[2 * (k + j) + 1];
data[2 * (k + j)] = u_re + t_re;
data[2 * (k + j) + 1] = u_im + t_im;
data[2 * (k + j + half)] = u_re - t_re;
data[2 * (k + j + half) + 1] = u_im - t_im;
}
}
size *= 2;
}
}
/// Inverse FFT on interleaved complex f64 data.
pub fn ifft_f64(data: &mut [f64], n: usize) {
assert!(n.is_power_of_two());
assert!(data.len() >= 2 * n);
for i in 0..n {
data[2 * i + 1] = -data[2 * i + 1];
}
fft_f64(data, n);
let scale = 1.0 / n as f64;
for i in 0..n {
data[2 * i] *= scale;
data[2 * i + 1] *= -scale;
}
}
/// Real-to-complex FFT (f32): input is n real values, output is n/2+1 complex pairs.
///
/// Returns interleaved complex output: [re0, im0, re1, im1, ..., re_{n/2}, im_{n/2}]
pub fn rfft_f32(input: &[f32]) -> Vec<f32> {
let n = input.len();
assert!(n.is_power_of_two(), "Input length must be a power of 2");
// Pack real data as complex (zero imaginary)
let mut complex = vec![0.0f32; 2 * n];
for (i, &v) in input.iter().enumerate() {
complex[2 * i] = v;
}
fft_f32(&mut complex, n);
// Return first n/2+1 complex pairs
let out_len = n / 2 + 1;
complex[..2 * out_len].to_vec()
}
// ── Walsh-Hadamard Transform ──────────────────────────────────────
//
// The WHT is to quantization codecs what FFT is to signal processing:
// an O(n log n) orthogonal rotation that spreads energy uniformly
// across all coefficients. Unlike SVD (data-adaptive, O(n²k) training),
// the Hadamard rotation is deterministic, free, and self-inverse.
//
// Used by the HadCascade codec (bgz-tensor) for residual rotation
// before i4/i2 quantization. ICC 1.0000 on real model weights.
/// In-place Walsh-Hadamard Transform (normalized, self-inverse).
///
/// `data` length must be a power of 2. After transform, `||WHT(x)|| = ||x||`
/// (energy-preserving). Applying WHT twice returns the original vector.
///
/// SIMD: uses F32x16 butterfly for blocks ≥ 16 elements.
///
/// # Example
///
/// ```
/// use ndarray::hpc::fft::wht_f32;
///
/// let mut x = vec![1.0f32, 0.0, 0.0, 0.0];
/// wht_f32(&mut x);
/// assert!((x[0] - 0.5).abs() < 1e-6); // 1/sqrt(4) * 1 = 0.5
///
/// // Self-inverse: WHT(WHT(x)) = x
/// wht_f32(&mut x);
/// assert!((x[0] - 1.0).abs() < 1e-5);
/// ```
pub fn wht_f32(data: &mut [f32]) {
let n = data.len();
assert!(n.is_power_of_two(), "WHT length must be a power of 2");
let mut h = 1;
while h < n {
if h >= 16 {
wht_butterfly_simd(data, n, h);
} else {
for i in (0..n).step_by(h * 2) {
for j in i..i + h {
let x = data[j];
let y = data[j + h];
data[j] = x + y;
data[j + h] = x - y;
}
}
}
h *= 2;
}
let norm = 1.0 / (n as f32).sqrt();
let mut i = 0;
while i + 16 <= n {
use crate::simd::F32x16;
let v = F32x16::from_slice(&data[i..]);
let scaled = v * F32x16::splat(norm);
scaled.copy_to_slice(&mut data[i..i + 16]);
i += 16;
}
while i < n {
data[i] *= norm;
i += 1;
}
}
/// WHT butterfly for one level, SIMD-accelerated for h ≥ 16.
fn wht_butterfly_simd(data: &mut [f32], n: usize, h: usize) {
use crate::simd::F32x16;
for i in (0..n).step_by(h * 2) {
let mut j = 0;
while j + 16 <= h {
let a = F32x16::from_slice(&data[i + j..]);
let b = F32x16::from_slice(&data[i + j + h..]);
let sum = a + b;
let diff = a - b;
sum.copy_to_slice(&mut data[i + j..i + j + 16]);
diff.copy_to_slice(&mut data[i + j + h..i + j + h + 16]);
j += 16;
}
while j < h {
let x = data[i + j];
let y = data[i + j + h];
data[i + j] = x + y;
data[i + j + h] = x - y;
j += 1;
}
}
}
/// Convenience: WHT on a new vector (non-mutating).
pub fn wht_f32_new(input: &[f32]) -> Vec<f32> {
let mut out = input.to_vec();
wht_f32(&mut out);
out
}
// ── Helpers ────────────────────────────────────────────────────────
fn bit_reverse_f32(data: &mut [f32], n: usize) {
let mut j = 0usize;
for i in 0..n {
if i < j {
data.swap(2 * i, 2 * j);
data.swap(2 * i + 1, 2 * j + 1);
}
let mut m = n >> 1;
while m >= 1 && j >= m {
j -= m;
m >>= 1;
}
j += m;
}
}
fn bit_reverse_f64(data: &mut [f64], n: usize) {
let mut j = 0usize;
for i in 0..n {
if i < j {
data.swap(2 * i, 2 * j);
data.swap(2 * i + 1, 2 * j + 1);
}
let mut m = n >> 1;
while m >= 1 && j >= m {
j -= m;
m >>= 1;
}
j += m;
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_fft_dc_impulse() {
// DC impulse: [1+0i, 0, 0, 0] → all bins = 1+0i
let mut data = vec![1.0f32, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0];
fft_f32(&mut data, 4);
for i in 0..4 {
assert!((data[2 * i] - 1.0).abs() < 1e-5, "bin {} real", i);
assert!(data[2 * i + 1].abs() < 1e-5, "bin {} imag", i);
}
}
#[test]
fn test_fft_ifft_roundtrip() {
let original = vec![1.0f64, 0.0, 2.0, 0.0, 3.0, 0.0, 4.0, 0.0];
let mut data = original.clone();
fft_f64(&mut data, 4);
ifft_f64(&mut data, 4);
for i in 0..4 {
assert!((data[2 * i] - original[2 * i]).abs() < 1e-10);
assert!((data[2 * i + 1] - original[2 * i + 1]).abs() < 1e-10);
}
}
#[test]
fn test_wht_self_inverse() {
let original = vec![1.0f32, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0];
let mut data = original.clone();
wht_f32(&mut data);
wht_f32(&mut data);
for (a, b) in original.iter().zip(data.iter()) {
assert!((a - b).abs() < 1e-5, "self-inverse: {} vs {}", a, b);
}
}
#[test]
fn test_wht_energy_preservation() {
let mut data = vec![1.0f32, -2.0, 3.0, -4.0];
let norm_before: f32 = data.iter().map(|x| x * x).sum::<f32>().sqrt();
wht_f32(&mut data);
let norm_after: f32 = data.iter().map(|x| x * x).sum::<f32>().sqrt();
assert!((norm_before - norm_after).abs() < 1e-4,
"energy: {} vs {}", norm_before, norm_after);
}
#[test]
fn test_wht_large_simd() {
let mut data: Vec<f32> = (0..1024).map(|i| (i as f32 * 0.618).sin()).collect();
let original = data.clone();
wht_f32(&mut data);
// Norm preservation at 1024-d (hits SIMD path)
let n_orig: f32 = original.iter().map(|x| x * x).sum::<f32>().sqrt();
let n_wht: f32 = data.iter().map(|x| x * x).sum::<f32>().sqrt();
assert!((n_orig - n_wht).abs() / n_orig < 1e-4,
"SIMD WHT norm: {} vs {}", n_orig, n_wht);
// Self-inverse
wht_f32(&mut data);
let max_err = original.iter().zip(data.iter())
.map(|(a, b)| (a - b).abs()).fold(0.0f32, f32::max);
assert!(max_err < 1e-3, "SIMD self-inverse max_err: {}", max_err);
}
#[test]
fn test_rfft() {
let input = vec![1.0f32, 2.0, 3.0, 4.0];
let output = rfft_f32(&input);
// n/2+1 = 3 complex pairs = 6 floats
assert_eq!(output.len(), 6);
// DC component: sum = 10
assert!((output[0] - 10.0).abs() < 1e-4);
}
}