add pocketfft sdp and test

Author: NimaSarajpoor

stumpy/sdp.py

@@ -75,6 +75,38 @@ def _oaconvolve_sliding_dot_product(Q, T):
     return oaconvolve(np.ascontiguousarray(Q[::-1]), T, mode="valid")
 
 
+def _pocketfft_sliding_dot_product(Q, T):
+    """
+    Use scipy.fft._pocketfft to compute
+    the sliding dot product.
+
+    Parameters
+    ----------
+    Q : numpy.ndarray
+        Query array or subsequence
+
+    T : numpy.ndarray
+        Time series or sequence
+
+    Returns
+    -------
+    output : numpy.ndarray
+        Sliding dot product between `Q` and `T`.
+    """
+    n = len(T)
+    m = len(Q)
+    next_fast_n = next_fast_len(n, real=True)
+
+    tmp = np.empty((2, next_fast_n))
+    tmp[0, :m] = Q[::-1]
+    tmp[0, m:] = 0.0
+    tmp[1, :n] = T
+    tmp[1, n:] = 0.0
+    fft_2d = r2c(True, tmp, axis=-1)
+
+    return c2r(False, np.multiply(fft_2d[0], fft_2d[1]), n=next_fast_n)[m - 1 : n]
+
+
 def _sliding_dot_product(Q, T):
     """
     Compute the sliding dot product between `Q` and `T`

tests/test_sdp.py

@@ -36,6 +36,13 @@ def test_oaconvolve_sliding_dot_product(Q, T):
     npt.assert_almost_equal(ref_mp, comp_mp)
 
 
+@pytest.mark.parametrize("Q, T", test_data)
+def test_pocketfft_sliding_dot_product(Q, T):
+    ref_mp = naive.rolling_window_dot_product(Q, T)
+    comp_mp = sdp._pocketfft_sliding_dot_product(Q, T)
+    npt.assert_almost_equal(ref_mp, comp_mp)
+
+
 @pytest.mark.parametrize("Q, T", test_data)
 def test_sliding_dot_product(Q, T):
     ref_mp = naive.rolling_window_dot_product(Q, T)