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diff --git a/numpy/fft/__init__.py b/numpy/fft/__init__.py index 64b35bc19..fe95d8b17 100644 --- a/numpy/fft/__init__.py +++ b/numpy/fft/__init__.py @@ -1,9 +1,191 @@ -from __future__ import division, absolute_import, print_function +""" +Discrete Fourier Transform (:mod:`numpy.fft`) +============================================= + +.. currentmodule:: numpy.fft + +Standard FFTs +------------- + +.. autosummary:: + :toctree: generated/ + + fft Discrete Fourier transform. + ifft Inverse discrete Fourier transform. + fft2 Discrete Fourier transform in two dimensions. + ifft2 Inverse discrete Fourier transform in two dimensions. + fftn Discrete Fourier transform in N-dimensions. + ifftn Inverse discrete Fourier transform in N dimensions. + +Real FFTs +--------- + +.. autosummary:: + :toctree: generated/ + + rfft Real discrete Fourier transform. + irfft Inverse real discrete Fourier transform. + rfft2 Real discrete Fourier transform in two dimensions. + irfft2 Inverse real discrete Fourier transform in two dimensions. + rfftn Real discrete Fourier transform in N dimensions. + irfftn Inverse real discrete Fourier transform in N dimensions. + +Hermitian FFTs +-------------- + +.. autosummary:: + :toctree: generated/ + + hfft Hermitian discrete Fourier transform. + ihfft Inverse Hermitian discrete Fourier transform. + +Helper routines +--------------- + +.. autosummary:: + :toctree: generated/ + + fftfreq Discrete Fourier Transform sample frequencies. + rfftfreq DFT sample frequencies (for usage with rfft, irfft). + fftshift Shift zero-frequency component to center of spectrum. + ifftshift Inverse of fftshift. + + +Background information +---------------------- + +Fourier analysis is fundamentally a method for expressing a function as a +sum of periodic components, and for recovering the function from those +components. When both the function and its Fourier transform are +replaced with discretized counterparts, it is called the discrete Fourier +transform (DFT). The DFT has become a mainstay of numerical computing in +part because of a very fast algorithm for computing it, called the Fast +Fourier Transform (FFT), which was known to Gauss (1805) and was brought +to light in its current form by Cooley and Tukey [CT]_. Press et al. [NR]_ +provide an accessible introduction to Fourier analysis and its +applications. + +Because the discrete Fourier transform separates its input into +components that contribute at discrete frequencies, it has a great number +of applications in digital signal processing, e.g., for filtering, and in +this context the discretized input to the transform is customarily +referred to as a *signal*, which exists in the *time domain*. The output +is called a *spectrum* or *transform* and exists in the *frequency +domain*. + +Implementation details +---------------------- + +There are many ways to define the DFT, varying in the sign of the +exponent, normalization, etc. In this implementation, the DFT is defined +as + +.. math:: + A_k = \\sum_{m=0}^{n-1} a_m \\exp\\left\\{-2\\pi i{mk \\over n}\\right\\} + \\qquad k = 0,\\ldots,n-1. + +The DFT is in general defined for complex inputs and outputs, and a +single-frequency component at linear frequency :math:`f` is +represented by a complex exponential +:math:`a_m = \\exp\\{2\\pi i\\,f m\\Delta t\\}`, where :math:`\\Delta t` +is the sampling interval. -# To get sub-modules -from .info import __doc__ +The values in the result follow so-called "standard" order: If ``A = +fft(a, n)``, then ``A[0]`` contains the zero-frequency term (the sum of +the signal), which is always purely real for real inputs. Then ``A[1:n/2]`` +contains the positive-frequency terms, and ``A[n/2+1:]`` contains the +negative-frequency terms, in order of decreasingly negative frequency. +For an even number of input points, ``A[n/2]`` represents both positive and +negative Nyquist frequency, and is also purely real for real input. For +an odd number of input points, ``A[(n-1)/2]`` contains the largest positive +frequency, while ``A[(n+1)/2]`` contains the largest negative frequency. +The routine ``np.fft.fftfreq(n)`` returns an array giving the frequencies +of corresponding elements in the output. The routine +``np.fft.fftshift(A)`` shifts transforms and their frequencies to put the +zero-frequency components in the middle, and ``np.fft.ifftshift(A)`` undoes +that shift. + +When the input `a` is a time-domain signal and ``A = fft(a)``, ``np.abs(A)`` +is its amplitude spectrum and ``np.abs(A)**2`` is its power spectrum. +The phase spectrum is obtained by ``np.angle(A)``. + +The inverse DFT is defined as + +.. math:: + a_m = \\frac{1}{n}\\sum_{k=0}^{n-1}A_k\\exp\\left\\{2\\pi i{mk\\over n}\\right\\} + \\qquad m = 0,\\ldots,n-1. + +It differs from the forward transform by the sign of the exponential +argument and the default normalization by :math:`1/n`. + +Normalization +------------- +The default normalization has the direct transforms unscaled and the inverse +transforms are scaled by :math:`1/n`. It is possible to obtain unitary +transforms by setting the keyword argument ``norm`` to ``"ortho"`` (default is +`None`) so that both direct and inverse transforms will be scaled by +:math:`1/\\sqrt{n}`. + +Real and Hermitian transforms +----------------------------- + +When the input is purely real, its transform is Hermitian, i.e., the +component at frequency :math:`f_k` is the complex conjugate of the +component at frequency :math:`-f_k`, which means that for real +inputs there is no information in the negative frequency components that +is not already available from the positive frequency components. +The family of `rfft` functions is +designed to operate on real inputs, and exploits this symmetry by +computing only the positive frequency components, up to and including the +Nyquist frequency. Thus, ``n`` input points produce ``n/2+1`` complex +output points. The inverses of this family assumes the same symmetry of +its input, and for an output of ``n`` points uses ``n/2+1`` input points. + +Correspondingly, when the spectrum is purely real, the signal is +Hermitian. The `hfft` family of functions exploits this symmetry by +using ``n/2+1`` complex points in the input (time) domain for ``n`` real +points in the frequency domain. + +In higher dimensions, FFTs are used, e.g., for image analysis and +filtering. The computational efficiency of the FFT means that it can +also be a faster way to compute large convolutions, using the property +that a convolution in the time domain is equivalent to a point-by-point +multiplication in the frequency domain. + +Higher dimensions +----------------- + +In two dimensions, the DFT is defined as + +.. math:: + A_{kl} = \\sum_{m=0}^{M-1} \\sum_{n=0}^{N-1} + a_{mn}\\exp\\left\\{-2\\pi i \\left({mk\\over M}+{nl\\over N}\\right)\\right\\} + \\qquad k = 0, \\ldots, M-1;\\quad l = 0, \\ldots, N-1, + +which extends in the obvious way to higher dimensions, and the inverses +in higher dimensions also extend in the same way. + +References +---------- + +.. [CT] Cooley, James W., and John W. Tukey, 1965, "An algorithm for the + machine calculation of complex Fourier series," *Math. Comput.* + 19: 297-301. + +.. [NR] Press, W., Teukolsky, S., Vetterline, W.T., and Flannery, B.P., + 2007, *Numerical Recipes: The Art of Scientific Computing*, ch. + 12-13. Cambridge Univ. Press, Cambridge, UK. + +Examples +-------- + +For examples, see the various functions. + +""" + +from __future__ import division, absolute_import, print_function -from .pocketfft import * +from ._pocketfft import * from .helper import * from numpy._pytesttester import PytestTester |