view scripts/signal/fftfilt.m @ 30875:5d3faba0342e

doc: Ensure documentation lists output argument when it exists for all m-files. For new users of Octave it is best to show explicit calling forms in the documentation and to show a return argument when it exists. * bp-table.cc, shift.m, accumarray.m, accumdim.m, bincoeff.m, bitcmp.m, bitget.m, bitset.m, blkdiag.m, celldisp.m, cplxpair.m, dblquad.m, flip.m, fliplr.m, flipud.m, idivide.m, int2str.m, interpft.m, logspace.m, num2str.m, polyarea.m, postpad.m, prepad.m, randi.m, repmat.m, rng.m, rot90.m, rotdim.m, structfun.m, triplequad.m, uibuttongroup.m, uicontrol.m, uipanel.m, uipushtool.m, uitoggletool.m, uitoolbar.m, waitforbuttonpress.m, help.m, __additional_help_message__.m, hsv.m, im2double.m, im2frame.m, javachk.m, usejava.m, argnames.m, char.m, formula.m, inline.m, __vectorize__.m, findstr.m, flipdim.m, strmatch.m, vectorize.m, commutation_matrix.m, cond.m, cross.m, duplication_matrix.m, expm.m, orth.m, rank.m, rref.m, trace.m, vech.m, cast.m, compare_versions.m, delete.m, dir.m, fileattrib.m, grabcode.m, gunzip.m, inputname.m, license.m, list_primes.m, ls.m, mexext.m, movefile.m, namelengthmax.m, nargoutchk.m, nthargout.m, substruct.m, swapbytes.m, ver.m, verLessThan.m, what.m, fminunc.m, fsolve.m, fzero.m, optimget.m, __fdjac__.m, matlabroot.m, savepath.m, campos.m, camroll.m, camtarget.m, camup.m, camva.m, camzoom.m, clabel.m, diffuse.m, legend.m, orient.m, rticks.m, specular.m, thetaticks.m, xlim.m, xtickangle.m, xticklabels.m, xticks.m, ylim.m, ytickangle.m, yticklabels.m, yticks.m, zlim.m, ztickangle.m, zticklabels.m, zticks.m, ellipsoid.m, isocolors.m, isonormals.m, stairs.m, surfnorm.m, __actual_axis_position__.m, __pltopt__.m, close.m, graphics_toolkit.m, pan.m, print.m, printd.m, __ghostscript__.m, __gnuplot_print__.m, __opengl_print__.m, rotate3d.m, subplot.m, zoom.m, compan.m, conv.m, poly.m, polyaffine.m, polyder.m, polyint.m, polyout.m, polyreduce.m, polyvalm.m, roots.m, prefdir.m, prefsfile.m, profexplore.m, profexport.m, profshow.m, powerset.m, unique.m, arch_rnd.m, arma_rnd.m, autoreg_matrix.m, bartlett.m, blackman.m, detrend.m, durbinlevinson.m, fftconv.m, fftfilt.m, fftshift.m, fractdiff.m, hamming.m, hanning.m, hurst.m, ifftshift.m, rectangle_lw.m, rectangle_sw.m, triangle_lw.m, sinc.m, sinetone.m, sinewave.m, spectral_adf.m, spectral_xdf.m, spencer.m, ilu.m, __sprand__.m, sprand.m, sprandn.m, sprandsym.m, treelayout.m, beta.m, betainc.m, betaincinv.m, betaln.m, cosint.m, expint.m, factorial.m, gammainc.m, gammaincinv.m, lcm.m, nthroot.m, perms.m, reallog.m, realpow.m, realsqrt.m, sinint.m, hadamard.m, hankel.m, hilb.m, invhilb.m, magic.m, pascal.m, rosser.m, toeplitz.m, vander.m, wilkinson.m, center.m, corr.m, cov.m, discrete_cdf.m, discrete_inv.m, discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m, empirical_pdf.m, empirical_rnd.m, kendall.m, kurtosis.m, mad.m, mean.m, meansq.m, median.m, mode.m, moment.m, range.m, ranks.m, run_count.m, skewness.m, spearman.m, statistics.m, std.m, base2dec.m, bin2dec.m, blanks.m, cstrcat.m, deblank.m, dec2base.m, dec2bin.m, dec2hex.m, hex2dec.m, index.m, regexptranslate.m, rindex.m, strcat.m, strjust.m, strtrim.m, strtrunc.m, substr.m, untabify.m, __have_feature__.m, __prog_output_assert__.m, __run_test_suite__.m, example.m, fail.m, asctime.m, calendar.m, ctime.m, date.m, etime.m: Add return arguments to @deftypefn macros where they were missing. Rename variables in functions (particularly generic "retval") to match documentation. Rename some return variables for (hopefully) better clarity (e.g., 'ax' to 'hax' to indicate it is a graphics handle to an axes object).
author Rik <rik@octave.org>
date Wed, 30 Mar 2022 20:40:27 -0700
parents 796f54d4ddbf
children 597f3ee61a48
line wrap: on
line source

########################################################################
##
## Copyright (C) 1994-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {@var{y} =} fftfilt (@var{b}, @var{x})
## @deftypefnx {} {@var{y} =} fftfilt (@var{b}, @var{x}, @var{n})
## Filter @var{x} with the FIR filter @var{b} using the FFT.
##
## If @var{x} is a matrix, filter each column of the matrix.
##
## Given the optional third argument, @var{n}, @code{fftfilt} uses the
## overlap-add method to filter @var{x} with @var{b} using an N-point FFT@.
## The FFT size must be an even power of 2 and must be greater than or equal to
## the length of @var{b}.  If the specified @var{n} does not meet these
## criteria, it is automatically adjusted to the nearest value that does.
##
## @seealso{filter, filter2}
## @end deftypefn

function y = fftfilt (b, x, n)

  ## If N is not specified explicitly, we do not use the overlap-add
  ## method at all because loops are really slow.  Otherwise, we only
  ## ensure that the number of points in the FFT is the smallest power
  ## of two larger than N and length(b).  This could result in length
  ## one blocks, but if the user knows better ...

  if (nargin < 2)
    print_usage ();
  endif

  transpose = (rows (x) == 1);

  if (transpose)
    x = x.';
  endif

  [r_x, c_x] = size (x);
  [r_b, c_b] = size (b);

  if (! isvector (b))
    error ("fftfilt: B must be a vector");
  endif

  if (ndims (x) != 2)
    error ("fftfilt: X must be a 1-D or 2-D array");
  endif

  l_b = r_b * c_b;
  b = reshape (b, l_b, 1);

  if (nargin == 2)
    ## Use FFT with the smallest power of 2 which is >= length (x) +
    ## length (b) - 1 as number of points ...
    n = 2 ^ nextpow2 (r_x + l_b - 1);
    B = fft (b, n);
    y = ifft (fft (x, n) .* B(:, ones (1, c_x)));
  else
    ## Use overlap-add method ...
    if (! (isscalar (n)))
      error ("fftfilt: N has to be a scalar");
    endif
    n = 2 ^ nextpow2 (max ([n, l_b]));
    L = n - l_b + 1;
    B = fft (b, n);
    B = B(:, ones (c_x,1));
    R = ceil (r_x / L);
    y = zeros (r_x, c_x);
    for r = 1:R
      lo = (r - 1) * L + 1;
      hi = min (r * L, r_x);
      tmp = zeros (n, c_x);
      tmp(1:(hi-lo+1),:) = x(lo:hi,:);
      tmp = ifft (fft (tmp) .* B);
      hi  = min (lo+n-1, r_x);
      y(lo:hi,:) = y(lo:hi,:) + tmp(1:(hi-lo+1),:);
    endfor
  endif

  y = y(1:r_x, :);

  ## Final cleanups:

  ## - If both b and x are real, y should be real.
  ## - If b is real and x is imaginary, y should be imaginary.
  ## - If b is imaginary and x is real, y should be imaginary.
  ## - If both b and x are imaginary, y should be real.
  xisreal = all (imag (x) == 0);
  xisimag = all (real (x) == 0);

  if (all (imag (b) == 0))
    y (:,xisreal) = real (y (:,xisreal));
    y (:,xisimag) = complex (real (y (:,xisimag)) * 0, imag (y (:,xisimag)));
  elseif (all (real (b) == 0))
    y (:,xisreal) = complex (real (y (:,xisreal)) * 0, imag (y (:,xisreal)));
    y (:,xisimag) = real (y (:,xisimag));
  endif

  ## - If both x and b are integer in both real and imaginary
  ##   components, y should be integer.
  if (! any (b - fix (b)))
    idx = find (! any (x - fix (x)));
    y (:, idx) = round (y (:, idx));
  endif

  ## Transpose after cleanup, otherwise rounding fails.
  if (transpose)
    y = y.';
  endif

endfunction


%!shared b, x, r

%!testif HAVE_FFTW
%! b = [1 1];
%! x = [1, zeros(1,9)];
%! assert (fftfilt (b,  x  ), [1 1 0 0 0 0 0 0 0 0]  );
%! assert (fftfilt (b,  x.'), [1 1 0 0 0 0 0 0 0 0].');
%! assert (fftfilt (b.',x  ), [1 1 0 0 0 0 0 0 0 0]  );
%! assert (fftfilt (b.',x.'), [1 1 0 0 0 0 0 0 0 0].');
%! assert (fftfilt (b,  [x.' x.']), [1 1 0 0 0 0 0 0 0 0].'*[1 1]);
%! assert (fftfilt (b,  [x.'+2*eps x.']) == [1 1 0 0 0 0 0 0 0 0].'*[1 1],
%!         [false(10, 1) true(10, 1)]);

%!testif HAVE_FFTW
%! r = sqrt (1/2) * (1+i);
%! b = b*r;
%! assert (fftfilt (b, x  ), r*[1 1 0 0 0 0 0 0 0 0]  , eps  );
%! assert (fftfilt (b, r*x), r*r*[1 1 0 0 0 0 0 0 0 0], 2*eps);
%! assert (fftfilt (b, x.'), r*[1 1 0 0 0 0 0 0 0 0].', eps  );

%!testif HAVE_FFTW
%! b  = [1 1];
%! x  = zeros (10,3); x(1,1)=-1; x(1,2)=1;
%! y0 = zeros (10,3); y0(1:2,1)=-1; y0(1:2,2)=1;
%! y  = fftfilt (b, x);
%! assert (y0, y);
%! y  = fftfilt (b*i, x);
%! assert (y0*i, y);
%! y  = fftfilt (b, x*i);
%! assert (y0*i, y);
%! y  = fftfilt (b*i, x*i);
%! assert (-y0, y);
%! x  = rand (10, 1);
%! y  = fftfilt (b, [x x*i]);
%! assert (true, isreal (y(:,1)));
%! assert (false, any (real (y(:,2))));

%!testif HAVE_FFTW
%! b  = rand (10, 1);
%! x  = rand (10, 1);
%! y0 = filter (b, 1, x);
%! y  = fftfilt (b, x);
%! assert (y0, y, 16*eps);
%! y0 = filter (b*i, 1, x*i);
%! y  = fftfilt (b*i, x*i);
%! assert (y0, y, 16*eps);

%!testif HAVE_FFTW
%! b  = rand (10, 1) + i*rand (10, 1);
%! x  = rand (10, 1) + i*rand (10, 1);
%! y0 = filter (b, 1, x);
%! y  = fftfilt (b, x);
%! assert (y0, y, 55*eps);

## Test input validation
%!error <Invalid call> fftfilt (1)
%!error fftfilt (ones (2), 1)
%!error fftfilt (2, ones (3,3,3))
%!error fftfilt (2, 1, ones (2))