|
| 1 | +""" |
| 2 | +Fast Fourier Transform (FFT) using Divide and Conquer |
| 3 | +
|
| 4 | +The Fast Fourier Transform is a divide-and-conquer algorithm that computes the |
| 5 | +Discrete Fourier Transform (DFT) of a sequence in O(n log n) time, compared to |
| 6 | +O(n²) for the naive DFT computation. |
| 7 | +
|
| 8 | +The algorithm works by: |
| 9 | +1. Recursively dividing the DFT computation into smaller subproblems |
| 10 | +2. Using the symmetry and periodicity properties of complex exponentials |
| 11 | +3. Combining results using the "butterfly" operation |
| 12 | +
|
| 13 | +Key mathematical insight: |
| 14 | +- DFT of even-indexed elements and odd-indexed elements can be computed separately |
| 15 | +- Results are combined using complex exponentials (twiddle factors) |
| 16 | +
|
| 17 | +Time complexity: O(n log n) |
| 18 | +Space complexity: O(n log n) due to recursion |
| 19 | +
|
| 20 | +References: |
| 21 | +- https://en.wikipedia.org/wiki/Fast_Fourier_transform |
| 22 | +- Cooley-Tukey FFT algorithm (1965) |
| 23 | +""" |
| 24 | + |
| 25 | +from __future__ import annotations |
| 26 | + |
| 27 | +import cmath |
| 28 | +from collections.abc import Sequence |
| 29 | + |
| 30 | + |
| 31 | +def fft(x: Sequence[float | complex]) -> list[complex]: |
| 32 | + """ |
| 33 | + Compute the Fast Fourier Transform of a sequence using divide and conquer. |
| 34 | +
|
| 35 | + This implementation uses the Cooley-Tukey algorithm, which recursively |
| 36 | + divides the DFT computation into smaller subproblems. |
| 37 | +
|
| 38 | + Args: |
| 39 | + x: Input sequence (list of real or complex numbers) |
| 40 | +
|
| 41 | + Returns: |
| 42 | + List of complex numbers representing the DFT of the input sequence |
| 43 | +
|
| 44 | + Raises: |
| 45 | + ValueError: If input length is not a power of 2 |
| 46 | +
|
| 47 | + Examples: |
| 48 | + >>> import math |
| 49 | + >>> # Test with delta function [1, 0, 0, 0] -> constant spectrum [1, 1, 1, 1] |
| 50 | + >>> result = fft([1, 0, 0, 0]) |
| 51 | + >>> all(abs(abs(x) - 1) < 1e-10 for x in result) # All should have magnitude 1 |
| 52 | + True |
| 53 | +
|
| 54 | + >>> # Test with impulse at second position |
| 55 | + >>> result = fft([0, 1, 0, 0]) |
| 56 | + >>> all(abs(abs(x) - 1) < 1e-10 for x in result) # All should have magnitude 1 |
| 57 | + True |
| 58 | +
|
| 59 | + >>> # Test with real sine wave |
| 60 | + >>> n = 8 |
| 61 | + >>> signal = [math.sin(2 * math.pi * k / n) for k in range(n)] |
| 62 | + >>> result = fft(signal) |
| 63 | + >>> len(result) == n |
| 64 | + True |
| 65 | + """ |
| 66 | + n = len(x) |
| 67 | + |
| 68 | + # Check if length is power of 2 |
| 69 | + if n <= 0 or (n & (n - 1)) != 0: |
| 70 | + raise ValueError("Input length must be a power of 2") |
| 71 | + |
| 72 | + # Base case |
| 73 | + if n == 1: |
| 74 | + return [complex(x[0])] |
| 75 | + |
| 76 | + # Divide: separate even and odd indexed elements |
| 77 | + even = [x[i] for i in range(0, n, 2)] |
| 78 | + odd = [x[i] for i in range(1, n, 2)] |
| 79 | + |
| 80 | + # Conquer: recursively compute FFT of even and odd parts |
| 81 | + fft_even = fft(even) |
| 82 | + fft_odd = fft(odd) |
| 83 | + |
| 84 | + # Combine: merge the results using butterfly operation |
| 85 | + result = [complex(0)] * n |
| 86 | + for k in range(n // 2): |
| 87 | + # Twiddle factor: e^(-2πik/n) |
| 88 | + twiddle = cmath.exp(-2j * cmath.pi * k / n) |
| 89 | + |
| 90 | + # Butterfly operation |
| 91 | + butterfly = twiddle * fft_odd[k] |
| 92 | + result[k] = fft_even[k] + butterfly |
| 93 | + result[k + n // 2] = fft_even[k] - butterfly |
| 94 | + |
| 95 | + return result |
| 96 | + |
| 97 | + |
| 98 | +def ifft(x: Sequence[complex]) -> list[complex]: |
| 99 | + """ |
| 100 | + Compute the Inverse Fast Fourier Transform using divide and conquer. |
| 101 | +
|
| 102 | + The IFFT is computed by taking the conjugate of the input, applying FFT, |
| 103 | + taking conjugate again, and scaling by 1/n. |
| 104 | +
|
| 105 | + Args: |
| 106 | + x: Input sequence (list of complex numbers) |
| 107 | +
|
| 108 | + Returns: |
| 109 | + List of complex numbers representing the IFFT of the input sequence |
| 110 | +
|
| 111 | + Examples: |
| 112 | + >>> # Test round-trip: FFT followed by IFFT should give original signal |
| 113 | + >>> original = [1, 2, 3, 4] |
| 114 | + >>> recovered = ifft(fft(original)) |
| 115 | + >>> all(abs(recovered[i] - original[i]) < 1e-10 for i in range(len(original))) |
| 116 | + True |
| 117 | +
|
| 118 | + >>> # Test with complex input |
| 119 | + >>> original = [1+2j, 3-1j, 0+0j, 2+3j] |
| 120 | + >>> recovered = ifft(fft(original)) |
| 121 | + >>> all(abs(recovered[i] - original[i]) < 1e-10 for i in range(len(original))) |
| 122 | + True |
| 123 | + """ |
| 124 | + n = len(x) |
| 125 | + |
| 126 | + # Conjugate input |
| 127 | + x_conj = [complex(val.real, -val.imag) for val in x] |
| 128 | + |
| 129 | + # Apply FFT |
| 130 | + result = fft(x_conj) |
| 131 | + |
| 132 | + # Conjugate result and scale by 1/n |
| 133 | + return [complex(val.real / n, -val.imag / n) for val in result] |
| 134 | + |
| 135 | + |
| 136 | +def dft_naive(x: Sequence[float | complex]) -> list[complex]: |
| 137 | + """ |
| 138 | + Compute the Discrete Fourier Transform using the naive O(n²) algorithm. |
| 139 | +
|
| 140 | + This is provided for comparison and testing purposes. |
| 141 | +
|
| 142 | + Args: |
| 143 | + x: Input sequence (list of real or complex numbers) |
| 144 | +
|
| 145 | + Returns: |
| 146 | + List of complex numbers representing the DFT of the input sequence |
| 147 | +
|
| 148 | + Examples: |
| 149 | + >>> # Compare with FFT result |
| 150 | + >>> signal = [1, 2, 3, 4] |
| 151 | + >>> fft_result = fft(signal) |
| 152 | + >>> dft_result = dft_naive(signal) |
| 153 | + >>> all(abs(fft_result[i] - dft_result[i]) < 1e-10 for i in range(len(signal))) |
| 154 | + True |
| 155 | + """ |
| 156 | + n = len(x) |
| 157 | + result = [] |
| 158 | + |
| 159 | + for k in range(n): |
| 160 | + sum_val = complex(0) |
| 161 | + for j in range(n): |
| 162 | + # Compute e^(-2πijk/n) |
| 163 | + angle = -2 * cmath.pi * j * k / n |
| 164 | + sum_val += x[j] * cmath.exp(1j * angle) |
| 165 | + result.append(sum_val) |
| 166 | + |
| 167 | + return result |
| 168 | + |
| 169 | + |
| 170 | +def pad_to_power_of_2(x: Sequence[float | complex]) -> list[float | complex]: |
| 171 | + """ |
| 172 | + Pad input sequence with zeros to make its length a power of 2. |
| 173 | +
|
| 174 | + Args: |
| 175 | + x: Input sequence |
| 176 | +
|
| 177 | + Returns: |
| 178 | + Padded sequence with length as power of 2 |
| 179 | +
|
| 180 | + Examples: |
| 181 | + >>> pad_to_power_of_2([1, 2, 3]) |
| 182 | + [1, 2, 3, 0] |
| 183 | + >>> pad_to_power_of_2([1, 2, 3, 4, 5]) |
| 184 | + [1, 2, 3, 4, 5, 0, 0, 0] |
| 185 | + """ |
| 186 | + n = len(x) |
| 187 | + if n <= 0: |
| 188 | + return list(x) |
| 189 | + |
| 190 | + # Find next power of 2 |
| 191 | + next_power = 1 |
| 192 | + while next_power < n: |
| 193 | + next_power *= 2 |
| 194 | + |
| 195 | + # Pad with zeros |
| 196 | + return list(x) + [0] * (next_power - n) |
| 197 | + |
| 198 | + |
| 199 | +def fft_magnitude_spectrum(x: Sequence[float | complex]) -> list[float]: |
| 200 | + """ |
| 201 | + Compute the magnitude spectrum of a signal using FFT. |
| 202 | +
|
| 203 | + Args: |
| 204 | + x: Input signal |
| 205 | +
|
| 206 | + Returns: |
| 207 | + List of magnitudes of the FFT coefficients |
| 208 | +
|
| 209 | + Examples: |
| 210 | + >>> # Test with a simple signal |
| 211 | + >>> signal = [1, 0, 1, 0] |
| 212 | + >>> spectrum = fft_magnitude_spectrum(signal) |
| 213 | + >>> len(spectrum) == len(signal) |
| 214 | + True |
| 215 | + >>> all(mag >= 0 for mag in spectrum) # All magnitudes should be non-negative |
| 216 | + True |
| 217 | + """ |
| 218 | + # Pad to power of 2 if necessary |
| 219 | + if len(x) & (len(x) - 1) != 0: |
| 220 | + x = pad_to_power_of_2(x) |
| 221 | + |
| 222 | + # Compute FFT |
| 223 | + fft_result = fft(x) |
| 224 | + |
| 225 | + # Return magnitudes |
| 226 | + return [abs(val) for val in fft_result] |
| 227 | + |
| 228 | + |
| 229 | +def convolution_fft(a: Sequence[float], b: Sequence[float]) -> list[float]: |
| 230 | + """ |
| 231 | + Compute convolution of two sequences using FFT. |
| 232 | +
|
| 233 | + Convolution in time domain equals pointwise multiplication in frequency domain. |
| 234 | + This provides an O(n log n) alternative to the naive O(n²) convolution. |
| 235 | +
|
| 236 | + Args: |
| 237 | + a: First sequence |
| 238 | + b: Second sequence |
| 239 | +
|
| 240 | + Returns: |
| 241 | + Convolution of a and b |
| 242 | +
|
| 243 | + Examples: |
| 244 | + >>> # Test convolution property |
| 245 | + >>> a = [1, 2, 3] |
| 246 | + >>> b = [1, 1] |
| 247 | + >>> result = convolution_fft(a, b) |
| 248 | + >>> len(result) >= len(a) + len(b) - 1 |
| 249 | + True |
| 250 | + """ |
| 251 | + if not a or not b: |
| 252 | + return [] |
| 253 | + |
| 254 | + # Result length should be len(a) + len(b) - 1 |
| 255 | + result_len = len(a) + len(b) - 1 |
| 256 | + |
| 257 | + # Pad both sequences to the same power of 2 length |
| 258 | + padded_len = 1 |
| 259 | + while padded_len < result_len: |
| 260 | + padded_len *= 2 |
| 261 | + |
| 262 | + a_padded = list(a) + [0] * (padded_len - len(a)) |
| 263 | + b_padded = list(b) + [0] * (padded_len - len(b)) |
| 264 | + |
| 265 | + # Compute FFT of both sequences |
| 266 | + fft_a = fft(a_padded) |
| 267 | + fft_b = fft(b_padded) |
| 268 | + |
| 269 | + # Pointwise multiplication in frequency domain |
| 270 | + fft_product = [fft_a[i] * fft_b[i] for i in range(len(fft_a))] |
| 271 | + |
| 272 | + # Inverse FFT to get convolution result |
| 273 | + conv_result = ifft(fft_product) |
| 274 | + |
| 275 | + # Return only the valid part (real parts, since convolution of real signals is real) |
| 276 | + return [val.real for val in conv_result[:result_len]] |
| 277 | + |
| 278 | + |
| 279 | +if __name__ == "__main__": |
| 280 | + import doctest |
| 281 | + |
| 282 | + doctest.testmod() |
| 283 | + |
| 284 | + # Example usage and demonstration |
| 285 | + print("Fast Fourier Transform Demonstration") |
| 286 | + print("=" * 40) |
| 287 | + |
| 288 | + # Example 1: Simple signal |
| 289 | + print("\n1. Simple 4-point signal:") |
| 290 | + signal = [1, 2, 3, 4] |
| 291 | + print(f"Input: {signal}") |
| 292 | + |
| 293 | + fft_result = fft(signal) |
| 294 | + print("FFT result:") |
| 295 | + for i, val in enumerate(fft_result): |
| 296 | + print(f" X[{i}] = {val:.3f}") |
| 297 | + |
| 298 | + # Verify with naive DFT |
| 299 | + dft_result = dft_naive(signal) |
| 300 | + matches_dft = all( |
| 301 | + abs(fft_result[i] - dft_result[i]) < 1e-10 for i in range(len(signal)) |
| 302 | + ) |
| 303 | + print(f"\nVerification - FFT matches DFT: {matches_dft}") |
| 304 | + |
| 305 | + # Test round-trip |
| 306 | + recovered = ifft(fft_result) |
| 307 | + print(f"Round-trip test (IFFT of FFT): {[f'{val.real:.3f}' for val in recovered]}") |
| 308 | + |
| 309 | + # Example 2: Magnitude spectrum |
| 310 | + print("\n2. Magnitude spectrum:") |
| 311 | + spectrum = fft_magnitude_spectrum(signal) |
| 312 | + print(f"Magnitudes: {[f'{mag:.3f}' for mag in spectrum]}") |
| 313 | + |
| 314 | + # Example 3: Convolution using FFT |
| 315 | + print("\n3. Convolution using FFT:") |
| 316 | + a = [1, 2, 3] |
| 317 | + b = [1, 1, 1] |
| 318 | + conv_result = convolution_fft(a, b) |
| 319 | + print(f"Convolution of {a} and {b}: {[f'{val:.3f}' for val in conv_result]}") |
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