Skip to content
Open
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
46 changes: 38 additions & 8 deletions src/numpy_pandas/signal_processing.py
Original file line number Diff line number Diff line change
Expand Up @@ -16,14 +16,44 @@ def FFT(x: np.ndarray) -> np.ndarray:
n = len(x)
if n == 1:
return x
even = FFT(x[0::2])
odd = FFT(x[1::2])
factor = np.exp(-2j * np.pi * np.arange(n) / n)
result = np.zeros(n, dtype=complex)
half_n = n // 2
for k in range(half_n):
result[k] = even[k] + factor[k] * odd[k]
result[k + half_n] = even[k] - factor[k] * odd[k]

levels = n.bit_length() - 1
if 2**levels != n:
even = FFT(x[0::2])
odd = FFT(x[1::2])
factor = np.exp(-2j * np.pi * np.arange(n) / n)
result = np.zeros(n, dtype=complex)
half_n = n // 2
for k in range(half_n):
result[k] = even[k] + factor[k] * odd[k]
result[k + half_n] = even[k] - factor[k] * odd[k]
return result

factor = np.exp(-2j * np.pi * np.arange(n // 2) / n)

rev = np.arange(n)
rev = ((rev & 0x55555555) << 1) | ((rev & 0xAAAAAAAA) >> 1)
rev = ((rev & 0x33333333) << 2) | ((rev & 0xCCCCCCCC) >> 2)
rev = ((rev & 0x0F0F0F0F) << 4) | ((rev & 0xF0F0F0F0) >> 4)
rev = ((rev & 0x00FF00FF) << 8) | ((rev & 0xFF00FF00) >> 8)
rev = ((rev & 0x0000FFFF) << 16) | ((rev & 0xFFFF0000) >> 16)
rev >>= 32 - levels
result = np.empty(n, dtype=complex)
result[:] = x[rev]

size = 2
while size <= n:
half_n = size // 2
tablestep = n // size
for i in range(0, n, size):
k = 0
for j in range(i, i + half_n):
t = factor[k] * result[j + half_n]
result[j + half_n] = result[j] - t
result[j] = result[j] + t
k += tablestep
size <<= 1

return result


Expand Down