489 lines
15 KiB
Python
489 lines
15 KiB
Python
# This program is public domain
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# Authors: Paul Kienzle, Nadav Horesh
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"""
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Chirp z-transform.
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CZT: callable (x,axis=-1)->array
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define a chirp-z transform that can be applied to different signals
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ZoomFFT: callable (x,axis=-1)->array
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define a Fourier transform on a range of frequencies
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ScaledFFT: callable (x,axis=-1)->array
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define a limited frequency FFT
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czt: array
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compute the chirp-z transform for a signal
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zoomfft: array
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compute the Fourier transform on a range of frequencies
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scaledfft: array
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compute a limited frequency FFT for a signal
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"""
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__all__ = ['czt', 'zoomfft', 'scaledfft']
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import math, cmath
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import numpy as np
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from numpy import pi, arange
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from scipy.fftpack import fft, ifft, fftshift
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class CZT:
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"""
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Chirp-Z Transform.
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Transform to compute the frequency response around a spiral.
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Objects of this class are callables which can compute the
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chirp-z transform on their inputs. This object precalculates
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constants for the given transform.
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If w does not lie on the unit circle, then the transform will be
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around a spiral with exponentially increasing radius. Regardless,
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angle will increase linearly.
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The chirp-z transform can be faster than an equivalent fft with
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zero padding. Try it with your own array sizes to see. It is
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theoretically faster for large prime fourier transforms, but not
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in practice.
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The chirp-z transform is considerably less precise than the
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equivalent zero-padded FFT, with differences on the order of 1e-11
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from the direct transform rather than the on the order of 1e-15 as
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seen with zero-padding.
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See zoomfft for a friendlier interface to partial fft calculations.
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"""
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def __init__(self, n, m=None, w=1, a=1):
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"""
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Chirp-Z transform definition.
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Parameters:
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----------
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n: int
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The size of the signal
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m: int
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The number of points desired. The default is the length of the input data.
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a: complex
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The starting point in the complex plane. The default is 1.
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w: complex or float
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If w is complex, it is the ratio between points in each step.
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If w is float, it serves as a frequency scaling factor. for instance
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when assigning w=0.5, the result FT will span half of frequncy range
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(that fft would result) at half of the frequncy step size.
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Returns:
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--------
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CZT:
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callable object f(x,axis=-1) for computing the chirp-z transform on x
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"""
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if m is None:
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m = n
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if w is None:
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w = cmath.exp(-1j*pi/m)
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elif type(w) in (float, int):
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w = cmath.exp(-1j*pi/m * w)
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else:
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w = cmath.sqrt(w)
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self.w, self.a = w, a
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self.m, self.n = m, n
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k = arange(max(m,n))
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wk2 = w**(k**2)
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nfft = 2**nextpow2(n+m-1)
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self._Awk2 = (a**-k * wk2)[:n]
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self._nfft = nfft
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self._Fwk2 = fft(1/np.hstack((wk2[n-1:0:-1], wk2[:m])), nfft)
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self._wk2 = wk2[:m]
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self._yidx = slice(n-1, n+m-1)
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def __call__(self, x, axis=-1):
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"""
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Parameters:
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----------
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x: array
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The signal to transform.
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axis: int
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Array dimension to operate over. The default is the final
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dimension.
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Returns:
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-------
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An array of the same dimensions as x, but with the length of the
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transformed axis set to m. Note that this is a view on a much
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larger array. To save space, you may want to call it as
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y = czt(x).copy()
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"""
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x = np.asarray(x)
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if x.shape[axis] != self.n:
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raise ValueError("CZT defined for length %d, not %d" %
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(self.n, x.shape[axis]))
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# Calculate transpose coordinates, to allow operation on any given axis
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trnsp = np.arange(x.ndim)
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trnsp[[axis, -1]] = [-1, axis]
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x = x.transpose(*trnsp)
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y = ifft(self._Fwk2 * fft(x*self._Awk2, self._nfft))
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y = y[..., self._yidx] * self._wk2
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return y.transpose(*trnsp)
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def nextpow2(n):
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"""
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Return the smallest power of two greater than or equal to n.
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"""
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return int(math.ceil(math.log(n)/math.log(2)))
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def ZoomFFT(n, f1, f2=None, m=None, Fs=2):
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"""
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Zoom FFT transform definition.
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Computes the Fourier transform for a set of equally spaced
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frequencies.
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Parameters:
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----------
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n: int
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size of the signal
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m: int
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size of the output
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f1, f2: float
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start and end frequencies; if f2 is not specified, use 0 to f1
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Fs: float
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sampling frequency (default=2)
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Returns:
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-------
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A CZT instance
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A callable object f(x,axis=-1) for computing the zoom FFT on x.
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Sampling frequency is 1/dt, the time step between samples in the
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signal x. The unit circle corresponds to frequencies from 0 up
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to the sampling frequency. The default sampling frequency of 2
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means that f1,f2 values up to the Nyquist frequency are in the
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range [0,1). For f1,f2 values expressed in radians, a sampling
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frequency of 1/pi should be used.
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To graph the magnitude of the resulting transform, use::
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plot(linspace(f1,f2,m), abs(zoomfft(x,f1,f2,m))).
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Use the zoomfft wrapper if you only need to compute one transform.
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"""
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if m is None: m = n
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if f2 is None: f1, f2 = 0., f1
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w = cmath.exp(-2j * pi * (f2-f1) / ((m-1)*Fs))
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a = cmath.exp(2j * pi * f1/Fs)
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return CZT(n, m=m, w=w, a=a)
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def ScaledFFT(n, m=None, scale=1.0):
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"""
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Scaled fft transform definition.
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Similar to fft, where the frequency range is scaled by a factor 'scale' and
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divided into 'm-1' equal steps. Like the FFT, frequencies are arranged
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from 0 to scale*Fs/2-delta followed by -scale*Fs/2 to -delta, where delta
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is the step size scale*Fs/m for sampling frequence Fs. The intended use is in
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a convolution of two signals, each has its own sampling step.
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This is equivalent to:
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fftshift(zoomfft(x, -scale, scale*(m-2.)/m, m=m))
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For example:
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m,n = 10,len(x)
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sf = ScaledFFT(n, m=m, scale=0.25)
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X = fftshift(fft(x))
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W = linspace(-8, 8*(n-2.)/n, n)
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SX = fftshift(sf(x))
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SW = linspace(-2, 2*(m-2.)/m, m)
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plot(X,W,SX,SW)
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Parameters:
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----------
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n: int
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Size of the signal
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m: int
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The size of the output.
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Default: m=n
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scale: float
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Frequenct scaling factor.
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Default: scale=1.0
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Returns:
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-------
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function
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A callable f(x,axis=-1) for computing the scaled FFT on x.
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"""
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if m is None:
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m = n
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w = np.exp(-2j * pi / m * scale)
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a = w**(m//2)
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transform = CZT(n=n, m=m, a=a, w=w)
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return lambda x, axis=-1: fftshift(transform(x, axis), axes=(axis,))
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def scaledfft(x, m=None, scale=1.0, axis=-1):
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"""
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Partial with a frequency scaling.
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See ScaledFFT doc for details
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Parameters:
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----------
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x: input array
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m: int
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The length of the output signal
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scale: float
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A frequency scaling factor
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axis: int
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The array dimension to operate over. The default is the
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final dimension.
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Returns:
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-------
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An array of the same rank of 'x', but with the size if
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the 'axis' dimension set to 'm'
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"""
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return ScaledFFT(x.shape[axis], m, scale)(x,axis)
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def czt(x, m=None, w=1.0, a=1, axis=-1):
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"""
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Compute the frequency response around a spiral.
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Parameters:
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----------
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x: array
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The set of data to transform.
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m: int
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The number of points desired. The default is the length of the input data.
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a: complex
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The starting point in the complex plane. The default is 1.
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w: complex or float
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If w is complex, it is the ratio between points in each step.
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If w is float, it is the frequency step scale (relative to the
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normal dft frquency step).
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axis: int
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Array dimension to operate over. The default is the final
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dimension.
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Returns:
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-------
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An array of the same dimensions as x, but with the length of the
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transformed axis set to m. Note that this is a view on a much
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larger array. To save space, you may want to call it as
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y = ascontiguousarray(czt(x))
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See zoomfft for a friendlier interface to partial fft calculations.
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If the transform needs to be repeated, use CZT to construct a
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specialized transform function which can be reused without
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recomputing constants.
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"""
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x = np.asarray(x)
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transform = CZT(x.shape[axis], m=m, w=w, a=a)
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return transform(x,axis=axis)
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def zoomfft(x, f1, f2=None, m=None, Fs=2, axis=-1):
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"""
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Compute the Fourier transform of x for frequencies in [f1, f2].
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Parameters:
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----------
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m: int
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The number of points to evaluate. The default is the length of x.
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f1, f2: float
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The frequency range. If f2 is not specified, the range 0-f1 is assumed.
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Fs: float
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The sampling frequency. With a sampling frequency of
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10kHz for example, the range f1 and f2 can be expressed in kHz.
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The default sampling frequency is 2, so f1 and f2 should be
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in the range 0,1 to keep the transform below the Nyquist
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frequency.
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x : array
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The input signal.
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axis: int
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The array dimension the transform operates over. The default is the
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final dimension.
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Returns:
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-------
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array
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The transformed signal. The fourier transform will be calculate
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at the points f1, f1+df, f1+2df, ..., f2, where df=(f2-f1)/m.
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zoomfft(x,0,2-2./len(x)) is equivalent to fft(x).
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To graph the magnitude of the resulting transform, use::
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plot(linspace(f1,f2,m), abs(zoomfit(x,f1,f2,m))).
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If the transform needs to be repeated, use ZoomFFT to construct a
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specialized transform function which can be reused without
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recomputing constants.
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"""
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x = np.asarray(x)
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transform = ZoomFFT(x.shape[axis], f1, f2=f2, m=m, Fs=Fs)
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return transform(x,axis=axis)
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def _test1(x,show=False,plots=[1,2,3,4]):
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norm = np.linalg.norm
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# Normal fft and zero-padded fft equivalent to 10x oversampling
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over=10
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w = np.linspace(0,2-2./len(x),len(x))
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y = fft(x)
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wover = np.linspace(0,2-2./(over*len(x)),over*len(x))
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yover = fft(x,over*len(x))
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# Check that zoomfft is the equivalent of fft
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y1 = zoomfft(x,0,2-2./len(y))
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# Check that zoomfft with oversampling is equivalent to zero padding
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y2 = zoomfft(x,0,2-2./len(yover), m=len(yover))
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# Check that zoomfft works on a subrange
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f1,f2 = w[3],w[6]
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y3 = zoomfft(x,f1,f2,m=3*over+1)
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w3 = np.linspace(f1,f2,len(y3))
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idx3 = slice(3*over,6*over+1)
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if not show: plots = []
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if plots != []:
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import pylab
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if 0 in plots:
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pylab.figure(0)
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pylab.plot(x)
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pylab.ylabel('Intensity')
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if 1 in plots:
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pylab.figure(1)
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pylab.subplot(311)
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pylab.plot(w,abs(y),'o',w,abs(y1))
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pylab.legend(['fft','zoom'])
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pylab.ylabel('Magnitude')
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pylab.title('FFT equivalent')
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pylab.subplot(312)
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pylab.plot(w,np.angle(y),'o',w,np.angle(y1))
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pylab.legend(['fft','zoom'])
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pylab.ylabel('Phase (radians)')
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pylab.subplot(313)
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pylab.plot(w,abs(y)-abs(y1)) #,w,np.angle(y)-np.angle(y1))
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#pylab.legend(['magnitude','phase'])
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pylab.ylabel('Residuals')
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if 2 in plots:
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pylab.figure(2)
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pylab.subplot(211)
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pylab.plot(w,abs(y),'o',wover,abs(y2),wover,abs(yover))
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pylab.ylabel('Magnitude')
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pylab.title('Oversampled FFT')
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pylab.legend(['fft','zoom','pad'])
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pylab.subplot(212)
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pylab.plot(wover,abs(yover)-abs(y2),
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w,abs(y)-abs(y2[0::over]),'o',
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w,abs(y)-abs(yover[0::over]),'x')
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pylab.legend(['pad-zoom','fft-zoom','fft-pad'])
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pylab.ylabel('Residuals')
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if 3 in plots:
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pylab.figure(3)
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ax1=pylab.subplot(211)
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pylab.plot(w,abs(y),'o',w3,abs(y3),wover,abs(yover),
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w[3:7],abs(y3[::over]),'x')
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pylab.title('Zoomed FFT')
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pylab.ylabel('Magnitude')
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pylab.legend(['fft','zoom','pad'])
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pylab.plot(w3,abs(y3),'x')
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ax1.set_xlim(f1,f2)
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ax2=pylab.subplot(212)
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pylab.plot(wover[idx3],abs(yover[idx3])-abs(y3),
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w[3:7],abs(y[3:7])-abs(y3[::over]),'o',
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w[3:7],abs(y[3:7])-abs(yover[3*over:6*over+1:over]),'x')
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pylab.legend(['pad-zoom','fft-zoom','fft-pad'])
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ax2.set_xlim(f1,f2)
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pylab.ylabel('Residuals')
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if plots != []:
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pylab.show()
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err = norm(y-y1)/norm(y)
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#print "direct err %g"%err
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assert err < 1e-10, "error for direct transform is %g"%(err,)
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err = norm(yover-y2)/norm(yover)
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#print "over err %g"%err
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assert err < 1e-10, "error for oversampling is %g"%(err,)
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err = norm(yover[idx3]-y3)/norm(yover[idx3])
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#print "range err %g"%err
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assert err < 1e-10, "error for subrange is %g"%(err,)
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def _testscaled(x):
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n = len(x)
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norm = np.linalg.norm
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assert norm(fft(x)-scaledfft(x)) < 1e-10
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assert norm(fftshift(fft(x))[n/4:3*n/4] - fftshift(scaledfft(x,scale=0.5,m=n/2))) < 1e-10
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def test(demo=None,plots=[1,2,3]):
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# 0: Gauss
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t = np.linspace(-2,2,128)
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x = np.exp(-t**2/0.01)
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_test1(x, show=(demo==0), plots=plots)
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# 1: Linear
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x=[1,2,3,4,5,6,7]
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_test1(x, show=(demo==1), plots=plots)
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# Check near powers of two
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_test1(range(126-31), show=False)
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_test1(range(127-31), show=False)
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_test1(range(128-31), show=False)
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_test1(range(129-31), show=False)
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_test1(range(130-31), show=False)
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# Check transform on n-D array input
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x = np.reshape(np.arange(3*2*28),(3,2,28))
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y1 = zoomfft(x,0,2-2./28)
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y2 = zoomfft(x[2,0,:],0,2-2./28)
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err = np.linalg.norm(y2-y1[2,0])
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assert err < 1e-15, "error for n-D array is %g"%(err,)
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# 2: Random (not a test condition)
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if demo==2:
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x = np.random.rand(101)
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_test1(x, show=True, plots=plots)
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# 3: Spikes
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t=np.linspace(0,1,128)
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x=np.sin(2*pi*t*5)+np.sin(2*pi*t*13)
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_test1(x, show=(demo==3), plots=plots)
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# 4: Sines
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x=np.zeros(100)
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x[[1,5,21]]=1
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_test1(x, show=(demo==4), plots=plots)
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# 5: Sines plus complex component
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x += 1j*np.linspace(0,0.5,x.shape[0])
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_test1(x, show=(demo==5), plots=plots)
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# 6: Scaled FFT on complex sines
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x += 1j*np.linspace(0,0.5,x.shape[0])
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if demo == 6:
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demo_scaledfft(x,0.25,200)
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_testscaled(x)
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def demo_scaledfft(v, scale, m):
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import pylab
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shift = pylab.fftshift
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n = len(v)
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x = pylab.linspace(-0.5, 0.5 - 1./n, n)
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xz = pylab.linspace(-scale*0.5, scale*0.5*(m-2.)/m, m)
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pylab.figure()
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pylab.plot(x, shift(abs(fft(v))), label='fft')
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pylab.plot(x, shift(abs(scaledfft(v))),'ro', label='x1 scaled fft')
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pylab.plot(xz, abs(zoomfft(v, -scale, scale*(m-2.)/m, m=m)),
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'bo',label='zoomfft')
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pylab.plot(xz, shift(abs(scaledfft(v, m=m, scale=scale))),
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'gx', label='x'+str(scale)+' scaled fft')
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pylab.gca().set_yscale('log')
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pylab.legend()
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pylab.show()
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if __name__ == "__main__":
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# Choose demo in [0,4] to show plot, or None for testing only
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test(demo=None)
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