NAG Library Routine Document
C06PSF
1 Purpose
C06PSF computes the discrete Fourier transforms of $m$ sequences, stored as columns of an array, each containing $n$ complex data values.
2 Specification
INTEGER 
N, M, IFAIL 
COMPLEX (KIND=nag_wp) 
X(N*M), WORK(*) 
CHARACTER(1) 
DIRECT 

3 Description
Given
$m$ sequences of
$n$ complex data values
${z}_{\mathit{j}}^{\mathit{p}}$, for
$\mathit{j}=0,1,\dots ,n1$ and
$\mathit{p}=1,2,\dots ,m$, C06PSF simultaneously calculates the (
forward or
backward) discrete Fourier transforms of all the sequences defined by
(Note the scale factor
$\frac{1}{\sqrt{n}}$ in this definition.) The minus sign is taken in the argument of the exponential within the summation when the forward transform is required, and the plus sign is taken when the backward transform is required.
A call of C06PSF with ${\mathbf{DIRECT}}=\text{'F'}$ followed by a call with ${\mathbf{DIRECT}}=\text{'B'}$ will restore the original data.
The routine uses a variant of the fast Fourier transform (FFT) algorithm (see
Brigham (1974)) known as the Stockham selfsorting algorithm, which is described in
Temperton (1983). Special code is provided for the factors
$2$,
$3$ and
$5$.
4 References
Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
Temperton C (1983) Selfsorting mixedradix fast Fourier transforms J. Comput. Phys. 52 1–23
5 Arguments
 1: $\mathrm{DIRECT}$ – CHARACTER(1)Input

On entry: if the forward transform as defined in
Section 3 is to be computed, then
DIRECT must be set equal to 'F'.
If the backward transform is to be computed then
DIRECT must be set equal to 'B'.
Constraint:
${\mathbf{DIRECT}}=\text{'F'}$ or $\text{'B'}$.
 2: $\mathrm{N}$ – INTEGERInput

On entry: $n$, the number of complex values in each sequence.
Constraint:
${\mathbf{N}}\ge 1$.
 3: $\mathrm{M}$ – INTEGERInput

On entry: $m$, the number of sequences to be transformed.
Constraint:
${\mathbf{M}}\ge 1$.
 4: $\mathrm{X}\left({\mathbf{N}}\times {\mathbf{M}}\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output

On entry: the complex data values
${z}_{\mathit{j}}^{p}$ stored in ${\mathbf{X}}\left(\left(\mathit{p}1\right)\times {\mathbf{N}}+\mathit{j}+1\right)$, for $\mathit{j}=0,1,\dots ,{\mathbf{N}}1$ and $\mathit{p}=1,2,\dots ,{\mathbf{M}}$.
On exit: is overwritten by the complex transforms.
 5: $\mathrm{WORK}\left(*\right)$ – COMPLEX (KIND=nag_wp) arrayWorkspace

Note: the dimension of the array
WORK
must be at least
${\mathbf{N}}\times {\mathbf{M}}+{\mathbf{N}}+15$.
The workspace requirements as documented for C06PSF may be an overestimate in some implementations.
On exit: the real part of
${\mathbf{WORK}}\left(1\right)$ contains the minimum workspace required for the current values of
M and
N with this implementation.
 6: $\mathrm{IFAIL}$ – INTEGERInput/Output

On entry:
IFAIL must be set to
$0$,
$1\text{ or}1$. If you are unfamiliar with this argument you should refer to
Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
$1\text{ or}1$ is recommended. If the output of error messages is undesirable, then the value
$1$ is recommended. Otherwise, if you are not familiar with this argument, the recommended value is
$0$.
When the value $\mathbf{1}\text{ or}\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.
On exit:
${\mathbf{IFAIL}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see
Section 6).
6 Error Indicators and Warnings
If on entry
${\mathbf{IFAIL}}=0$ or
$1$, explanatory error messages are output on the current error message unit (as defined by
X04AAF).
Errors or warnings detected by the routine:
 ${\mathbf{IFAIL}}=1$

On entry,  ${\mathbf{M}}<1$. 
 ${\mathbf{IFAIL}}=2$

On entry,  ${\mathbf{N}}<1$. 
 ${\mathbf{IFAIL}}=3$

On entry,  ${\mathbf{DIRECT}}\ne \text{'F'}$ or $\text{'B'}$. 
 ${\mathbf{IFAIL}}=5$

An unexpected error has occurred in an internal call. Check all subroutine calls and array dimensions. Seek expert help.
 ${\mathbf{IFAIL}}=99$
An unexpected error has been triggered by this routine. Please
contact
NAG.
See
Section 3.9 in How to Use the NAG Library and its Documentation for further information.
 ${\mathbf{IFAIL}}=399$
Your licence key may have expired or may not have been installed correctly.
See
Section 3.8 in How to Use the NAG Library and its Documentation for further information.
 ${\mathbf{IFAIL}}=999$
Dynamic memory allocation failed.
See
Section 3.7 in How to Use the NAG Library and its Documentation for further information.
7 Accuracy
Some indication of accuracy can be obtained by performing a subsequent inverse transform and comparing the results with the original sequence (in exact arithmetic they would be identical).
8 Parallelism and Performance
C06PSF is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
C06PSF makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the
Users' Note for your implementation for any additional implementationspecific information.
The time taken by C06PSF is approximately proportional to $nm\mathrm{log}\left(n\right)$, but also depends on the factors of $n$. C06PSF is fastest if the only prime factors of $n$ are $2$, $3$ and $5$, and is particularly slow if $n$ is a large prime, or has large prime factors.
10 Example
This example reads in sequences of complex data values and prints their discrete Fourier transforms (as computed by C06PSF with ${\mathbf{DIRECT}}=\text{'F'}$). Inverse transforms are then calculated using C06PSF with ${\mathbf{DIRECT}}=\text{'B'}$ and printed out, showing that the original sequences are restored.
10.1 Program Text
Program Text (c06psfe.f90)
10.2 Program Data
Program Data (c06psfe.d)
10.3 Program Results
Program Results (c06psfe.r)