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Commit e3f56bd8 authored by Michel Lespinasse's avatar Michel Lespinasse
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Version 2 de mon tutorial sur les DCT et DFT. Les choses sont un peu plus dans
l'ordre maintenant, et il y a pas mal d'explications qui ont ete rajoutees pour
expliquer comment implementer efficacement l'algo AAN.

Si un jour j'ai le courage, j'ecris une routine DCT32 qui torchera celle de
regis, na !

Pour etre parfait il faudrait rajouter une section sur les DCT en 2 dimensions,
mais bon...
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doc/transforms.py
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......@@ -12,29 +12,18 @@ cos = math.cos
sqrt = math.sqrt
def exp_j (alpha):
return cmath.exp (alpha*1j)
return cmath.exp (alpha * 1j)
def conjugate (c):
c = c * (1+0j)
return c.real-1j*c.imag
c = c + 0j
return c.real - 1j * c.imag
def vector (N):
return [0.0] * N
return [0j] * N
# Let us start with the canonical definition of the unscaled DCT algorithm :
# (I can not draw sigmas in text mode so I'll use python code instead) :)
def unscaled_DCT (N, input, output):
for o in range(N): # o is output index
output[o] = 0
for i in range(N): # i is input index
output[o] = output[o] + input[i] * cos (((2*i+1)*o*pi)/(2*N))
# This trivial algorithm uses N*N multiplications and N*(N-1) additions.
# And the unscaled DFT algorithm :
# Let us start withthe canonical definition of the unscaled DFT algorithm :
# (I can not draw sigmas in a text file so I'll use python code instead) :)
def W (k, N):
return exp_j ((-2*pi*k)/N)
......@@ -43,112 +32,18 @@ def unscaled_DFT (N, input, output):
for o in range(N): # o is output index
output[o] = 0
for i in range(N):
output[o] = output[o] + input[i] * W(i*o,N)
output[o] = output[o] + input[i] * W (i*o, N)
# This algorithm takes complex input and output. There are N*N complex
# multiplications and N*(N-1) complex additions. One complex addition can be
# implemented with 2 real additions, and one complex multiplication by a
# constant can be implemented with either 4 real multiplications and 2 real
# additions, or 3 real multiplications and 3 real additions.
# multiplications and N*(N-1) complex additions.
# Of course these algorithms are extremely naive implementations and there are
# Of course this algorithm is an extremely naive implementation and there are
# some ways to use the trigonometric properties of the coefficients to find
# some decompositions that can accelerate the calculations by several orders
# of magnitude...
# The Lee algorithm splits a DCT calculation of size N into two DCT
# calculations of size N/2
def unscaled_DCT_Lee (N, input, output):
even_input = vector(N/2)
odd_input = vector(N/2)
even_output = vector(N/2)
odd_output = vector(N/2)
for i in range(N/2):
even_input[i] = input[i] + input[N-1-i]
odd_input[i] = input[i] - input[N-1-i]
for i in range(N/2):
odd_input[i] = odd_input[i] * (0.5 / cos (((2*i+1)*pi)/(2*N)))
unscaled_DCT (N/2, even_input, even_output)
unscaled_DCT (N/2, odd_input, odd_output)
for i in range(N/2-1):
odd_output[i] = odd_output[i] + odd_output[i+1]
for i in range(N/2):
output[2*i] = even_output[i]
output[2*i+1] = odd_output[i];
# Notes about this algorithm :
# The algorithm can be easily inverted to calculate the IDCT instead :
# each of the basic stages are separately inversible...
# This function does N adds, then N/2 muls, then 2 recursive calls with
# size N/2, then N/2-1 adds again. The total number of operations will be
# N*log2(N)/2 multiplies and less than 3*N*log2(N)/2 additions.
# (exactly N*(3*log2(N)/2-1) + 1 additions). So this is much
# faster than the canonical algorithm.
# Some of the multiplication coefficient, 0.5/cos(...) can get quite large.
# This means that a small error in the input will give a large error on the
# output... For a DCT of size N the biggest coefficient will be at i=N/2-1
# and it will be slighly more than N/pi which can be large for large N's.
# In the IDCT however, the multiplication coefficients for the reverse
# transformation are of the form 2*cos(...) so they can not get big and there
# is no accuracy problem.
# You can find another description of this algorithm at
# http://www.intel.com/drg/mmx/appnotes/ap533.htm
# The AAN algorithm uses another approach, transforming a DCT calculation into
# a DFT calculation of size 2N:
def unscaled_DCT_AAN (N, input, output):
DFT_input = vector (2*N)
DFT_output = vector (2*N)
for i in range(N):
DFT_input[i] = input[i]
DFT_input[2*N-1-i] = input[i]
unscaled_DFT (2*N, DFT_input, DFT_output)
for i in range(N):
output[i] = DFT_output[i].real * (0.5 / cos ((i*pi)/(2*N)))
# Notes about the AAN algorithm :
# The cost of this function is N real multiplies and a DFT of size 2*N. The
# DFT to calculate has special properties : the inputs are real and symmetric.
# Also, we only need to calculate the real parts of the N first DFT outputs.
# We will see how we can take advantage of that later.
# We can invert this algorithm to calculate the IDCT. The final multiply
# stage is trivially invertible. The DFT stage is invertible too, but we have
# to take into account the special properties of this particular DFT for that.
# Once again we have to take care of numerical precision for the DFT : the
# output coefficients can get large, so that a small error in the input will
# give a large error on the output... For a DCT of size N the biggest
# coefficient will be at i=N/2-1 and it will be slightly more than N/pi
# You can find another description of this algorithm at this url :
# www.cmlab.csie.ntu.edu.tw/cml/dsp/training/coding/transform/fastdct.html
# The DFT calculation can be decomposed into smaller DFT calculations just like
# the Lee algorithm does for DCT calculations. This is a well known and studied
# problem. One of the available explanations of this process is at this url :
# some decompositions that can accelerate the calculation by several orders
# of magnitude... This is a well known and studied problem. One of the
# available explanations of this process is at this url :
# www.cmlab.csie.ntu.edu.tw/cml/dsp/training/coding/transform/fft.html
# (This is on the same server as the AAN algorithm description !)
# Let's start with the radix-2 decimation-in-time algorithm :
......@@ -167,7 +62,7 @@ def unscaled_DFT_radix2_time (N, input, output):
unscaled_DFT (N/2, odd_input, odd_output)
for i in range(N/2):
odd_output[i] = odd_output[i] * W(i,N)
odd_output[i] = odd_output[i] * W (i, N)
for i in range(N/2):
output[i] = even_output[i] + odd_output[i]
......@@ -199,7 +94,7 @@ def unscaled_DFT_radix2_freq (N, input, output):
odd_input[i] = input[i] - input[i+N/2]
for i in range(N/2):
odd_input[i] = odd_input[i] * W(i,N)
odd_input[i] = odd_input[i] * W (i, N)
unscaled_DFT (N/2, even_input, even_output)
unscaled_DFT (N/2, odd_input, odd_output)
......@@ -219,7 +114,8 @@ def unscaled_DFT_radix2_freq (N, input, output):
# The radix-4 algorithms are slightly more efficient : they take into account
# the fact that with complex numbers, multiplications by j and -j are also
# free...
# "free"... i.e. when you code them using real numbers, they translate into
# a few data moves but no real operation.
# Let's start with the radix-4 decimation-in-time algorithm :
......@@ -249,9 +145,9 @@ def unscaled_DFT_radix4_time (N, input, output):
unscaled_DFT (N/4, input_3, output_3)
for i in range(N/4):
output_1[i] = output_1[i] * W(i,N)
output_2[i] = output_2[i] * W(2*i,N)
output_3[i] = output_3[i] * W(3*i,N)
output_1[i] = output_1[i] * W (i, N)
output_2[i] = output_2[i] * W (2*i, N)
output_3[i] = output_3[i] * W (3*i, N)
for i in range(N/4):
tmp_0[i] = output_0[i] + output_2[i]
......@@ -312,9 +208,9 @@ def unscaled_DFT_radix4_freq (N, input, output):
input_3[i] = tmp_2[i] + 1j * tmp_3[i]
for i in range(N/4):
input_1[i] = input_1[i] * W(i,N)
input_2[i] = input_2[i] * W(2*i,N)
input_3[i] = input_3[i] * W(3*i,N)
input_1[i] = input_1[i] * W (i, N)
input_2[i] = input_2[i] * W (2*i, N)
input_3[i] = input_3[i] * W (3*i, N)
unscaled_DFT (N/4, input_0, output_0)
unscaled_DFT (N/4, input_1, output_1)
......@@ -356,7 +252,7 @@ def unscaled_DFT_radix4_freq (N, input, output):
# unscaled_DFT (N/4, input_2, output_2)
#
# for i in range(N/4):
# output_2[i] = output_2[i] * W(2*i,N)
# output_2[i] = output_2[i] * W (2*i, N)
#
# for i in range(N/4):
# tmp_0[i] = output_0[i] + output_2[i]
......@@ -370,8 +266,8 @@ def unscaled_DFT_radix4_freq (N, input, output):
# unscaled_DFT (N/4, input_3, output_3)
#
# for i in range(N/4):
# output_1[i] = output_1[i] * W(i,N)
# output_3[i] = output_3[i] * W(3*i,N)
# output_1[i] = output_1[i] * W (i, N)
# output_3[i] = output_3[i] * W (3*i, N)
#
# for i in range(N/4):
# tmp_2[i] = output_1[i] + output_3[i]
......@@ -417,8 +313,8 @@ def unscaled_DFT_split_radix_time (N, input, output):
unscaled_DFT (N/4, input_3, output_3)
for i in range(N/4):
output_1[i] = output_1[i] * W(i,N)
output_3[i] = output_3[i] * W(3*i,N)
output_1[i] = output_1[i] * W (i, N)
output_3[i] = output_3[i] * W (3*i, N)
for i in range(N/4):
tmp_0[i] = output_1[i] + output_3[i]
......@@ -462,8 +358,8 @@ def unscaled_DFT_split_radix_freq (N, input, output):
input_3[i] = tmp_0[i] + 1j * tmp_1[i]
for i in range(N/4):
input_1[i] = input_1[i] * W(i,N)
input_3[i] = input_3[i] * W(3*i,N)
input_1[i] = input_1[i] * W (i, N)
input_3[i] = input_3[i] * W (3*i, N)
unscaled_DFT (N/2, even_input, even_output)
unscaled_DFT (N/4, input_1, output_1)
......@@ -485,9 +381,10 @@ def unscaled_DFT_split_radix_freq (N, input, output):
# radix-4 : DFT(N) -> 4*DFT(N/2) using 3*N/4 multiplies and 2*N additions
# split-radix : DFT(N) -> DFT(N/2) + 2*DFT(N/4) using N/2 muls and 3*N/2 adds
# (we are always speaking of complex multiplies and complex additions...
# remember than a complex addition is implemented with 2 real additions, and
# a complex multiply is implemented with)
# (we are always speaking of complex multiplies and complex additions... a
# complex addition is implemented with 2 real additions, and a complex
# multiply is implemented with either 2 adds and 4 muls or 3 adds and 3 muls,
# so we will keep a separate count of these)
# If we want to take into account the special values of W(i,N), we can remove
# a few complex multiplies. Supposing N>=16 we can remove :
......@@ -495,32 +392,7 @@ def unscaled_DFT_split_radix_freq (N, input, output):
# radix-4 : remove 4 complex multiplies, simplify 4 others
# split-radix : remove 2 complex multiplies, simplify 2 others
# The best performance using these methods is thus :
# N complex muls simple muls complex adds method
# 1 0 0 0 trivial!
# 2 0 0 2 trivial!
# 4 0 0 8 radix-4
# 8 0 2 24 radix-4
# 16 4 4 64 split radix
# 32 16 10 160 split radix
# 64 52 20 384 split radix
# 128 144 42 896 split radix
# 256 372 84 2048 split radix
# 512 912 170 4608 split radix
# 1024 2164 340 10240 split radix
# 2048 5008 682 22528 split radix
# 4096 11380 1364 49152 split radix
# 8192 25488 2730 106496 split radix
# 16384 56436 5460 229376 split radix
# 32768 123792 10922 491520 split radix
# 65536 269428 21844 1048576 split radix
# Now a complex addition is implemented with 2 real additions, a "simple"
# complex multiply is implemented with 2 real multiplies and 2 real additions,
# and complex multiplies can be implemented with either 2 real additions and
# 4 real multiplies, or 3 real additions and 3 real multiplies, so we will
# keep them in a separate column. Which gives...
# This gives the following table for the complexity of a complex DFT :
# N real additions real multiplies complex multiplies
# 1 0 0 0
# 2 4 0 0
......@@ -540,11 +412,9 @@ def unscaled_DFT_split_radix_freq (N, input, output):
# 32768 1004884 21844 123792
# 65536 2140840 43688 269428
# If a complex multiply is implemented with 3 real muls + 3 real adds,
# a complex "simple" multiply is implemented with 2 real muls + 2 real adds,
# and a complex addition is implemented with 2 real adds, then these results
# are consistent with the table at the end of the www.cmlab.csie.ntu.edu.tw
# DFT tutorial that I mentionned earlier.
# If we chose to implement complex multiplies with 3 real muls + 3 real adds,
# then these results are consistent with the table at the end of the
# www.cmlab.csie.ntu.edu.tw DFT tutorial that I mentionned earlier.
# Now another important case for the DFT is the one where the inputs are
......@@ -599,7 +469,7 @@ def two_real_unscaled_DFT (N, input1, input2, output1, output2):
# There are a lot of symetries in the DFT outputs that we can exploit to
# reduce the number of operations...
def real_unscaled_DFT_split_radix_1 (N, input, output):
def real_unscaled_DFT_split_radix_time_1 (N, input, output):
even_input = vector(N/2)
even_output = vector(N/2)
input_1 = vector(N/4)
......@@ -635,8 +505,8 @@ def real_unscaled_DFT_split_radix_1 (N, input, output):
tmp_1[N/8] = tmp__0 - 1j * tmp__1 # real + 1j * real
for i in range(N/8)[1:]:
output_1[i] = output_1[i] * W(i,N)
output_3[i] = output_3[i] * W(3*i,N)
output_1[i] = output_1[i] * W (i, N)
output_3[i] = output_3[i] * W (3*i, N)
tmp_0[i] = output_1[i] + output_3[i]
tmp_1[i] = output_1[i] - output_3[i]
......@@ -664,7 +534,7 @@ def real_unscaled_DFT_split_radix_1 (N, input, output):
# We can also try to combine the two real DFT of size N/4 into a single complex
# DFT :
def real_unscaled_DFT_split_radix_2 (N, input, output):
def real_unscaled_DFT_split_radix_time_2 (N, input, output):
even_input = vector(N/2)
even_output = vector(N/2)
odd_input = vector(N/4)
......@@ -703,8 +573,8 @@ def real_unscaled_DFT_split_radix_2 (N, input, output):
output_1 = odd_output[i] + conjugate(odd_output[N/4-i])
output_3 = odd_output[i] - conjugate(odd_output[N/4-i])
output_1 = output_1 * 0.5 * W(i,N)
output_3 = output_3 * -0.5j * W(3*i,N)
output_1 = output_1 * 0.5 * W (i, N)
output_3 = output_3 * -0.5j * W (3*i, N)
tmp_0[i] = output_1 + output_3
tmp_1[i] = output_1 - output_3
......@@ -728,15 +598,66 @@ def real_unscaled_DFT_split_radix_2 (N, input, output):
# N/4, followed by 6 real additions, 2 real multiplies, N-6 complex additions
# and N/4-2 complex multiplies.
# After comparing the performance, it turns out that for real-valued DFT, the
# version of the algorithm that subdivides the calculation into one real
# DFT of size N/2 and two real DFT of size N/4 is the most efficient one.
# The other version gives exactly the same number of multiplies and a few more
# real additions.
# The performance we get for real-valued DFT is as follows :
# Now we can also try the decimate-in-frequency method for a real-valued DFT.
# Using the split-radix algorithm, and by taking into account the symetries of
# the outputs :
def real_unscaled_DFT_split_radix_freq (N, input, output):
even_input = vector(N/2)
input_1 = vector(N/4)
even_output = vector(N/2)
output_1 = vector(N/4)
tmp_0 = vector(N/4)
tmp_1 = vector(N/4)
for i in range(N/2):
even_input[i] = input[i] + input[i+N/2]
for i in range(N/4):
tmp_0[i] = input[i] - input[i+N/2]
tmp_1[i] = input[i+N/4] - input[i+3*N/4]
for i in range(N/4):
input_1[i] = tmp_0[i] - 1j * tmp_1[i]
for i in range(N/4):
input_1[i] = input_1[i] * W (i, N)
unscaled_DFT (N/2, even_input, even_output)
# This is still a real-valued DFT
unscaled_DFT (N/4, input_1, output_1)
# But that one is a complex-valued DFT
for i in range(N/2):
output[2*i] = even_output[i]
for i in range(N/4):
output[4*i+1] = output_1[i]
output[N-1-4*i] = conjugate(output_1[i])
# I think this implementation is much more elegant than the decimate-in-time
# version ! It looks very much like the complex-valued version, all we had to
# do was remove one of the complex-valued internal DFT calls because we could
# deduce the outputs by using the symetries of the problem.
# As for performance, we did N real additions, N/4 complex multiplies (a bit
# less actually, because W(0,N) = 1 and W(N/8,N) is a "simple" multiply), then
# one real DFT of size N/2 and one complex DFT of size N/4.
# It turns out that even if the methods are so different, the number of
# operations is exactly the same as for the best of the two decimation-in-time
# methods that we tried.
# This gives us the following performance for real-valued DFT :
# N real additions real multiplies complex multiplies
# 2 2 0 0
# 4 6 0 0
......@@ -756,41 +677,36 @@ def real_unscaled_DFT_split_radix_2 (N, input, output):
# 65536 1004886 21844 134714
# As an example, this is an implementation of a real-valued DFT8, using the
# above-mentionned algorithm :
# As an example, this is an implementation of the real-valued DFT8 :
def DFT8 (input, output):
tmp_0 = input[0] + input[4]
tmp_1 = input[0] - input[4]
tmp_2 = input[2] + input[6]
tmp_3 = input[2] - input[6]
even_0 = tmp_0 + tmp_2 # real + real
even_1 = tmp_1 - 1j * tmp_3 # real + 1j * real
even_2 = tmp_0 - tmp_2 # real + real
even_3 = tmp_1 + 1j * tmp_3 # real + 1j * real
tmp__0 = input[1] + input[5]
tmp__1 = input[1] - input[5]
tmp__2 = input[3] + input[7]
tmp__3 = input[3] - input[7]
tmp_0 = tmp__0 + tmp__2 # real numbers
tmp_2 = tmp__0 - tmp__2 # real numbers
tmp__0 = (tmp__1 + tmp__3) * sqrt(0.5) # real numbers
tmp__1 = (tmp__1 - tmp__3) * sqrt(0.5) # real numbers
tmp_1 = tmp__1 - 1j * tmp__0 # real + 1j * real
tmp_3 = tmp__0 - 1j * tmp__1 # real + 1j * real
output[0] = even_0 + tmp_0 # real numbers
output[2] = even_2 - 1j * tmp_2 # real + 1j * real
output[4] = even_0 - tmp_0 # real numbers
output[6] = even_2 + 1j * tmp_2 # real + 1j * real
output[1] = even_1 + tmp_1 # complex numbers
output[3] = conjugate(even_1) - 1j * tmp_3 # complex numbers
output[5] = conjugate(output[3])
even_0 = input[0] + input[4]
even_1 = input[1] + input[5]
even_2 = input[2] + input[6]
even_3 = input[3] + input[7]
tmp_0 = even_0 + even_2
tmp_1 = even_0 - even_2
tmp_2 = even_1 + even_3
tmp_3 = even_1 - even_3
output[0] = tmp_0 + tmp_2
output[2] = tmp_1 - 1j * tmp_3
output[4] = tmp_0 - tmp_2
odd_0_r = input[0] - input[4]
odd_0_i = input[2] - input[6]
tmp_0 = input[1] - input[5]
tmp_1 = input[3] - input[7]
odd_1_r = (tmp_0 - tmp_1) * sqrt(0.5)
odd_1_i = (tmp_0 + tmp_1) * sqrt(0.5)
output[1] = (odd_0_r + odd_1_r) - 1j * (odd_0_i + odd_1_i)
output[5] = (odd_0_r - odd_1_r) - 1j * (odd_0_i - odd_1_i)
output[3] = conjugate(output[5])
output[6] = conjugate(output[2])
output[7] = conjugate(output[1])
......@@ -802,103 +718,339 @@ def DFT4 (input, output):
tmp_2 = input[1] + input[3]
tmp_3 = input[1] - input[3]
output[0] = tmp_0 + tmp_2 # real + real
output[1] = tmp_1 - 1j * tmp_3 # real + 1j * real
output[2] = tmp_0 - tmp_2 # real + real
output[3] = tmp_1 + 1j * tmp_3 # real + 1j * real
output[0] = tmp_0 + tmp_2
output[1] = tmp_1 - 1j * tmp_3
output[2] = tmp_0 - tmp_2
output[3] = tmp_1 + 1j * tmp_3
# Now the last piece of the puzzle is the implementation of real-valued DFT
# with a symetrical input. If you remember about the AAN DCT algorithm, this
# is useful there...
# A similar idea might be used to calculate only the real part of the output
# of a complex DFT : we take an DFT algorithm for real inputs and complex
# outputs and we simply reverse it. The resulting algorithm will only work
# with inputs that satisfy the conjugaison rule (input[i] is the conjugate of
# input[N-i]) so we can do a first pass to modify the input so that it follows
# this rule. An example implementation is as follows (adapted from the
# unscaled_DFT_split_radix_time algorithm) :
# The best method I have found is to use a modification of the radix2
# decimate-in-time algorithm here. The trick is that odd_input will be the
# symetric of even_input... so we can deduce the value of odd_output from
# the value of even_output :
# odd_output[i] = conjugate(even_output[i]) * W(-i,N/2)
# if we then merge this multiply with the one that is just after it in the
# radix-2 decimate-in-time algorithm, and then we take all the symetries into
# account to remove the corresponding code, we get the following function :
def real_symetric_unscaled_DFT (N, input, output):
def complex2real_unscaled_DFT_split_radix_time (N, input, output):
even_input = vector(N/2)
input_1 = vector(N/4)
even_output = vector(N/2)
odd_output = vector(N/2)
output_1 = vector(N/4)
for i in range(N/2):
even_input[i] = input[2*i]
for i in range(N/4):
input_1[i] = input[4*i+1] + conjugate(input[N-1-4*i])
unscaled_DFT (N/2, even_input, even_output)
# This is once again a real-valued DFT
unscaled_DFT (N/4, input_1, output_1)
output[0] = 2 * even_output[0] # real number
output[N/2] = 0
for i in range(N/4):
output_1[i] = output_1[i] * W (i, N)
output[N/4] = (1 + 1j) * even_output[N/4] # complex * real
output[3*N/4] = conjugate(output[N/4])
for i in range(N/4):
output[i] = even_output[i] + output_1[i].real
output[i+N/4] = even_output[i+N/4] + output_1[i].imag
output[i+N/2] = even_output[i] - output_1[i].real
output[i+3*N/4] = even_output[i+N/4] - output_1[i].imag
# This algorithm does N/4 complex additions, N/4-1 complex multiplies
# (including one "simple" multiply for i=N/8), N real additions, one
# "complex-to-real" DFT of size N/2, and one complex DFT of size N/4.
# Also, in the complex DFT of size N/4, we do not care about the imaginary
# part of output_1[0], which in practice allows us to save one real addition.
# This gives us the following performance for complex DFT with real outputs :
# N real additions real multiplies complex multiplies
# 1 0 0 0
# 2 2 0 0
# 4 8 0 0
# 8 25 2 0
# 16 66 4 2
# 32 167 10 8
# 64 400 20 26
# 128 933 42 72
# 256 2126 84 186
# 512 4771 170 456
# 1024 10572 340 1082
# 2048 23201 682 2504
# 4096 50506 1364 5690
# 8192 109215 2730 12744
# 16384 234824 5460 28218
# 32768 502429 10922 61896
# 65536 1070406 21844 134714
# Now let's talk about the DCT algorithm. The canonical definition for it is
# as follows :
def C (k, N):
return cos ((k*pi)/(2*N))
for i in range(N/4)[1:]:
#odd_output = conjugate(even_output[i]) * W(-i,N)
#output[i] = even_output[i] + odd_output
#odd_output = even_output[i] * W(N/2+i,N)
#output[N/2-i] = conjugate(even_output[i]) + odd_output
def unscaled_DCT (N, input, output):
for o in range(N): # o is output index
output[o] = 0
for i in range(N): # i is input index
output[o] = output[o] + input[i] * C ((2*i+1)*o, N)
cr = W(-i,N).real
ci = W(-i,N).imag
# This trivial algorithm uses N*N multiplications and N*(N-1) additions.
real = even_output[i].real * (1+cr) + even_output[i].imag * ci
imag = even_output[i].real * ci + even_output[i].imag * (1-cr)
output[i] = real + 1j * imag
real = even_output[i].real * (1-cr) - even_output[i].imag * ci
imag = even_output[i].real * ci - even_output[i].imag * (1+cr)
output[N/2-i] = real + 1j * imag
# One possible decomposition on this calculus is to use the fact that C (i, N)
# and C (2*N-i, N) are opposed. This can lead to this decomposition :
output[N-i] = conjugate(output[i])
output[N/2+i] = conjugate(output[N/2-i])
#def unscaled_DCT (N, input, output):
# even_input = vector (N)
# odd_input = vector (N)
# even_output = vector (N)
# odd_output = vector (N)
#
# for i in range(N/2):
# even_input[i] = input[i] + input[N-1-i]
# odd_input[i] = input[i] - input[N-1-i]
#
# unscaled_DCT (N, even_input, even_output)
# unscaled_DCT (N, odd_input, odd_output)
#
# for i in range(N/2):
# output[2*i] = even_output[2*i]
# output[2*i+1] = odd_output[2*i+1]
# Now the even part can easily be calculated : by looking at the C(k,N)
# formula, we see that the even part is actually an unscaled DCT of size N/2.
# The odd part looks like a DCT of size N/2, but the coefficients are
# actually C ((2*i+1)*(2*o+1), 2*N) instead of C ((2*i+1)*o, N).
# We use a trigonometric relation here :
# 2 * C ((a+b)/2, N) * C ((a-b)/2, N) = C (a, N) + C (b, N)
# Thus with a = (2*i+1)*o and b = (2*i+1)*(o+1) :
# 2 * C((2*i+1)*(2*o+1),2N) * C(2*i+1,2N) = C((2*i+1)*o,N) + C((2*i+1)*(o+1),N)
# This leads us to the Lee DCT algorithm :
def unscaled_DCT_Lee (N, input, output):
even_input = vector(N/2)
odd_input = vector(N/2)
even_output = vector(N/2)
odd_output = vector(N/2)
# This function does one real unscaled DFT of size N/2, one multiply by 2, and
# N/4-1 times something that can be written with either 6 real muls and 4 real
# adds (as I did), or 1 complex mul and 2 complex adds (giving 4 real muls and
# 6 adds, or 3 real muls and 7 adds).
for i in range(N/2):
even_input[i] = input[i] + input[N-1-i]
odd_input[i] = input[i] - input[N-1-i]
for i in range(N/2):
odd_input[i] = odd_input[i] * (0.5 / C (2*i+1, N))
# Now we can use this new knowledge to write a new optimized version of the
# AAN algorithm for the DCT calculation :
unscaled_DCT (N/2, even_input, even_output)
unscaled_DCT (N/2, odd_input, odd_output)
def unscaled_DCT_AAN_optim (N, input, output):
DFT_input = vector (N)
DFT_output = vector (N)
for i in range(N/2-1):
odd_output[i] = odd_output[i] + odd_output[i+1]
for i in range(N/2):
DFT_input[i] = input[2*i]
DFT_input[N-1-i] = input[2*i+1]
output[2*i] = even_output[i]
output[2*i+1] = odd_output[i];
unscaled_DFT (N, DFT_input, DFT_output)
# This is another real-valued DFT
# Notes about this algorithm :
output[0] = DFT_output[0]
output[N/2] = DFT_output[N/2] * sqrt(0.5)
# The algorithm can be easily inverted to calculate the IDCT instead :
# each of the basic stages are separately inversible...
for i in range(N/2)[1:]:
tmp = (conjugate(DFT_output[i]) *
(1+W(-i,2*N)) * 0.5 / cos ((i*pi)/(2*N)))
output[i] = tmp.real
output[N-i] = tmp.imag
# This function does N adds, then N/2 muls, then 2 recursive calls with
# size N/2, then N/2-1 adds again. If we apply it recursively, the total
# number of operations will be N*log2(N)/2 multiplies and N*(3*log2(N)/2-1) + 1
# additions. So this is much faster than the canonical algorithm.
# Some of the multiplication coefficients 0.5/cos(...) can get quite large.
# This means that a small error in the input will give a large error on the
# output... For a DCT of size N the biggest coefficient will be at i=N/2-1
# and it will be slighly more than N/pi which can be large for large N's.
# In the IDCT however, the multiplication coefficients for the reverse
# transformation are of the form 2*cos(...) so they can not get big and there
# is no accuracy problem.
# You can find another description of this algorithm at
# http://www.intel.com/drg/mmx/appnotes/ap533.htm
# Another idea is to observe that the DCT calculation can be made to look like
# the DFT calculation : C (k, N) is the real part of W (k, 4*N) or W (-k, 4*N).
# We can use this idea translate the DCT algorithm into a call to the DFT
# algorithm :
# Now the DCT calculation can be reduced to one real-valued DFT calculation of
# size N, followed by 1 real multiply and N/2-1 complex multiplies
def unscaled_DCT_DFT (N, input, output):
DFT_input = vector (4*N)
DFT_output = vector (4*N)
# One funny result is that if we calculate the number of real operations needed
# to implement this AAN DCT algorithm, and supposing that we choose to
# implement complex multiplies with 3 real adds and 3 real muls, then the
# number of operations is *exactly* the same as for the original Lee DCT
# algorithm...
for i in range(N):
DFT_input[2*i+1] = input[i]
#DFT_input[4*N-2*i-1] = input[i] # We could use this instead
unscaled_DFT (4*N, DFT_input, DFT_output)
for i in range(N):
output[i] = DFT_output[i].real
# We can then use our knowledge of the DFT calculation to optimize for this
# particular case. For example using the radix-2 decimation-in-time method :
#def unscaled_DCT_DFT (N, input, output):
# DFT_input = vector (2*N)
# DFT_output = vector (2*N)
#
# for i in range(N):
# DFT_input[i] = input[i]
# #DFT_input[2*N-1-i] = input[i] # We could use this instead
#
# unscaled_DFT (2*N, DFT_input, DFT_output)
#
# for i in range(N):
# DFT_output[i] = DFT_output[i] * W (i, 4*N)
#
# for i in range(N):
# output[i] = DFT_output[i].real
# This leads us to the AAN implementation of the DCT algorithm : if we set
# both DFT_input[i] and DFT_input[2*N-1-i] to input[i], then the imaginary
# parts of W(2*i+1) and W(-2*i-1) will compensate, and output_DFT[i] will
# already be a real after the multiplication by W(i,4*N). Which means that
# before the multiplication, it is the product of a real number and W(-i,4*N).
# This leads to the following code, called the AAN algorithm :
def unscaled_DCT_AAN (N, input, output):
DFT_input = vector (2*N)
DFT_output = vector (2*N)
for i in range(N):
DFT_input[i] = input[i]
DFT_input[2*N-1-i] = input[i]
symetrical_unscaled_DFT (2*N, DFT_input, DFT_output)
for i in range(N):
output[i] = DFT_output[i].real * (0.5 / C (i, N))
# Notes about the AAN algorithm :
# The cost of this function is N real multiplies and a DFT of size 2*N. The
# DFT to calculate has special properties : the inputs are real and symmetric.
# Also, we only need to calculate the real parts of the N first DFT outputs.
# We can try to take advantage of all that.
# We can invert this algorithm to calculate the IDCT. The final multiply
# stage is trivially invertible. The DFT stage is invertible too, but we have
# to take into account the special properties of this particular DFT for that.
# Once again we have to take care of numerical precision for the DFT : the
# output coefficients can get large, so that a small error in the input will
# give a large error on the output... For a DCT of size N the biggest
# coefficient will be at i=N/2-1 and it will be slightly more than N/pi
# You can find another description of this algorithm at this url :
# www.cmlab.csie.ntu.edu.tw/cml/dsp/training/coding/transform/fastdct.html
# (It is the same server where we already found a description of the fast DFT)
# To optimize the DFT calculation, we can take a lot of specific things into
# account : the input is real and symetric, and we only care about the real
# part of the output. Also, we only care about the N first output coefficients,
# but that one does not save operations actually, because the other
# coefficients are the conjugates of the ones we look anyway.
# One useful way to use the symetry of the input is to use the radix-2
# decimation-in-frequency algorithm. We can write a version of
# unscaled_DFT_radix2_freq for the case where the input is symetrical :
# we have removed a few additions in the first stages because even_input
# is symetrical and odd_input is antisymetrical. Also, we have modified the
# odd_input vector so that the second half of it is set to zero and the real
# part of the DFT output is not modified. After that modification, the second
# part of the odd_input was null so we used the radix-2 decimation-in-frequency
# again on the odd DFT. Also odd_output is symetrical because input is real...
def symetrical_unscaled_DFT (N, input, output):
even_input = vector(N/2)
odd_tmp = vector(N/2)
odd_input = vector(N/2)
even_output = vector(N/2)
odd_output = vector(N/2)
# THATS ALL FOLKS !
for i in range(N/4):
even_input[N/2-i-1] = even_input[i] = input[i] + input[N/2-1-i]
for i in range(N/4):
odd_tmp[i] = input[i] - input[N/2-1-i]
odd_input[0] = odd_tmp[0]
for i in range(N/4)[1:]:
odd_input[i] = (odd_tmp[i] + odd_tmp[i-1]) * W (i, N)
unscaled_DFT (N/2, even_input, even_output)
# symetrical real inputs, real outputs
unscaled_DFT (N/4, odd_input, odd_output)
# complex inputs, real outputs
for i in range(N/2):
output[2*i] = even_output[i]
for i in range(N/4):
output[N-1-4*i] = output[4*i+1] = odd_output[i]
# This procedure takes 3*N/4-1 real additions and N/2-3 real multiplies,
# followed by another symetrical real DFT of size N/2 and a "complex to real"
# DFT of size N/4.
# We thus get the following performance results :
# N real additions real multiplies complex multiplies
# 1 0 0 0
# 2 0 0 0
# 4 2 0 0
# 8 9 1 0
# 16 28 6 0
# 32 76 21 0
# 64 189 54 2
# 128 451 125 10
# 256 1042 270 36
# 512 2358 565 108
# 1024 5251 1158 294
# 2048 11557 2349 750
# 4096 25200 4734 1832
# 8192 54544 9509 4336
# 16384 117337 19062 10026
# 32768 251127 38173 22770
# 65536 535102 76398 50988
# We thus get a better performance with the AAN DCT algorithm than with the
# Lee DCT algorithm : we can do a DCT of size 32 with 189 additions, 54+32 real
# multiplies, and 2 complex multiplies. The Lee algorithm would have used 209
# additions and 80 multiplies. With the AAN algorithm, we also have the
# advantage that a big number of the multiplies are actually grouped at the
# output stage of the algorithm, so if we want to do a DCT followed by a
# quantization stage, we will be able to group the multiply of the output with
# the multiply of the quantization stage, thus saving 32 more operations. In
# the mpeg audio layer 1 or 2 processing, we can also group the multiply of the
# output with the multiply of the convolution stage...
# Another source code for the AAN algorithm (implemented on 8 points, and
# without all of the explanations) can be found at this URL :
# http://developer.intel.com/drg/pentiumII/appnotes/aan_org.c . This
# implementation uses 28 adds and 6+8 muls instead of 29 adds and 5+8 muls -
# the difference is that in the symetrical_unscaled_DFT procedure, they noticed
# how odd_input[i] and odd_input[N/4-i] will be combined at the start of the
# complex-to-real DFT and they took advantage of this to convert 2 real adds
# and 4 real muls into one complex multiply.
# TODO : write about multi-dimentional DCT
# TEST CODE
def dump (vector):
str = ""
......@@ -912,7 +1064,7 @@ def dump (vector):
realstr = "+0.0000"
if (imagstr == "-0.0000j"):
imagstr = "+0.0000j"
str = str + realstr + imagstr
str = str + realstr #+ imagstr
return "[%s]" % str
import whrandom
......@@ -923,13 +1075,104 @@ def test(N):
verify = vector(N)
for i in range(N):
input[i] = whrandom.random()
input[i] = whrandom.random() + 1j * whrandom.random()
unscaled_DCT_AAN_optim (N, input, output)
unscaled_DCT (N, input, verify)
unscaled_DFT (N, input, output)
unscaled_DFT (N, input, verify)
if (dump(verify) != dump(output)):
if (dump(output) != dump(verify)):
print dump(output)
print dump(verify)
#print dump(output)
test (32)
#test (64)
# PERFORMANCE ANALYSIS CODE
def display (table):
N = 1
print "#\tN\treal additions\treal multiplies\tcomplex multiplies"
while table.has_key(N):
print "#%8d%16d%16d%16d" % (N, table[N][0], table[N][1], table[N][2])
N = 2*N
print
best_complex_DFT = {}
def complex_DFT (max_N):
best_complex_DFT[1] = (0,0,0)
best_complex_DFT[2] = (4,0,0)
best_complex_DFT[4] = (16,0,0)
N = 8
while (N<=max_N):
# best method = split radix
best2 = best_complex_DFT[N/2]
best4 = best_complex_DFT[N/4]
best_complex_DFT[N] = (best2[0] + 2*best4[0] + 3*N + 4,
best2[1] + 2*best4[1] + 4,
best2[2] + 2*best4[2] + N/2 - 4)
N = 2*N
best_real_DFT = {}
def real_DFT (max_N):
best_real_DFT[1] = (0,0,0)
best_real_DFT[2] = (2,0,0)
best_real_DFT[4] = (6,0,0)
N = 8
while (N<=max_N):
# best method = split radix decimate-in-frequency
best2 = best_real_DFT[N/2]
best4 = best_complex_DFT[N/4]
best_real_DFT[N] = (best2[0] + best4[0] + N + 2,
best2[1] + best4[1] + 2,
best2[2] + best4[2] + N/4 - 2)
N = 2*N
best_complex2real_DFT = {}
def complex2real_DFT (max_N):
best_complex2real_DFT[1] = (0,0,0)
best_complex2real_DFT[2] = (2,0,0)
best_complex2real_DFT[4] = (8,0,0)
N = 8
while (N<=max_N):
best2 = best_complex2real_DFT[N/2]
best4 = best_complex_DFT[N/4]
best_complex2real_DFT[N] = (best2[0] + best4[0] + 3*N/2 + 1,
best2[1] + best4[1] + 2,
best2[2] + best4[2] + N/4 - 2)
N = 2*N
best_real_symetric_DFT = {}
def real_symetric_DFT (max_N):
best_real_symetric_DFT[1] = (0,0,0)
best_real_symetric_DFT[2] = (0,0,0)
best_real_symetric_DFT[4] = (2,0,0)
N = 8
while (N<=max_N):
best2 = best_real_symetric_DFT[N/2]
best4 = best_complex2real_DFT[N/4]
best_real_symetric_DFT[N] = (best2[0] + best4[0] + 3*N/4 - 1,
best2[1] + best4[1] + N/2 - 3,
best2[2] + best4[2])
N = 2*N
complex_DFT (65536)
real_DFT (65536)
complex2real_DFT (65536)
real_symetric_DFT (65536)
print "complex DFT"
display (best_complex_DFT)
print "real DFT"
display (best_real_DFT)
print "complex2real DFT"
display (best_complex2real_DFT)
print "real symetric DFT"
display (best_real_symetric_DFT)
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