I am having a problem graphing a 3d function - when I enter data, I get a linear graph and the values don't add up if I perform the calculations by hand. I believe the problem is related to using matrices.
INITIAL_VALUE=999999;
INTEREST_RATE=0.1;
MONTHLY_INTEREST_RATE=INTEREST_RATE/12;
# ranges
down_payment=0.2*INITIAL_VALUE:0.1*INITIAL_VALUE:INITIAL_VALUE;
term=180:22.5:360;
[down_paymentn, termn] = meshgrid(down_payment, term);
# functions
principal=INITIAL_VALUE - down_payment;
figure(1);
plot(principal);
grid;
title("Principal (down payment)");
xlabel("down payment $");
ylabel("principal $ (amount borrowed)");
monthly_payment = (MONTHLY_INTEREST_RATE*(INITIAL_VALUE - down_paymentn))/(1 - (1 + MONTHLY_INTEREST_RATE)^-termn);
figure(2);
mesh(down_paymentn, termn, monthly_payment);
title("monthly payment (principal(down payment)) / term months");
xlabel("principal");
ylabel("term (months)");
zlabel("monthly payment");
The 2nd figure like I said doesn't plot like I expect. How can I change my formula for it to render properly?
I tried your script, and got the following error:
error: octave_base_value::array_value(): wrong type argument `complex matrix'
...
Your monthly_payment is a complex matrix (and it shouldn't be).
I guess the problem is the power operator ^. You should be using .^ for element-by-element operations.
From the documentation:
x ^ y
x ** y
Power operator. If x and y are both scalars, this operator returns x raised to the power y. If x is a scalar and y is a square matrix, the result is computed using an eigenvalue expansion. If x is a square matrix. the result is computed by repeated multiplication if y is an integer, and by an eigenvalue expansion if y is not an integer. An error results if both x and y are matrices.
The implementation of this operator needs to be improved.
x .^ y
x .** y
Element by element power operator. If both operands are matrices, the number of rows and columns must both agree.
Related
I need to square a a binary number, but I need each individual digit's contribution to the square.
As a simple example, the function f(x) = ax would be represented as f(x) = a [2k(xk)+ . . . +21(x1)+20(x0)] , where xk is the kth digit of the binary number x. So if x = 101, the function would then be f(x) = a*[22(1)+21(0)+20(1)].
Is there a way to represent f(x) = a*x2 (or even higher order polynomials) in such a way without carrying out a polynomial expansion of the terms?
I am trying to solve the following ODE using Octave, and in particular the function ode45.
dx/dt = x(1-x/2), 0<= t <= 10
with the initial condition x(0) = 0.5
But the graphs I get are not what I expect.
I think that the graph with red crosses represents x' vs x and not x vs t.
The code is the following:
clear all
close all
% Differential Equation: x' = x(1-x/2)
function dx = f(x,t)
dx = x*(1-x./2);
endfunction
% Exacte Solution: 2*e^t/(3+e^t)
function xexac =solexac(t)
xexac = (2*exp(t))./(3+exp(t));
endfunction
x0=0.5; %%Initial condition
T=10; %% maximum time T
t=[0:0.1:T]; %% we choose the times t(k) where is calculated 'y'
sol=ode45(#f,[0,T],x0); %% numerical solution of (E)
tt=sol.x;y=sol.y; %% extraction of the results
clf;hold on ; %% plot the exact and numerical solutionss
plot(tt,y,'xr')
plot(t,solexac(t),'-b')
xlabel('t')
ylabel('x(t)')
title('Chemostat Model')
legend("Numerical Solution","Exacte Solution ")
It would we great that any of you could help me with this code.
ode45 expects the ODE function to have arguments in the order (time, state), so exactly the other way around. What you effectively did was integrate t-t^2/2, and the resulting function 0.5+t^2/2-t^3/6 is what you got in the plot.
I am trying to calculate the derivative of a function from the fourier coefficients of this function with IJulia.
for that, i there is a link between the fourier coefficient of the function and the fourier coefficient of the derivative , being X'[k]=X[k]*2*piik/N, is that right?
i wanted to verify this simple fact by starting from the usual square function x^2, computing its fourier transform and then obtaining the derivative by inverse fourier transform.
here is my code :
theta=-pi:pi/100:pi; # definition of the variable
four=fft(theta.^2); # computing DFFT of the simple square function
fourder=Array{Float64}(length(four)); # creating array for derivative
fourder=complex(fourder); # allowing complex values
for k=1:length(fourder)
fourder[k]=four[k]*2*pi*im*(k-1)/length(four); # formula transformation from function coefficients FFT to its derivative
end
test2=ifft(fourder); # computing inverse fourier transform
But with this algorithm i obtain something really far from what i am supposed to obtain (2x)...
What am I doing wrong? I think it might be a problem of discretization but i dont understand how to do what i want to do in an other way.
Thank you
Most of the trouble is tinkering with the functions until all the constants and shifting come out right. Probably the best way is to look at the function definitions and write-down the equations and get it right. But, the temptation to try quickly is too great, and after a few too many minutes, here is the demo code:
x = -π:π/100:π
y = x.^2 ;
FF(v) = ifft(fft(v))
julia> norm(FF(y).-y)
1.4050706174184112e-14
OK, the norm is small, which means we got the original function back. Now for the derivative:
Dy = 2.*x ;
function DFF(v,Δx)
n = length(v)
scalefactor = (2π*im/(n*Δx)) * (-n÷2:1:(n-1)÷2)
return ifft(ifftshift( fftshift(fft(v)) .* scalefactor ))
end
julia> norm(DFF(y,step(x)).-Dy)
7.925149654506916
Oops, why is this norm big? To discover, I'm using UnicodePlots package, because it lets me stay in the cozy REPL:
using UnicodePlots
begin
show(scatterplot(x,real.(DFF(y,step(x))),ylim=[-4,4],width=120))
show(scatterplot(x,Dy,ylim=[-4,4],width=120))
end
Results in:
┌-------------------------------------------------┐
4 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡆⠀⠀⠀⠀⠀⠀⠀⢠⡞⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⡴⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⢀⡞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⡼⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣇⠞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⣤⡯⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠄│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡴⠁⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⡞⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡼⠁⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠞⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
-4 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⡼⠃⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
└-------------------------------------------------┘
-4 4
and
┌-------------------------------------------------┐
4 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡆⠀⠀⠀⠀⠀⠀⠀⢀⠞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⡴⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⢀⠞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⡴⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣇⠞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⣤⡯⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠄│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡴⠁⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠞⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡴⠁⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠞⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
-4 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡴⠁⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
└-------------------------------------------------┘
-4 4
The plots show, the true derivative and the calculated one are indeed close. To find out the problem, let's plot the difference:
julia> scatterplot(x,real.(DFF(y,step(x)).-Dy))
Gives:
┌-------------------------------------------------┐
7 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡆⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠐⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠐⢄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠁⠀⠀⠀⠀│
│⠤⠤⠤⠤⠤⠬⣭⠷⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⡷⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⢶⣭⡤⠤⠤⠤⠤⠄│
│⠀⠀⠀⠀⢀⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠑⠄⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠄⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
-3 │⠀⠀⠀⠀⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
└-------------------------------------------------┘
-4 4
The problem is in the edges. This was expected. Here is a calculation of the median percentage error:
julia> sort(abs.(DFF(y,step(x)).-Dy)./(abs.(Dy).+0.0001),rev=true)[100]
0.030659460560301284
Still quite a bit, but this is the result of aliasing (a known problem with the discrete Fourier transform on non-periodic functions).
I can't make matrices with variables in it for some reason. I get following message.
>>> A= [a b ;(-1-a) (1-b); (1+a) b]
error: horizontal dimensions mismatch (2x3 vs 1x1)
Why is it? Please show me correct way if I'm wrong.
In Matlab you first need to assign a variable before you can use it,
a = 1;
b = a+1;
This will thus give an error,
clear;
b = a+1; % ERROR! Undefined function or variable 'a
Matlab does never accept unassigned variables. This is because, on the lowest level, you do not have a. You will have machine code which is assgined the value of a. This is handled by the JIT compiler in Matlab, so you do not need to worry about this though.
If you want to use something as the variable which you have in maths you can specifically express this to matlab. The object is called a sym and the syntax that define the sym x to a variable xis,
syms x;
That said, you can define a vector or a matrix as,
syms a b x y; % Assign the syms
A = [x y]; % Vector
B = A= [a b ;(-1-a) (1-b); (1+a) b]; % Matrix.
The size of a matrix can be found with size(M) or for dim n size(M,n). You can calcuate the matrix product M3=M1*M2 if and only if M1 have the size m * n and M2 have the size n * p. The size of M3 will then be m * p. This will also mean that the operation A^N = A * A * ... is only allowed when m=n so to say, the matrix is square. This can be verified in matlab by the comparison,
syms a b
A = [a,1;56,b]
if size(A,1) == size(A,2)
disp(['A is a square matrix of size ', num2str(size(A,1)]);
else
disp('A is not square');
end
These are the basic rules for assigning variables in Matlab as well as for matrix multiplication. Further, a google search on the error error: 'x' undefined does only give me octave hits. Are you using octave? In that case I cannot guarantee that you can use sym objects or that the syntaxes are correct.
If I have an FFT implementation of a certain size M (power of 2), how can I calculate the FFT of a set of size P=k*M, where k is a power of 2 as well?
#define M 256
#define P 1024
complex float x[P];
complex float X[P];
// Use FFT_M(y) to calculate X = FFT_P(x) here
[The question is expressed in a general sense on purpose. I know FFT calculation is a huge field and many architecture specific optimizations were researched and developed, but what I am trying to understand is how is this doable in the more abstract level. Note that I am no FFT (or DFT, for that matter) expert, so if an explanation can be laid down in simple terms that would be appreciated]
Here's an algorithm for computing an FFT of size P using two smaller FFT functions, of sizes M and N (the original question call the sizes M and k).
Inputs:
P is the size of the large FFT you wish to compute.
M, N are selected such that MN=P.
x[0...P-1] is the input data.
Setup:
U is a 2D array with M rows and N columns.
y is a vector of length P, which will hold FFT of x.
Algorithm:
step 1. Fill U from x by columns, so that U looks like this:
x(0) x(M) ... x(P-M)
x(1) x(M+1) ... x(P-M+1)
x(2) x(M+2) ... x(P-M+2)
... ... ... ...
x(M-1) x(2M-1) ... x(P-1)
step 2. Replace each row of U with its own FFT (of length N).
step 3. Multiply each element of U(m,n) by exp(-2*pi*j*m*n/P).
step 4. Replace each column of U with its own FFT (of length M).
step 5. Read out the elements of U by rows into y, like this:
y(0) y(1) ... y(N-1)
y(N) y(N+1) ... y(2N-1)
y(2N) y(2N+1) ... y(3N-1)
... ... ... ...
y(P-N) y(P-N-1) ... y(P-1)
Here is MATLAB code which implements this algorithm. You can test it by typing fft_decomposition(randn(256,1), 8);
function y = fft_decomposition(x, M)
% y = fft_decomposition(x, M)
% Computes FFT by decomposing into smaller FFTs.
%
% Inputs:
% x is a 1D array of the input data.
% M is the size of one of the FFTs to use.
%
% Outputs:
% y is the FFT of x. It has been computed using FFTs of size M and
% length(x)/M.
%
% Note that this implementation doesn't explicitly use the 2D array U; it
% works on samples of x in-place.
q = 1; % Offset because MATLAB starts at one. Set to 0 for C code.
x_original = x;
P = length(x);
if mod(P,M)~=0, error('Invalid block size.'); end;
N = P/M;
% step 2: FFT-N on rows of U.
for m = 0 : M-1
x(q+(m:M:P-1)) = fft(x(q+(m:M:P-1)));
end;
% step 3: Twiddle factors.
for m = 0 : M-1
for n = 0 : N-1
x(m+n*M+q) = x(m+n*M+q) * exp(-2*pi*j*m*n/P);
end;
end;
% step 4: FFT-M on columns of U.
for n = 0 : N-1
x(q+n*M+(0:M-1)) = fft(x(q+n*M+(0:M-1)));
end;
% step 5: Re-arrange samples for output.
y = zeros(size(x));
for m = 0 : M-1
for n = 0 : N-1
y(m*N+n+q) = x(m+n*M+q);
end;
end;
err = max(abs(y-fft(x_original)));
fprintf( 1, 'The largest error amplitude is %g\n', err);
return;
% End of fft_decomposition().
kevin_o's response worked quite well. I took his code and eliminated the loops using some basic Matlab tricks. It functionally is identical to his version
function y = fft_decomposition(x, M)
% y = fft_decomposition(x, M)
% Computes FFT by decomposing into smaller FFTs.
%
% Inputs:
% x is a 1D array of the input data.
% M is the size of one of the FFTs to use.
%
% Outputs:
% y is the FFT of x. It has been computed using FFTs of size M and
% length(x)/M.
%
% Note that this implementation doesn't explicitly use the 2D array U; it
% works on samples of x in-place.
q = 1; % Offset because MATLAB starts at one. Set to 0 for C code.
x_original = x;
P = length(x);
if mod(P,M)~=0, error('Invalid block size.'); end;
N = P/M;
% step 2: FFT-N on rows of U.
X=fft(reshape(x,M,N),[],2);
% step 3: Twiddle factors.
X=X.*exp(-j*2*pi*(0:M-1)'*(0:N-1)/P);
% step 4: FFT-M on columns of U.
X=fft(X);
% step 5: Re-arrange samples for output.
x_twiddle=bsxfun(#plus,M*(0:N-1)',(0:M-1))+q;
y=X(x_twiddle(:));
% err = max(abs(y-fft(x_original)));
% fprintf( 1, 'The largest error amplitude is %g\n', err);
return;
% End of fft_decomposition()
You could just use the last log2(k) passes of a radix-2 FFT, assuming the previous FFT results are from appropriately interleaved data subsets.
Well an FFT is basically a recursive type of Fourier Transform. It relies on the fact that as wikipedia puts it:
The best-known FFT algorithms depend upon the factorization of N, but there are FFTs with O(N log N) complexity for >all N, even for prime N. Many FFT algorithms only depend on the fact that e^(-2pi*i/N) is an N-th primitive root of unity, and >thus can be applied to analogous transforms over any finite field, such as number-theoretic transforms. Since the >inverse DFT is the same as the DFT, but with the opposite sign in the exponent and a 1/N factor, any FFT algorithm >can easily be adapted for it.
So this has pretty much already been done in the FFT. If you are talking about getting longer period signals out of your transform you are better off doing an DFT over the data sets of limited frequencies. There might be a way to do it from the frequency domain but IDK if anyone has actually done it. You could be the first!!!! :)