summaryrefslogtreecommitdiffstats
path: root/src/boost/libs/math/example/fft_sines_table.cpp
blob: cd04642ac46ab6724989985bc819b333f5a5da3a (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
// Use, modification and distribution are subject to the
// Boost Software License, Version 1.0.
// (See accompanying file LICENSE_1_0.txt
// or copy at http://www.boost.org/LICENSE_1_0.txt)

// Copyright Paul A. Bristow 2013.
// Copyright Christopher Kormanyos 2012, 2013.
// Copyright John Maddock 2013.

// This file is written to be included from a Quickbook .qbk document.
// It can be compiled by the C++ compiler, and run. Any output can
// also be added here as comment or included or pasted in elsewhere.
// Caution: this file contains Quickbook markup as well as code
// and comments: don't change any of the special comment markups!

#ifdef _MSC_VER
#  pragma warning (disable : 4996)  // -D_SCL_SECURE_NO_WARNINGS.
#endif

//[fft_sines_table_example_1

/*`[h5 Using Boost.Multiprecision to generate a high-precision array of sine coefficents for use with FFT.]

The Boost.Multiprecision library can be used for computations requiring precision
exceeding that of standard built-in types such as `float`, `double`
and `long double`. For extended-precision calculations, Boost.Multiprecision
supplies a template data type called `cpp_bin_float`. The number of decimal
digits of precision is fixed at compile-time via a template parameter.

One often needs to compute tables of numbers in mathematical software.
To avoid the
[@https://en.wikipedia.org/wiki/Rounding#Table-maker's_dilemma Table-maker's dilemma]
it is necessary to use a higher precision type to compute the table values so that they have
the nearest representable bit-pattern for the type, say `double`, of the table value.

This example is a program `fft_since_table.cpp` that writes a header file `sines.hpp`
containing an array of sine coefficients for use with a Fast Fourier Transform (FFT),
that can be included by the FFT program.

To use Boost.Multiprecision's high-precision floating-point types and constants, we need some includes:
*/
#include <boost/math/constants/constants.hpp>
// using boost::math::constants::pi;

#include <boost/multiprecision/cpp_bin_float.hpp> // for
// using boost::multiprecision::cpp_bin_float and
// using boost::multiprecision::cpp_bin_float_50;
// using boost::multiprecision::cpp_bin_float_quad;

#include <boost/array.hpp> // or <array> for std::array

#include <iostream>
#include <limits>
#include <vector>
#include <algorithm>
#include <iomanip>
#include <iterator>
#include <fstream>

/*`First, this example defines a prolog text string which is a C++ comment with the program licence, copyright etc.
(You would of course, tailor this to your needs, including *your* copyright claim).
This will appear at the top of the written header file `sines.hpp`.
*/

//] [fft_sines_table_example_1]

static const char* prolog =
{
  "// Use, modification and distribution are subject to the\n"
  "// Boost Software License, Version 1.0.\n"
  "// (See accompanying file LICENSE_1_0.txt\n"
  "// or copy at ""http://www.boost.org/LICENSE_1_0.txt)\n\n"

  "// Copyright A N Other, 2019.\n\n"
};

//[fft_sines_table_example_2

using boost::multiprecision::cpp_bin_float_50;
using boost::math::constants::pi;

//] [fft_sines_table_example_2]

// VS 2010 (wrongly) requires these at file scope, not local scope in `main`.
// This program also requires `-std=c++11` option to compile using Clang and GCC.

int main()
{
//[fft_sines_table_example_3
/*`A fast Fourier transform (FFT), for example, may use a table of the values of
sin(([pi]/2[super n]) in its implementation details. In order to maximize the precision in
the FFT implementation, the precision of the tabulated trigonometric values
should exceed that of the built-in floating-point type used in the FFT.

The sample below computes a table of the values of sin([pi]/2[super n])
in the range 1  <= n <= 31.

This program makes use of, among other program elements, the data type
`boost::multiprecision::cpp_bin_float_50`
for a precision of 50 decimal digits from Boost.Multiprecision,
the value of constant [pi] retrieved from Boost.Math,
guaranteed to be initialized with the very last bit of precision for the type,
here `cpp_bin_float_50`,
and a C++11 lambda function combined with `std::for_each()`.
*/

/*`define the number of values (32) in the array of sines.
*/

  std::size_t size = 32U;
  //cpp_bin_float_50 p = pi<cpp_bin_float_50>();
  cpp_bin_float_50 p = boost::math::constants::pi<cpp_bin_float_50>();

  std::vector <cpp_bin_float_50> sin_values (size);
  unsigned n = 1U;
  // Generate the sine values.
  std::for_each
  (
    sin_values.begin (),
    sin_values.end (),
    [&n](cpp_bin_float_50& y)
    {
      y = sin( pi<cpp_bin_float_50>() / pow(cpp_bin_float_50 (2), n));
      ++n;
    }
  );

/*`Define the floating-point type for the generated file, either built-in
`double, `float, or `long double`, or a user defined type like `cpp_bin_float_50`.
*/

std::string fp_type = "double";

std::cout << "Generating an `std::array` or `boost::array` for floating-point type: "
  << fp_type << ". " << std::endl;

/*`By default, output would only show the standard 6 decimal digits,
so set precision to show enough significant digits for the chosen floating-point type.
For `cpp_bin_float_50` is 50. (50 decimal digits should be ample for most applications).

*/
  std::streamsize precision = std::numeric_limits<cpp_bin_float_50>::digits10;

  std::cout << "Sines table precision is " << precision << " decimal digits. " << std::endl;

/*`Of course, one could also choose a lower precision for the table values, for example,

`std::streamsize precision = std::numeric_limits<cpp_bin_float_quad>::max_digits10;`

128-bit 'quad' precision of 36 decimal digits would be sufficient
for the most precise current `long double` implementations using 128-bit.
In general, it should be a couple of decimal digits more (guard digits) than
`std::numeric_limits<RealType>::max_digits10` for the target system floating-point type.
(If the implementation does not provide `max_digits10`, the the Kahan formula
`std::numeric_limits<RealType>::digits * 3010/10000 + 2` can be used instead).

The compiler will read these values as decimal digits strings and
use the nearest representation for the floating-point type.

Now output all the sine table, to a file of your chosen name.
*/
  const char sines_name[] = "sines.hpp";  // Assuming in same directory as .exe

  std::ofstream fout(sines_name, std::ios_base::out);  // Creates if no file exists,
  // & uses default overwrite/ ios::replace.
  if (fout.is_open() == false)
  {  // failed to open OK!
    std::cout << "Open file " << sines_name << " failed!" << std::endl;
    return EXIT_FAILURE;
  }
  else
  { // Write prolog etc as a C++ comment.
    std::cout << "Open file " << sines_name << " for output OK." << std::endl;
    fout << prolog
    << "// Table of " << sin_values.size() << " values with "
      << precision << " decimal digits precision,\n"
      "// generated by program fft_sines_table.cpp.\n" << std::endl;

  fout << "#include <array> // std::array" << std::endl;

  // Write the table of sines as a C++ array.
    fout <<  "\nstatic const std::array<double, " << size << "> sines =\n"
    "{{\n"; // 2nd { needed for some old GCC compiler versions.
    fout.precision(precision);

    for (unsigned int i = 0U; ;)
    {
      fout << "  " << sin_values[i];
      if (i == sin_values.size()-1)
      { // next is last value.
        fout << "\n}};  // array sines\n"; // 2nd } needed for some old GCC compiler versions.
        break;
      }
      else
      {
        fout << ",\n";
        i++;
      }
    } // for

    fout.close();
    std::cout << "Closed file " << sines_name << " for output." << std::endl;
  }
//`The output file generated can be seen at [@../../example/sines.hpp]

//] [/fft_sines_table_example_3]

  return EXIT_SUCCESS;

} // int main()

/*
//[fft_sines_table_example_output

The printed table is:

  1
  0.70710678118654752440084436210484903928483593768847
  0.38268343236508977172845998403039886676134456248563
  0.19509032201612826784828486847702224092769161775195
  0.098017140329560601994195563888641845861136673167501
  0.049067674327418014254954976942682658314745363025753
  0.024541228522912288031734529459282925065466119239451
  0.012271538285719926079408261951003212140372319591769
  0.0061358846491544753596402345903725809170578863173913
  0.003067956762965976270145365490919842518944610213452
  0.0015339801862847656123036971502640790799548645752374
  0.00076699031874270452693856835794857664314091945206328
  0.00038349518757139558907246168118138126339502603496474
  0.00019174759731070330743990956198900093346887403385916
  9.5873799095977345870517210976476351187065612851145e-05
  4.7936899603066884549003990494658872746866687685767e-05
  2.3968449808418218729186577165021820094761474895673e-05
  1.1984224905069706421521561596988984804731977538387e-05
  5.9921124526424278428797118088908617299871778780951e-06
  2.9960562263346607504548128083570598118251878683408e-06
  1.4980281131690112288542788461553611206917585861527e-06
  7.4901405658471572113049856673065563715595930217207e-07
  3.7450702829238412390316917908463317739740476297248e-07
  1.8725351414619534486882457659356361712045272098287e-07
  9.3626757073098082799067286680885620193236507169473e-08
  4.681337853654909269511551813854009695950362701667e-08
  2.3406689268274552759505493419034844037886207223779e-08
  1.1703344634137277181246213503238103798093456639976e-08
  5.8516723170686386908097901008341396943900085051757e-09
  2.9258361585343193579282304690689559020175857150074e-09
  1.4629180792671596805295321618659637103742615227834e-09
*/

//]  [/fft_sines_table_example_output]

//[fft_sines_table_example_check

/*`
The output can be copied as text and readily integrated into a given source
code. Alternatively, the output can be written to a text or even be used
within a self-written automatic code generator as this example.

A computer algebra system can be used to verify the results obtained from
Boost.Math and Boost.Multiprecision. For example, the __Mathematica
computer algebra system can obtain a similar table with the command:

  Table[N[Sin[Pi / (2^n)], 50], {n, 1, 31, 1}]

The __WolframAlpha computational knowledge engine can also be used to generate
this table. The same command can be pasted into the compute box.

*/

//] [/fft_sines_table_example_check]