Evaluation-Interpolation using FFT algorithm

조회 수: 2 (최근 30일)
chicken vector
chicken vector 2020년 12월 21일
편집: chicken vector 2020년 12월 22일
I'm trying to develop a FFT algorithm for evaluation-interpolation of polynomials.
I tried the simple function where the coefficients are expressed as but only the DFT seems to work. I've spent quite some time on this and I can't make it work. Any suggestions?
f = @(x) x^3;
Pf = [1 , 0 , 0 , 0];
yf = FFT(Pf,1);
y = FFT(yf,2)
function y = FFT(P,k)
% k = 1 -> DFT
% k = 2 -> IDFT
N = length(P);
omega = exp(2*pi*1i/N);
if k == 1
l = 1;
p = 1;
elseif k == 2
l = 1/N;
p = -1;
end
if N == 1
y = P;
else
n = N/2;
P_e = P(2:2:end);
P_o = P(1:2:end);
y_e = FFT(P_e,k);
y_o = FFT(P_o,k);
y = zeros(N,1);
for j = 1 : N/2
y(j) = y_e(j) + (l*omega^(p*(j-1)))*y_o(j);
y(j+n) = y_e(j) - (l*omega^(p*(j-1)))*y_o(j);
end
end
end
  댓글 수: 1
chicken vector
chicken vector 2020년 12월 22일
편집: chicken vector 2020년 12월 22일
For anyone having the same problem, below there's the fixed code for IFFT. I'm having some issues on dividing by N inside the recursive function, so it is done outside.
P = [%vector of the evaluations];
N = length(P);
y = IFFT(P)/N;
function y = IFFT(P)
% This works only if N = 2^k
N = length(P);
n = N/2;
omega = exp(-2*pi*1i/N);
if N == 1
y = P;
else
P_e = P(1:2:end);
P_o = P(2:2:end);
y_e = IFFT(P_e);
y_o = IFFT(P_o);
y = zeros(N,1);
for j = 1 : n
y(j) = y_e(j) + omega^(j-1)*y_o(j);
y(j+n) = y_e(j) - omega^(j-1)*y_o(j);
end
end
end

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답변 (1개)

Matt J
Matt J 2020년 12월 22일
A highly impractical thing to do. If you know the coefficients of the polynomial, you should just use polyval().
However, if you must use FFT interpolation, then interpft() will readily do it,
  댓글 수: 3
Matt J
Matt J 2020년 12월 22일
Finding the roots of a 15th order polynomial can be highly unstable numerically, e.g.,
rTrue=sort((rand(1,15))*5);
coeffsTrue=poly(rTrue), %true coefficients
coeffsTrue = 1×16
0.0000 -0.0000 0.0005 -0.0048 0.0297 -0.1319 0.4312 -1.0507 1.9172 -2.6054 2.5973 -1.8477 0.8961 -0.2745 0.0461 -0.0030
coeffs=coeffsTrue+[0,randn(1,15)]*1e-6*max(coeffsTrue), %add small errors to coefficients
coeffs = 1×16
0.0000 -0.0000 0.0005 -0.0048 0.0297 -0.1319 0.4312 -1.0507 1.9172 -2.6054 2.5973 -1.8477 0.8961 -0.2745 0.0461 -0.0030
rTrue, %true roots
rTrue = 1×15
0.1598 0.4384 0.6582 1.3390 1.5456 1.7830 2.1863 2.2286 2.2790 2.6051 2.9448 3.0386 3.6676 4.1255 4.5711
r=sort(real( roots(coeffs) )).' %calculated roots
r = 1×15
0.1596 0.4403 0.6541 1.0277 1.0277 1.1391 1.1391 1.2642 1.2642 1.4859 1.4859 2.3075 2.3075 8.5793 8.5793
chicken vector
chicken vector 2020년 12월 22일
I used 'roots' aswell and appears to have very good performances until now.
Thank you Matt for your help.

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