Difference between revisions of "DCTII"

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DCTII is one of realizations of the [[DCT]] transform operator (Discrete Cosine transform); it is one of many discrete analogies of the integral operator [[CosFourier]].
 
DCTII is one of realizations of the [[DCT]] transform operator (Discrete Cosine transform); it is one of many discrete analogies of the integral operator [[CosFourier]].
   
For a given natural number $N$, operator $\mathrm{DCTII}_N$ converts any array $F$ of length $N$ to the array with elements
+
For a given natural number \(N\), operator \(\mathrm{DCTII}_N\) converts any array \(F\) of length \(N\) to the array with elements
   
:$ \!\!\!\!\!\!\!\!\!\!\!\!\!\! (1) ~ ~ ~ ~ \displaystyle
+
:\( \!\!\!\!\!\!\!\!\!\!\!\!\!\! (1) ~ ~ ~ ~ \displaystyle
 
(\mathrm{DCTII}_N ~F)
 
(\mathrm{DCTII}_N ~F)
_k = \sum_{n=0}^{N-1} ~ F_n~ \cos \left(\frac{\pi}{N} \left(n\!+\!\frac{1}{2}\right) k \right) ~ ~ ~$, $~ ~ ~ k = 0, \dots, N\!-\!1$
+
_k = \sum_{n=0}^{N-1} ~ F_n~ \cos \left(\frac{\pi}{N} \left(n\!+\!\frac{1}{2}\right) k \right) ~ ~ ~\), \(~ ~ ~ k = 0, \dots, N\!-\!1\)
   
 
As in the case of other discrete Fourier transforms, the numeration of elements begins with zero.
 
As in the case of other discrete Fourier transforms, the numeration of elements begins with zero.
For the simple and efficient implementation, $N=2^q$ for some natural number $q$. Note that the size of the arrays is for unity smaller than in the case of [[DCTI]].
+
For the simple and efficient implementation, \(N=2^q\) for some natural number \(q\). Note that the size of the arrays is for unity smaller than in the case of [[DCTI]].
   
 
==Numerical implementation and example==
 
==Numerical implementation and example==
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The example of the C++ call below calculates the expansion of function
 
The example of the C++ call below calculates the expansion of function
$F(x)=\cos(x)+.1*\cos(3x)+.01*\cos(5x)$
+
\(F(x)=\cos(x)+.1*\cos(3x)+.01*\cos(5x)\)
represented at the array with $x_n=d n$
+
represented at the array with \(x_n=d n\)
for $d=\pi/(2N)$ ; this corresponds to superopsition of three symmetric modes of a cavity of width $\pi$
+
for \(d=\pi/(2N)\) ; this corresponds to superopsition of three symmetric modes of a cavity of width \(\pi\)
with boundary condition $F(\pi/2)=0$. In the example, $N=8$.
+
with boundary condition \(F(\pi/2)=0\). In the example, \(N=8\).
   
 
#include<math.h>
 
#include<math.h>
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The 0th column repressents the initial values of coordinate
 
The 0th column repressents the initial values of coordinate
$x=\frac{\pi}{16}, \frac{3\pi}{16}, \frac{5\pi}{16} , \frac{7\pi}{16} , \frac{9\pi}{16} , \frac{11\pi}{16}, \frac{13\pi}{16}, \frac{15\pi}{16}$
+
\(x=\frac{\pi}{16}, \frac{3\pi}{16}, \frac{5\pi}{16} , \frac{7\pi}{16} , \frac{9\pi}{16} , \frac{11\pi}{16}, \frac{13\pi}{16}, \frac{15\pi}{16}\)
   
The 1st column shows values $F_n=F(x_n)$
+
The 1st column shows values \(F_n=F(x_n)\)
   
The 2d column shows the $(\mathrm{DTCII}_8~ F)_n$
+
The 2d column shows the \((\mathrm{DTCII}_8~ F)_n\)
   
The 3d (last) column shows array $(\mathrm{DTCIII}_8 ~ \mathrm{DTCII}_8~ F)$, which coincides with the initial array $F$ multiplied with factor 4;
+
The 3d (last) column shows array \((\mathrm{DTCIII}_8 ~ \mathrm{DTCII}_8~ F)\), which coincides with the initial array \(F\) multiplied with factor 4;
 
it confirms that the transform [[DTCIII]] can be used to invert DTCII.
 
it confirms that the transform [[DTCIII]] can be used to invert DTCII.
   
 
==Approximation of [[CosFourier]]==
 
==Approximation of [[CosFourier]]==
Let $F$ be smooth even function quickly decaying at infinity; let $N$ be large natural number.
+
Let \(F\) be smooth even function quickly decaying at infinity; let \(N\) be large natural number.
   
Let $d=\sqrt{\pi/N}$;
+
Let \(d=\sqrt{\pi/N}\);
   
Let $y_n=\left(\frac{1}{2}+n\right)d~$ for integer values $n$, and <br>
+
Let \(y_n=\left(\frac{1}{2}+n\right)d~\) for integer values \(n\), and <br>
Let $x_n= n d~$.
+
Let \(x_n= n d~\).
   
 
Then, in the definition of the [[CosFourier]] transform, the integral can be replaced with sum, giving
 
Then, in the definition of the [[CosFourier]] transform, the integral can be replaced with sum, giving
: $ \!\!\!\!\!\!\!\!\!\!\!\!\!\! (2) ~ ~ ~ ~ \displaystyle
+
: \( \!\!\!\!\!\!\!\!\!\!\!\!\!\! (2) ~ ~ ~ ~ \displaystyle
 
(\mathrm{CosFourier}~ F) (x) = \sqrt{\frac{2}{\pi}}
 
(\mathrm{CosFourier}~ F) (x) = \sqrt{\frac{2}{\pi}}
 
\int_0^\infty ~ \cos(x_k y)~ F(y) ~\mathrm d y
 
\int_0^\infty ~ \cos(x_k y)~ F(y) ~\mathrm d y
\approx \sqrt{\frac{2}{\pi}}~ \sum_{n=0}^{N-1} ~ \cos(x y_n)~ F(y_n) ~\sqrt{\pi/N}$ $\displaystyle
+
\approx \sqrt{\frac{2}{\pi}}~ \sum_{n=0}^{N-1} ~ \cos(x y_n)~ F(y_n) ~\sqrt{\pi/N}\) \(\displaystyle
= \sqrt{\frac{2}{N}} ~ \sum_{n=0}^{N-1} \cos\left( \sqrt{\frac{\pi}{N}} x \left(\frac{1}{2}\!+\! n\right) \right) F_n$
+
= \sqrt{\frac{2}{N}} ~ \sum_{n=0}^{N-1} \cos\left( \sqrt{\frac{\pi}{N}} x \left(\frac{1}{2}\!+\! n\right) \right) F_n\)
where $F_n=F(y_n)$.
+
where \(F_n=F(y_n)\).
   
For $x=x_k$, the CosFourier transform of $F$ evaluated at $x$ can be approximated as follows:
+
For \(x=x_k\), the CosFourier transform of \(F\) evaluated at \(x\) can be approximated as follows:
: $ \!\!\!\!\!\!\!\!\!\!\!\!\!\! (3) ~ ~ ~ ~ \displaystyle (\mathrm{CosFourier}~ F) (x_k) \approx \sqrt{\frac{2}{N}}~ \sum_{n=0}^{N-1} ~ \cos\left( \frac{\pi}{N} k \left(\frac{1}{2}\!+\! n\right) \right) F_n
+
: \( \!\!\!\!\!\!\!\!\!\!\!\!\!\! (3) ~ ~ ~ ~ \displaystyle (\mathrm{CosFourier}~ F) (x_k) \approx \sqrt{\frac{2}{N}}~ \sum_{n=0}^{N-1} ~ \cos\left( \frac{\pi}{N} k \left(\frac{1}{2}\!+\! n\right) \right) F_n
= \sqrt{\frac{2}{N}}~ (\mathrm{DCTII}_N~F)_k $
+
= \sqrt{\frac{2}{N}}~ (\mathrm{DCTII}_N~F)_k \)
   
Note that [[DCTII]]$_N$ approximation of CosFourier transform at points, displaced for half–step with respect to those at which the function $F$ is evaluated. This may be considered as explanation why the second iteration of operation [[DCTII]]$_N$ does not give a factor of the [[Identity]] transform.
+
Note that [[DCTII]]\(_N\) approximation of CosFourier transform at points, displaced for half–step with respect to those at which the function \(F\) is evaluated. This may be considered as explanation why the second iteration of operation [[DCTII]]\(_N\) does not give a factor of the [[Identity]] transform.
   
 
==Relation with other DCF==
 
==Relation with other DCF==
 
Inverse of DCTII can be easy expressed through [[DCTIII]] and vice versa:
 
Inverse of DCTII can be easy expressed through [[DCTIII]] and vice versa:
: $ \displaystyle
+
: \( \displaystyle
(\mathrm {DCTII}_N ~ \mathrm {DCTIII}_N ~F)_n= (\mathrm {DCTIII}_N ~ \mathrm {DCTII}_N ~F)_n= \frac{N}{2} F_n$
+
(\mathrm {DCTII}_N ~ \mathrm {DCTIII}_N ~F)_n= (\mathrm {DCTIII}_N ~ \mathrm {DCTII}_N ~F)_n= \frac{N}{2} F_n\)
   
 
==References==
 
==References==

Latest revision as of 18:27, 30 July 2019

DCTII is one of realizations of the DCT transform operator (Discrete Cosine transform); it is one of many discrete analogies of the integral operator CosFourier.

For a given natural number \(N\), operator \(\mathrm{DCTII}_N\) converts any array \(F\) of length \(N\) to the array with elements

\( \!\!\!\!\!\!\!\!\!\!\!\!\!\! (1) ~ ~ ~ ~ \displaystyle (\mathrm{DCTII}_N ~F) _k = \sum_{n=0}^{N-1} ~ F_n~ \cos \left(\frac{\pi}{N} \left(n\!+\!\frac{1}{2}\right) k \right) ~ ~ ~\), \(~ ~ ~ k = 0, \dots, N\!-\!1\)

As in the case of other discrete Fourier transforms, the numeration of elements begins with zero. For the simple and efficient implementation, \(N=2^q\) for some natural number \(q\). Note that the size of the arrays is for unity smaller than in the case of DCTI.

Numerical implementation and example

Numerilal implementation of the transform DCTII consists of 3 files: zfour1.cin, zrealft.cin, zcosft2.cin.

The example of the C++ call below calculates the expansion of function \(F(x)=\cos(x)+.1*\cos(3x)+.01*\cos(5x)\) represented at the array with \(x_n=d n\) for \(d=\pi/(2N)\) ; this corresponds to superopsition of three symmetric modes of a cavity of width \(\pi\) with boundary condition \(F(\pi/2)=0\). In the example, \(N=8\).

#include<math.h> 
#include<stdio.h>
#include <stdlib.h>
using namespace std;
#include <complex>
#define z_type double
#include"zfour1.cin"
#include"zrealft.cin"
#include"zcosft2.cin"
main(){ z_type *a, *b, *c; int j; unsigned long N=8;
a=(z_type *) malloc((size_t)((N)*sizeof(z_type)));
b=(z_type *) malloc((size_t)((N)*sizeof(z_type)));
c=(z_type *) malloc((size_t)((N)*sizeof(z_type)));
for(j=0;j<N;j++) a[j]=b[j]=cos( M_PI/N*.5*j);
zcosft2(a-1,N,-1);
for(j=0;j<N;j++) c[j]=a[j];
zcosft2(a-1,N,1);
for(j=0;j<N;j++) printf("%12.9f %12.9f %12.9f\n",b[j], c[j], a[j]);
free(a);
free(b);
free(c);
}

The example generates the following output:

 0.19634954  1.11000000  4.00000000  4.44000000
 0.58904862  1.06948794  0.40000000  4.27795178
 0.98174770  0.95832104  0.04000000  3.83328417
 1.37444679  0.80215273  0.00000000  3.20861091
 1.76714587  0.62932504  0.00000000  2.51730014
 2.15984495  0.45944261 -0.00000000  1.83777043
 2.55254403  0.29953427  0.00000000  1.19813710
 2.94524311  0.14784799  0.00000000  0.59139198

The 0th column repressents the initial values of coordinate \(x=\frac{\pi}{16}, \frac{3\pi}{16}, \frac{5\pi}{16} , \frac{7\pi}{16} , \frac{9\pi}{16} , \frac{11\pi}{16}, \frac{13\pi}{16}, \frac{15\pi}{16}\)

The 1st column shows values \(F_n=F(x_n)\)

The 2d column shows the \((\mathrm{DTCII}_8~ F)_n\)

The 3d (last) column shows array \((\mathrm{DTCIII}_8 ~ \mathrm{DTCII}_8~ F)\), which coincides with the initial array \(F\) multiplied with factor 4; it confirms that the transform DTCIII can be used to invert DTCII.

Approximation of CosFourier

Let \(F\) be smooth even function quickly decaying at infinity; let \(N\) be large natural number.

Let \(d=\sqrt{\pi/N}\);

Let \(y_n=\left(\frac{1}{2}+n\right)d~\) for integer values \(n\), and
Let \(x_n= n d~\).

Then, in the definition of the CosFourier transform, the integral can be replaced with sum, giving

\( \!\!\!\!\!\!\!\!\!\!\!\!\!\! (2) ~ ~ ~ ~ \displaystyle (\mathrm{CosFourier}~ F) (x) = \sqrt{\frac{2}{\pi}} \int_0^\infty ~ \cos(x_k y)~ F(y) ~\mathrm d y \approx \sqrt{\frac{2}{\pi}}~ \sum_{n=0}^{N-1} ~ \cos(x y_n)~ F(y_n) ~\sqrt{\pi/N}\) \(\displaystyle = \sqrt{\frac{2}{N}} ~ \sum_{n=0}^{N-1} \cos\left( \sqrt{\frac{\pi}{N}} x \left(\frac{1}{2}\!+\! n\right) \right) F_n\)

where \(F_n=F(y_n)\).

For \(x=x_k\), the CosFourier transform of \(F\) evaluated at \(x\) can be approximated as follows:

\( \!\!\!\!\!\!\!\!\!\!\!\!\!\! (3) ~ ~ ~ ~ \displaystyle (\mathrm{CosFourier}~ F) (x_k) \approx \sqrt{\frac{2}{N}}~ \sum_{n=0}^{N-1} ~ \cos\left( \frac{\pi}{N} k \left(\frac{1}{2}\!+\! n\right) \right) F_n = \sqrt{\frac{2}{N}}~ (\mathrm{DCTII}_N~F)_k \)

Note that DCTII\(_N\) approximation of CosFourier transform at points, displaced for half–step with respect to those at which the function \(F\) is evaluated. This may be considered as explanation why the second iteration of operation DCTII\(_N\) does not give a factor of the Identity transform.

Relation with other DCF

Inverse of DCTII can be easy expressed through DCTIII and vice versa:

\( \displaystyle (\mathrm {DCTII}_N ~ \mathrm {DCTIII}_N ~F)_n= (\mathrm {DCTIII}_N ~ \mathrm {DCTII}_N ~F)_n= \frac{N}{2} F_n\)

References


Keywords

CosFourier, Fourier, DCT, DCTI, DCTII, DCTIII,