use high-quality algorithm for odd-sized type IV DCTs (derived from FFTW with...

use high-quality algorithm for odd-sized type IV DCTs (derived from FFTW with friendly permission); update README

README.md

 pypocketfft
 ===========
 
-This package provides Fast Fourier and Hartley transforms with a simple
-Python interface.
+This package provides Fast Fourier, trigonometric and Hartley transforms with a
+simple Python interface.
 
 The central algorithms are derived from Paul Swarztrauber's FFTPACK code
 (http://www.netlib.org/fftpack).
@@ -10,11 +10,11 @@ The central algorithms are derived from Paul Swarztrauber's FFTPACK code
 Features
 --------
 - supports fully complex and half-complex (i.e. complex-to-real and
-  real-to-complex) FFTs
-- supports multidimensional arrays and selection of the axes to be transformed.
-- supports single and double precision
+  real-to-complex) FFTs, discrete sine/cosine transforms and Hartley transforms
+- achieves very high accuracy for all transforms
+- supports multidimensional arrays and selection of the axes to be transformed
+- supports single, double, and long double precision
 - makes use of CPU vector instructions when performing 2D and higher-dimensional
   transforms
-- does not have persistent transform plans, which makes the interface simpler
 - supports prime-length transforms without degrading to O(N**2) performance
-- Has optional OpenMP support for multidimensional transforms
+- has optional OpenMP support for multidimensional transforms

pocketfft_hdronly.h

@@ -2442,43 +2442,72 @@ template<typename T0> class T_dct4
   // https://www.appletonaudio.com/blog/2013/derivation-of-fast-dct-4-algorithm-based-on-dft/
   private:
     size_t N;
-    T_dct2<T0> dct2;
-    arr<T0> C;
-    pocketfft_c<T0> fft;
+    unique_ptr<pocketfft_c<T0>> fft;
+    unique_ptr<pocketfft_r<T0>> rfft;
     arr<cmplx<T0>> C2;
 
   public:
     POCKETFFT_NOINLINE T_dct4(size_t length)
-      : N(length), dct2((N&1)?N:1), C((N&1)?N:0),
-        fft((N&1)?1:N/2), C2((N&1) ? 0:N/2)
+      : N(length),
+        fft((N&1) ? nullptr : new pocketfft_c<T0>(N/2)),
+        rfft((N&1)? new pocketfft_r<T0>(N) : nullptr),
+        C2((N&1) ? 0 : N/2)
       {
       constexpr T0 pi = T0(3.141592653589793238462643383279502884197L);
-      if (N&1)
-        {
-        for (size_t i=0; i<N; ++i)
-          C[i] = cos(T0(0.5)*pi*(T0(i)+T0(0.5))/T0(N));
-        }
-      else
-        {
+      if ((N&1)==0)
         for (size_t i=0; i<N/2; ++i)
           {
           T0 ang = -pi/T0(N)*(T0(i)+T0(0.125));
           C2[i].Set(cos(ang), sin(ang));
           }
       }
-      }
 
     template<typename T> POCKETFFT_NOINLINE void exec(T c[], T0 fct, bool /*ortho*/) const
       {
-      // FIXME: due to the recurrence below, the algorithm is not very accurate
-      // Trying to find a better one...
+      constexpr T0 sqrt2=T0(1.414213562373095048801688724209698L);
       if (N&1)
         {
-        for (size_t i=0; i<N; ++i)
-          c[i] *= C[i];
-        dct2.exec(c, fct, false);
-        for (size_t i=1; i<N; ++i)
-          c[i] = 2*c[i] - c[i-1];
+        // The following code is derived from the FFTW3 function apply_re11()
+        // and is released under the 3-clause BSD license with friendly
+        // permission of Matteo Frigo.
+
+        auto SGN_SET = [](T x, size_t i) {return (i%2) ? -x : x;};
+        arr<T> y(N);
+        size_t n2 = N/2;
+        size_t i;
+        {
+        size_t m;
+        for (i=0, m=n2; m<N; ++i, m+=4)
+          y[i] = c[m];
+        for (; m<2*N; ++i, m+=4)
+          y[i] = -c[2*N-m-1];
+        for (; m<3*N; ++i, m+=4)
+          y[i] = -c[m-2*N];
+        for (; m<4*N; ++i, m+=4)
+          y[i] = c[4*N-m-1];
+        m -= 4*N;
+        for (; i<N; ++i, m+=4)
+          y[i] = c[m];
+        }
+        rfft->forward(y.data(), fct);
+        for (i=0; i+i+1<n2; ++i)
+          {
+          size_t k = i+i+1;
+          T c1=y[2*k-1], s1=y[2*k], c2=y[2*k+1], s2=y[2*k+2];
+          c[i] = sqrt2 * (SGN_SET(c1, (i+1)/2) + SGN_SET(s1, i/2));
+          c[N-(i+1)] = sqrt2 * (SGN_SET(c1, (N-i)/2) - SGN_SET(s1, (N-(i+1))/2));
+          c[n2-(i+1)] = sqrt2 * (SGN_SET(c2, (n2-i)/2) - SGN_SET(s2, (n2-(i+1))/2));
+          c[n2+(i+1)] = sqrt2 * (SGN_SET(c2, (n2+i+2)/2) + SGN_SET(s2, (n2+(i+1))/2));
+          }
+        if (i+i+1 == n2)
+          {
+          T cx=y[2*n2-1], sx=y[2*n2];
+          c[i] = sqrt2 * (SGN_SET(cx, (i+1)/2) + SGN_SET(sx, i/2));
+          c[N-(i+1)] = sqrt2 * (SGN_SET(cx, (i+2)/2) + SGN_SET(sx, (i+1)/2));
+          }
+        c[n2] = sqrt2 * SGN_SET(y[0], (n2+1)/2);
+
+        // FFTW-derived code ends here
         }
       else
         {
@@ -2488,7 +2517,7 @@ template<typename T0> class T_dct4
           y[i].Set(c[2*i],c[N-1-2*i]);
           y[i] *= C2[i];
           }
-        fft.forward(y.data(), fct);
+        fft->forward(y.data(), fct);
         for(size_t i=0; i<N/2; ++i)
           y[i] *= C2[i];
         for(size_t i=0; i<N/2; ++i)

test.py

@@ -204,9 +204,6 @@ def testdcst1D(len, inorm, type, dtype):
     a = (np.random.rand(len)-0.5).astype(dtype)
     eps = tol[dtype]
     itp = (0, 1, 3, 2, 4)
-    if type==4 and len%2 == 1:  # relaxed accuracies for odd-length type 4 transforms
-        special_tol = {np.float32: 4e-5, np.float64: 6e-14, np.longfloat: 4e-17}
-        eps = special_tol[dtype]
     itype = itp[type]
     if type != 1 or len > 1:  # there are no length-1 type 1 DCTs
         _assert_close(a, pypocketfft.dct(pypocketfft.dct(a, inorm=inorm, type=type), inorm=2-inorm, type=itype), eps)