XLPack 6.0
Excel VBA Numerical Library Reference Manual
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◆ Cost1f()

Sub Cost1f ( N As  Long,
R() As  Double,
Wsave() As  Double,
Info As  Long,
Optional Inc As  Long = 1 
)

One-dimensional cosine transform

Purpose
This routine computes the one-dimensional Fourier transform of an even sequence within a real array. This is referred to as the forward transform or Fourier analysis, transforming the sequence from physical to spectral space.
R(0) = (1/2)R(0)/(N-1) + ΣR(j)/(N-1) + (1/2)R(N-1)/(N-1) (Σ for j = 1 to N-2)
R(k) = R(0)/(N-1) + Σ2R(j)cos(πjk/(N-1))/(N-1) + (-1)^k R(N-1)/(N-1) (Σ for j = 1 to N-2) (k = 1 to N-2)
R(N-1) = (1/2)R(0)/(N-1) + ΣR(j)(-1)^k/(N-1) + (1/2)(-1)^(N-1) R(N-1)/(N-1) (Σ for j = 1 to N-2)
This transform is normalized since a call to Cost1f followed by a call to Cost1b (or vice-versa) reproduces the original array subject to algorithmic constraints, roundoff error, etc.
Parameters
[in]NThe length of the sequence to be transformed. (N >= 1) (The transform is most efficient when N-1 is a product of small primes)
[in,out]R()Array R(LR - 1) (LR >= Inc*(N - 1) + 1)
[in] The sequence to be transformed.
[out] The Fourier forward transformed sequence of data.
[in]Wsave()Array Wsave(LWsave - 1) (LWsave >= 2*N + ln(N)/ln(2) + 4)
Work data. Its contents must be initialized with a call to Cost1i before the first call to Cost1f or Cost1b for a given transform length N.
[out]Info= 0: Successful exit.
= -1: The argument N had an illegal value. (N < 1)
= -2: The argument R() is invalid. (Array R() is not big enough)
= -3: The argument Wsave() is invalid. (Array Wsave() is not big enough)
= -5: The argument Inc had an illegal value. (Inc < 1)
[in]Inc(Optional)
Integer increment between the locations, in array R(), of two consecutive elements within the sequence. (Inc >= 1) (default = 1)
Reference
FFTPACK
Example Program
Compute the cosine transform and backward transform of 5 random data sequence successively, and compare with the original data sequence.
Sub Ex_Cost1()
Const N = 5
Dim Wsave() As Double, R(N - 1) As Double, R0(N - 1) As Double
Dim LWsave As Long, Info As Long, I As Long
'-- Initialization
LWsave = 2 * N + Log(N) / Log(2) + 4
ReDim Wsave(LWsave - 1)
Call Cost1i(N, Wsave, Info)
If Info <> 0 Then GoTo Err
'-- Generate test data
For I = 0 To N - 1
R(I) = Rnd()
R0(I) = R(I)
Next
'-- Forward transform
Call Cost1f(N, R(), Wsave(), Info)
If Info <> 0 Then GoTo Err
'-- Backward transform
Call Cost1b(N, R(), Wsave(), Info)
If Info <> 0 Then GoTo Err
'-- Print result
For I = 0 To N - 1
Debug.Print R0(I), R(I), R(I) - R0(I)
Next
Exit Sub
Err:
Debug.Print "Error in Cost1i/Cost1f/Cost1b: Info =", Info
End Sub
Example Results
0.811601400375366 0.811601400375366 0
0.358389794826508 0.358389794826508 0
0.237738966941833 0.237738966941833 0
0.228048384189606 0.228048384189606 -5.55111512312578E-17
0.809549331665039 0.809549331665039 0