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
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
use crate::float_trait::Float;
use crate::periodogram::fft::*;
use crate::periodogram::freq::FreqGrid;
use crate::periodogram::power_trait::*;
use crate::time_series::TimeSeries;

use conv::{ConvAsUtil, RoundToNearest};
use schemars::JsonSchema;
use serde::{Deserialize, Serialize};
use std::cell::RefCell;
use std::collections::HashMap;
use std::fmt::Debug;
use std::sync::Arc;
use thread_local::ThreadLocal;

/// "Fast" (FFT-based) periodogram executor
///
/// This algorithm spreads observer time series into uniform time grid using linear interpolation
/// and then uses FFT to obtain periodogram sums. This implementation returns estimation of
/// Lomb-Scargle periodogram that derives to the exact values while `max_freq_factor` grows.
/// Asymptotic time is $O(N \log N)$, it is faster then
/// [PeriodogramPowerDirect](crate::periodogram::PeriodogramPowerDirect) even for $N \gtrsim 10$.
/// Note that current implementation uses two-powered time grids and requires to estimate the best
/// FFT algorithm for each pair of grid size and working thread that can take several seconds,
/// especially for large grids.
///
/// The implementation is inspired by Numerical Recipes, Press et al., 1997, Section 13.8
#[derive(Clone, Serialize, Deserialize)]
#[serde(
    into = "PeriodogramPowerFftParameters",
    from = "PeriodogramPowerFftParameters",
    bound = "T: Float"
)]
pub struct PeriodogramPowerFft<T>
where
    T: Float,
{
    fft: Arc<ThreadLocal<RefCell<Fft<T>>>>,
    arrays: Arc<ThreadLocal<RefCell<PeriodogramArraysMap<T>>>>,
}

impl<T> PeriodogramPowerFft<T>
where
    T: Float,
{
    pub fn new() -> Self {
        Self {
            fft: Arc::new(ThreadLocal::new()),
            arrays: Arc::new(ThreadLocal::new()),
        }
    }
}

impl<T> Debug for PeriodogramPowerFft<T>
where
    T: Float,
{
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(f, "{}", std::any::type_name::<Self>())
    }
}

impl<T> Default for PeriodogramPowerFft<T>
where
    T: Float,
{
    fn default() -> Self {
        Self::new()
    }
}

impl<T> PeriodogramPowerTrait<T> for PeriodogramPowerFft<T>
where
    T: Float,
{
    fn power(&self, freq: &FreqGrid<T>, ts: &mut TimeSeries<T>) -> Vec<T> {
        let m_std2 = ts.m.get_std2();

        if m_std2.is_zero() {
            return vec![T::zero(); freq.size.next_power_of_two()];
        }

        let grid = TimeGrid::from_freq_grid(freq);

        let mut periodogram_arrays_map = self
            .arrays
            .get_or(|| RefCell::new(PeriodogramArraysMap::new()))
            .borrow_mut();
        let PeriodogramArrays {
            x_sch: m_for_sch,
            y_sch: sum_sin_cos_h,
            x_sc2: m_for_sc2,
            y_sc2: sum_sin_cos_2,
        } = periodogram_arrays_map.get(grid.size);

        spread_arrays_for_fft(m_for_sch, m_for_sc2, &grid, ts);

        {
            let mut fft = self.fft.get_or(|| RefCell::new(Fft::new())).borrow_mut();

            fft.fft(m_for_sch, sum_sin_cos_h).unwrap();
            fft.fft(m_for_sc2, sum_sin_cos_2).unwrap();
        }

        let ts_size = ts.lenf();

        sum_sin_cos_h
            .iter()
            .zip(sum_sin_cos_2.iter())
            .skip(1) // skip zero frequency
            .map(|(sch, sc2)| {
                let sum_cos_h = sch.get_re();
                let sum_sin_h = -sch.get_im();
                let sum_cos_2 = sc2.get_re();
                let sum_sin_2 = -sc2.get_im();

                let cos_2wtau = if T::is_zero(&sum_cos_2) && T::is_zero(&sum_sin_2) {
                    // Set tau to zero
                    T::one()
                } else {
                    sum_cos_2 / T::hypot(sum_cos_2, sum_sin_2)
                };

                let cos_wtau = T::sqrt(T::half() * (T::one() + cos_2wtau));
                let sin_wtau = T::signum(sum_sin_2) * T::sqrt(T::half() * (T::one() - cos_2wtau));

                let sum_h_cos = sum_cos_h * cos_wtau + sum_sin_h * sin_wtau;
                let sum_h_sin = sum_sin_h * cos_wtau - sum_cos_h * sin_wtau;

                let sum_cos2_wt_tau =
                    T::half() * (ts_size + sum_cos_2 * cos_wtau + sum_sin_2 * sin_wtau);
                let sum_sin2_wt_tau = ts_size - sum_cos2_wt_tau;

                let frac_cos = if T::is_zero(&sum_cos2_wt_tau) {
                    T::zero()
                } else {
                    sum_h_cos.powi(2) / sum_cos2_wt_tau
                };
                let frac_sin = if T::is_zero(&sum_sin2_wt_tau) {
                    T::zero()
                } else {
                    sum_h_sin.powi(2) / sum_sin2_wt_tau
                };

                let sum_frac = if T::is_zero(&frac_cos) {
                    T::two() * frac_sin
                } else if T::is_zero(&frac_sin) {
                    T::two() * frac_cos
                } else {
                    frac_sin + frac_cos
                };

                T::half() / m_std2 * sum_frac
            })
            .collect()
    }
}

#[derive(Serialize, Deserialize, JsonSchema)]
#[serde(rename = "Fft")]
struct PeriodogramPowerFftParameters {}

impl<T> From<PeriodogramPowerFft<T>> for PeriodogramPowerFftParameters
where
    T: Float,
{
    fn from(_: PeriodogramPowerFft<T>) -> Self {
        Self {}
    }
}

impl<T> From<PeriodogramPowerFftParameters> for PeriodogramPowerFft<T>
where
    T: Float,
{
    fn from(_: PeriodogramPowerFftParameters) -> Self {
        Self::new()
    }
}

impl<T> JsonSchema for PeriodogramPowerFft<T>
where
    T: Float,
{
    json_schema!(PeriodogramPowerFftParameters, false);
}

struct PeriodogramArrays<T>
where
    T: Float,
{
    x_sch: AlignedVec<T>,
    y_sch: AlignedVec<T::FftwComplex>,
    x_sc2: AlignedVec<T>,
    y_sc2: AlignedVec<T::FftwComplex>,
}

impl<T> PeriodogramArrays<T>
where
    T: Float,
{
    fn new(n: usize) -> Self {
        let c_n = n / 2 + 1;
        Self {
            x_sch: AlignedVec::new(n),
            y_sch: AlignedVec::new(c_n),
            x_sc2: AlignedVec::new(n),
            y_sc2: AlignedVec::new(c_n),
        }
    }
}

impl<T> Debug for PeriodogramArrays<T>
where
    T: Float,
{
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(f, "PeriodogramArrays(n = {})", self.x_sch.len())
    }
}

#[derive(Debug)]
struct PeriodogramArraysMap<T>
where
    T: Float,
{
    arrays: HashMap<usize, PeriodogramArrays<T>>,
}

impl<T> PeriodogramArraysMap<T>
where
    T: Float,
{
    fn new() -> Self {
        Self {
            arrays: HashMap::new(),
        }
    }

    fn get(&mut self, n: usize) -> &mut PeriodogramArrays<T> {
        self.arrays
            .entry(n)
            .or_insert_with(|| PeriodogramArrays::new(n))
    }
}

struct TimeGrid<T> {
    dt: T,
    size: usize,
}

impl<T: Float> TimeGrid<T> {
    fn from_freq_grid(freq: &FreqGrid<T>) -> Self {
        let size = freq.size.next_power_of_two() << 1;
        Self {
            dt: T::two() * T::PI() / (freq.step * size.approx().unwrap()),
            size,
        }
    }

    #[cfg(test)]
    fn freq_grid(&self) -> FreqGrid<T> {
        FreqGrid {
            step: T::two() * T::PI() / (self.dt * self.size.approx().unwrap()),
            size: self.size >> 1,
        }
    }
}

fn spread<T: Float>(v: &mut [T], x: T, y: T) {
    let x_lo = x.floor();
    let x_hi = x.ceil();
    let i_lo: usize = x_lo.approx_by::<RoundToNearest>().unwrap() % v.len();
    let i_hi: usize = x_hi.approx_by::<RoundToNearest>().unwrap() % v.len();

    if i_lo == i_hi {
        v[i_lo] += y;
        return;
    }

    v[i_lo] += (x_hi - x) * y;
    v[i_hi] += (x - x_lo) * y;
}

fn spread_arrays_for_fft<T: Float>(
    x_sch: &mut [T],
    x_sc2: &mut [T],
    grid: &TimeGrid<T>,
    ts: &mut TimeSeries<T>,
) {
    x_sch.fill(T::zero());
    x_sc2.fill(T::zero());

    let t0 = ts.t.sample[0];
    let m_mean = ts.m.get_mean();

    // For contiguous arrays it is faster than ndarray::Zip::for_each
    ts.t.as_slice()
        .iter()
        .zip(ts.m.as_slice().iter())
        .for_each(|(&t, &m)| {
            let x = (t - t0) / grid.dt;
            spread(x_sch, x, m - m_mean);
            let double_x = T::two() * x;
            spread(x_sc2, double_x, T::one());
        });
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::periodogram::freq::AverageNyquistFreq;
    use light_curve_common::{all_close, linspace};
    use rand::prelude::*;

    #[test]
    fn time_grid_from_freq_grid_power_of_two_size() {
        const FREQ: FreqGrid<f32> = FreqGrid {
            size: 1 << 4,
            step: 3.0,
        };
        let time_grid = TimeGrid::from_freq_grid(&FREQ);
        let freq_grid = time_grid.freq_grid();
        assert_eq!(freq_grid.size, FREQ.size);
        assert!(f32::abs(freq_grid.step - FREQ.step) < 1e-10);
    }

    #[test]
    fn time_grid_from_freq_grid_not_power_of_two_size() {
        const FREQ: FreqGrid<f32> = FreqGrid {
            size: (1 << 4) + 1,
            step: 3.0,
        };
        let time_grid = TimeGrid::from_freq_grid(&FREQ);
        let freq_grid = time_grid.freq_grid();
        assert!(freq_grid.size >= FREQ.size);
        assert!(f32::abs(freq_grid.step - FREQ.step) < 1e-10);
    }

    #[test]
    fn spread_arrays_for_fft_one_to_one() {
        const N: usize = 32;

        let mut rng = StdRng::seed_from_u64(0);

        let t = linspace(0.0, (N - 1) as f64, N);
        let m: Vec<f64> = (0..N).map(|_| rng.gen()).collect();
        let mut ts = TimeSeries::new_without_weight(&t[..], &m[..]);

        let nyquist = AverageNyquistFreq.into();
        let freq_grid = FreqGrid::from_t(&t, 1.0, 1.0, nyquist);
        let time_grid = TimeGrid::from_freq_grid(&freq_grid);

        let (mh, m2) = {
            let mut mh = vec![0.0; time_grid.size];
            let mut m2 = vec![0.0; time_grid.size];
            spread_arrays_for_fft(&mut mh, &mut m2, &time_grid, &mut ts);
            (mh, m2)
        };

        let desired_mh: Vec<_> = m.iter().map(|&x| x - ts.m.get_mean()).collect();
        all_close(&mh, &desired_mh, 1e-10);

        let desired_m2: Vec<_> = (0..N).map(|i| ((i + 1) % 2 * 2) as f64).collect();
        assert_eq!(&m2[..], &desired_m2[..]);
    }

    #[test]
    #[allow(clippy::float_cmp)]
    fn spread_arrays_for_fft_one_to_one_resolution() {
        const N: usize = 8;
        const RESOLUTION: usize = 4;

        let mut rng = StdRng::seed_from_u64(0);

        let t = linspace(0.0, (N - 1) as f64, N);
        let m: Vec<f64> = (0..N).map(|_| rng.gen()).collect();
        let mut ts = TimeSeries::new_without_weight(&t[..], &m[..]);

        let nyquist = AverageNyquistFreq.into();
        let freq_grid = FreqGrid::from_t(&t, RESOLUTION as f32, 1.0, nyquist);
        let time_grid = TimeGrid::from_freq_grid(&freq_grid);
        let (mh, m2) = {
            let mut mh = vec![0.0; time_grid.size];
            let mut m2 = vec![0.0; time_grid.size];
            spread_arrays_for_fft(&mut mh, &mut m2, &time_grid, &mut ts);
            (mh, m2)
        };

        let desired_mh: Vec<_> = m.iter().map(|&x| x - ts.m.get_mean()).collect();
        all_close(&mh[..N], &desired_mh, 1e-10);
        assert_eq!(&mh[N..], &[0.0; (RESOLUTION - 1) * N]);

        let desired_m2: Vec<_> = (0..2 * N).map(|i| ((i + 1) % 2) as f64).collect();
        assert_eq!(&m2[..2 * N], &desired_m2[..]);
        assert_eq!(&m2[2 * N..], &[0.0; (RESOLUTION - 2) * N]);
    }
}