Iterative Fast Fourier Transformation for polynomial multiplication

Given two polynomials, A(x) and B(x), find the product C(x) = A(x)*B(x). In the previous post we discussed the recursive approach to solve this problem which has O(nlogn) complexity.
Examples:

Input : 
 A[] = {9, -10, 7, 6}
 B[] = {-5, 4, 0, -2}
Output :
 C(x) =  -12x^6 -14x^5 +44x^4 -20x^3 - 75x^2 +86x -45



In real life applications such as signal processing, speed matters a lot, this article examines an efficient FFT implementation. This article focuses on iterative version of the FFT algorithm that runs in O(nlogn) time but can have a lower constant hidden than the recursive version plus it saves the recursion stack space.
Pre-requisite: recursive algorithm of FFT.
Recall the recursive-FFT pseudo code from previous post, in the for loop evaluation of  y_k ,  w_n^k is calculated twice. We can change the loop to compute it only once, storing it in a temporary variable t. So, it becomes,
for k \leftarrow 0 to n/2 – 1
do t \leftarrow \omega y^{\left [ 1 \right ]}
 y_{k}\leftarrow \omega y_{k}^{\left [ 0 \right ]} + t
 y_{k + \left ( n/2 \right )}\leftarrow _{k}^{\left [ 0 \right ]} - t
 \omega \leftarrow \omega \omega _{n}

The operation in this loop, multiplying the twiddle factor w =  w_n^k by  y_k^[^1^] , storing the product into t, and adding and subtracting t from  y_k^[^0^] , is known as a butterfly operation.
Pictorially, this is what butterfly operation looks like:
Butterfly operation
Let us take for n=8 and procede for formation of iterative fft algorithm. Looking at the recursion tree above, we find that if we arrange the elements of the initial coefficient vector a into the order in which they appear in the leaves, we could trace the execution of the Recusive-FFT procedure, but bottom up instead of top down. First, we take the elements in pairs, compute the DFT of each pair using one butterfly operation, and replace the pair with its DFT. The vector then holds n/2 2-element DFTs. Next, we take these n/2 DFTs in pairs and compute the DFT of the four vector elements they come from by executing two butterfy operations, replacing two 2-element DFTs with one 4-element DFT. The vector then holds n/4 4-element DFTs. We continue in this manner until the vector holds two (n/2) element DFTs, which we combine using n/2 butterfly operations into the final n-element DFT.
Recursion Tree
To turn this bottom-up approach into code, we use an array A[0…n] that initially holds the elements of the input vector a in the order in which they appear in the leaves of the tree. Because we have to combine DFT so n each level of the tree, we introduce avariable s to count the levels, ranging from 1 (at the bottom, when we are combining pairs to form 2-element DFTs) to lgn (at the top, when weare combining two n/2 element DFTs to produce the final result). The algorithm therefore is:

1. for s=1 to lgn
2.     do for k=0 to n-1 by  2^s 
3.           do combine the two  2^s-1   -element DFTs in
                A[k...k+ 2^s-1 -1] and A[k+2^s-1...k+2^s-1]
                into one 2s-element DFT in A[k...k+2^s-1]

Now for generating the code, we arrange the coefficient vector elements in the order of leaves. Example- The order in leaves 0, 4, 2, 6, 1, 5, 3, 7 is a bit reversal of the indices. Start with 000, 001, 010, 011, 100, 101, 110, 111 and reverse the bits of each binary number to obtain 000, 100, 010, 110, 001, 101, 011, 111.Pseudo code for iterative FFT :

BIT-REVERSE-COPY(a, A)
n = length [a]
for k = 0 to n-1
        do A[rev(k)] = a[k]
 
ITERATIVE-FFT
BIT-REVERSE-COPY(a, A)
n = length(a)
for s = 1 to log n
        do m= 2^s
      w_m = e^(2*PI*i/m)  
           for j = 0 to m/2-1
               do for k = j to n-1 by m
                      do t = wA[k+m/2]
                         u = A[k]
                         A[k] = u+t
                         A[k+m/2] = u-t 
w = w*w_n 
return A

It will be more clear from the below parallel FFT circuit :
Parallel FFT

// CPP program to implement iterative
// fast Fourier transform.
#include <bits/stdc++.h>
using namespace std;

typedef complex<double> cd;
const double PI = 3.1415926536;

// Utility function for reversing the bits
// of given index x
unsigned int bitReverse(unsigned int x, int log2n)
{
    int n = 0;
    for (int i = 0; i < log2n; i++)
    {
        n <<= 1;
        n |= (x & 1);
        x >>= 1;
    }
    return n;
}

// Iterative FFT function to compute the DFT
// of given coefficient vector
void fft(vector<cd>& a, vector<cd>& A, int log2n)
{
    int n = 4;

    // bit reversal of the given array
    for (unsigned int i = 0; i < n; ++i) {
        int rev = bitReverse(i, log2n);
        A[i] = a[rev];
    }

    // j is iota
    const complex<double> J(0, 1);
    for (int s = 1; s <= log2n; ++s) {
        int m = 1 << s; // 2 power s
        int m2 = m >> 1; // m2 = m/2 -1
        cd w(1, 0);

        // principle root of nth complex 
        // root of unity.
        cd wm = exp(J * (PI / m2)); 
        for (int j = 0; j < m2; ++j) {
            for (int k = j; k < n; k += m) {

                // t = twiddle factor
                cd t = w * A[k + m2]; 
                cd u = A[k];

                // similar calculating y[k]
                A[k] = u + t; 

                // similar calculating y[k+n/2]
                A[k + m2] = u - t; 
            }
            w *= wm;
        }
    }
}

int main()
{
    vector<cd> a{ 1, 2, 3, 4 };
    vector<cd> A(4);
    fft(a, A, 2);
    for (int i = 0; i < 4; ++i)
        cout << A[i] << "\n";
}
Input:  1 2 3 4
Output:
(10, 0)
(-2, -2)
(-2, 0)
(-2, 2)

Time complexity Analysis:
The complexity is O(nlgn). To show this we show the innermost loop runs in O(nlgn) time as :
L(n) = \sum_{s=1}^{lg \ n}\sum_{j=0}^{2^{s-1}-1}\frac{n}{2^{s}}
=\sum_{s=1}^{lg \ n}\frac{n}{2^{s}}.2^{s-1}
 =\sum_{s=1}^{lg \ n}\frac{n}{2}
 =\Theta (n \ lg \ n)



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