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I'm trying to write an R wrapper for the FINUFFT routines for calculating the FFT of an unevenly sampled series. I have virtually no experience with C/C++, so I'm working from an example that compares the traditional Fourier transform to the NUFFT. The example code follows.

// this is all you must include for the finufft lib...
#include "finufft.h"
#include <complex>

// also needed for this example...
#include <stdio.h>
#include <stdlib.h>
using namespace std;

int main(int argc, char* argv[])
/* Simple example of calling the FINUFFT library from C++, using plain
   arrays of C++ complex numbers, with a math test. Barnett 3/10/17
   Double-precision version (see example1d1f for single-precision)

   Compile with:
   g++ -fopenmp example1d1.cpp -I ../src ../lib-static/libfinufft.a -o example1d1  -lfftw3 -lfftw3_omp -lm
   or if you have built a single-core version:
   g++ example1d1.cpp -I ../src ../lib-static/libfinufft.a -o example1d1 -lfftw3 -lm

   Usage: ./example1d1
*/
{
  int M = 1e6;            // number of nonuniform points
  int N = 1e6;            // number of modes
  double acc = 1e-9;      // desired accuracy
  nufft_opts opts; finufft_default_opts(&opts);
  complex<double> I = complex<double>(0.0,1.0);  // the imaginary unit

  // generate some random nonuniform points (x) and complex strengths (c):
  double *x = (double *)malloc(sizeof(double)*M);
  complex<double>* c = (complex<double>*)malloc(sizeof(complex<double>)*M);
  for (int j=0; j<M; ++j) {
    x[j] = M_PI*(2*((double)rand()/RAND_MAX)-1);  // uniform random in [-pi,pi)
    c[j] = 2*((double)rand()/RAND_MAX)-1 + I*(2*((double)rand()/RAND_MAX)-1);
  }
  // allocate output array for the Fourier modes:
  complex<double>* F = (complex<double>*)malloc(sizeof(complex<double>)*N);

  // call the NUFFT (with iflag=+1): note N and M are typecast to BIGINT
  int ier = finufft1d1(M,x,c,+1,acc,N,F,opts);

  int n = 142519;   // check the answer just for this mode...
  complex<double> Ftest = complex<double>(0,0);
  for (int j=0; j<M; ++j)
    Ftest += c[j] * exp(I*(double)n*x[j]);
  int nout = n+N/2;        // index in output array for freq mode n
  double Fmax = 0.0;       // compute inf norm of F
  for (int m=0; m<N; ++m) {
    double aF = abs(F[m]);
    if (aF>Fmax) Fmax=aF;
  }
  double err = abs(F[nout] - Ftest)/Fmax;
  printf("1D type-1 NUFFT done. ier=%d, err in F[%d] rel to max(F) is %.3g\n",ier,n,err);

  free(x); free(c); free(F);
  return ier;
}

Much of this I don't need, such as generating the test series and comparing to the traditional FFT. Further, I want to return the values of the transform, not just an error code indicating success. Below is my code.

#include "finufft.h"
#include <complex>
#include <Rcpp.h>
#include <stdlib.h>
using namespace Rcpp;
using namespace std;

// [[Rcpp::export]]

ComplexVector finufft(int M, NumericVector x, ComplexVector c, int N) {

  // From example code for finufft, sets precision and default options
  double acc = 1e-9;
  nufft_opts opts; finufft_default_opts(&opts);
  // allocate output array for the finufft routine:
  complex<double>* F = (complex<double>*)malloc(sizeof(complex<double>*)*N);

  // Change vector inputs from R types to C++ types
  double* xd = as< double* >(x);
  complex<double>* cd = as< complex<double>* >(c);      

  // call the NUFFT (with iflag=-1): note N and M are typecast to BIGINT
  int ier = finufft1d1(M,xd,cd,-1,acc,N,F,opts);
  ComplexVector Fd = as<ComplexVector>(*F);

  return Fd;
}

When I try to source this in Rstudio, I get the error "no matching function for call to 'as(std::complex<double>*&)'", pointing to the line declaring Fd towards the end. I believe the error indicates that either the function 'as' isn't defined (which I know is false), or the argument to 'as' isn't the correct type. The examples here include one using 'as' to convert to a NumericVector, so unless there's some complication with complex values I don't see why it should be a problem here.

I know there are potential problems using two namespaces, but I don't believe that's the issue here. My best guess is that there's an issue with how I'm trying to use pointers, but I lack the experience to identify it and I can't find any similar examples online to guide me.

Ben
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  • I checked the docs very fast, here you are trying to go from C++ to R with your last as<>, when you try to get ComplexVector, correct? In such a case you should use wrap . Secondly you use malloc, so you are losing information on the length, I find difficult to believe that as or wrap can get the length of F. I suggest you look at this example for vector of double : https://stackoverflow.com/a/19866956/4658169 – CuriouslyRecurringThoughts Jun 19 '19 at 20:50
  • Thank you, I changed the last as to wrap and it fixed that error. I see what you're saying about the length of F, but I've set it up that way because of how the finufft routine runs. I don't think I can change how I'm carrying that object around without breaking that function call. There should be N entries in F, is there a good way for me to use that information to construct an object that wrap can handle out of the pointer F? I tried something like Fd.attr("dim") = Dimension(1, N), but I get an error in Exporter.h: "cannot convert 'SEXP {aka SEXPREC*}' to 'double*' in initialization" – Ben Jun 19 '19 at 22:53
  • std::'vector has a member function called data() that returns the raw pointer to the heap-allocated buffer vector uses. When I invoke c functions from c++ I usually use data() – CuriouslyRecurringThoughts Jun 19 '19 at 23:05

1 Answers1

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Rcpp::as<T> converts from an R data type (SEXP) to a C++ data type, e.g. Rcpp::ComplexVector. This does not fit your situation, where you try to convert from a C-style array to C++. Fortunately Rcpp::Vector, which is the basis for Rcpp::ComplexVector, has a constructor for this task: Vector (InputIterator first, InputIterator last). For the other direction (going from C++ to C-style array) you can use vector.begin() or &vector[0].

However, one needs a reinterpret_cast to convert between Rcomplex* and std::complex<double>*. That should cause no problems, though, since Rcomplex (a.k.a. complex double in C) and std::complex<doulbe> are compatible.

A minimal example:

#include <Rcpp.h>
#include <complex>
using namespace Rcpp;

// [[Rcpp::export]]
ComplexVector foo(ComplexVector v) {
    std::complex<double>* F = reinterpret_cast<std::complex<double>*>(v.begin());
    int N = v.length();
    // do something with F
    ComplexVector Fd(reinterpret_cast<Rcomplex*>(F), 
                     reinterpret_cast<Rcomplex*>(F + N));
    return Fd;
}

/*** R
set.seed(42)
foo(runif(4)*(1+1i))
*/

Result:

> Rcpp::sourceCpp('56675308/code.cpp')

> set.seed(42)

> foo(runif(4)*(1+1i))
[1] 0.9148060+0.9148060i 0.9370754+0.9370754i 0.2861395+0.2861395i 0.8304476+0.8304476i

BTW, you can move these reinterpret_casts out of sight by using std::vector<std::complex<double>> as argument and return types for your function. Rcpp does the rest for you. This also helps getting rid of the naked malloc:

#include <Rcpp.h>
// dummy function with reduced signature
int finufft1d1(int M, double *xd, std::complex<double> *cd, int N, std::complex<double> *Fd) {
    return 0;
}

// [[Rcpp::export]]
std::vector<std::complex<double>> finufft(int M, 
                                          std::vector<double> x, 
                                          std::vector<std::complex<double>> c, 
                                          int N) {

    // allocate output array for the finufft routine:
    std::vector<std::complex<double>> F(N);
    // Change vector inputs from R types to C++ types
    double* xd = x.data();
    std::complex<double>* cd = c.data();      
    std::complex<double>* Fd = F.data();      

    int ier = finufft1d1(M, xd, cd, N, Fd);

    return F;
}
Ralf Stubner
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