Doing FFT in realtime

Question

I want to do the FFT of an audio signal in real time, meaning while the person is speaking in the microphone. I will fetch the data (I do this with portaudio, if it would be eas

Answer 1

I use a Sliding DFT, which is many times faster than an FFT in the case where you need to do a fourier transform each time a sample arrives in the input buffer.

It's based on the fact that once you have performed a fourier transform for the last N samples, and a new sample arrives, you can "undo" the effect of the oldest sample, and apply the effect of the latest sample, in a single pass through the fourier data! This means that the sliding DFT performance is O(n) compared with O(Log2(n) times n) for the FFT. Also, there's no restriction to powers of two for the buffer size to maintain performance.

The complete test program below compares the sliding DFT with fftw. In my production code I've optimized the below code to unreadibility, to make it three times faster.

    #include 
#include 
#include 
#include 
#include 

#define DO_FFTW // libfftw
#define DO_SDFT

#if defined(DO_FFTW)
#pragma comment( lib, "d:\\projects\\common\\fftw\\libfftw3-3.lib" )

namespace fftw {
#include 
}

fftw::fftw_plan plan_fwd;
fftw::fftw_plan plan_inv;

#endif

typedef std::complex complex;

// Buffer size, make it a power of two if you want to improve fftw
const int N = 750;


// input signal
complex in[N];

// frequencies of input signal after ft
// Size increased by one because the optimized sdft code writes data to freqs[N]
complex freqs[N+1];

// output signal after inverse ft of freqs
complex out1[N];
complex out2[N];

// forward coeffs -2 PI e^iw -- normalized (divided by N)
complex coeffs[N];
// inverse coeffs 2 PI e^iw
complex icoeffs[N];

// global index for input and output signals
int idx;


// these are just there to optimize (get rid of index lookups in sdft)
complex oldest_data, newest_data;

//initilaize e-to-the-i-thetas for theta = 0..2PI in increments of 1/N
void init_coeffs()
{
    for (int i = 0; i < N; ++i) {
        double a = -2.0 * PI * i  / double(N);
        coeffs[i] = complex(cos(a)/* / N */, sin(a) /* / N */);
    }
    for (int i = 0; i < N; ++i) {
        double a = 2.0 * PI * i  / double(N);
        icoeffs[i] = complex(cos(a),sin(a));
    }
}


// initialize all data buffers
void init()
{
    // clear data
    for (int i = 0; i < N; ++i)
        in[i] = 0;
    // seed rand()
    srand(857);
    init_coeffs();
    oldest_data = newest_data = 0.0;
    idx = 0;
}

// simulating adding data to circular buffer
void add_data()
{
    oldest_data = in[idx];
    newest_data = in[idx] = complex(rand() / double(N));

}


// sliding dft
void sdft()
{
    complex delta = newest_data - oldest_data;
    int ci = 0;
    for (int i = 0; i < N; ++i) {
        freqs[i] += delta * coeffs[ci];
        if ((ci += idx) >= N)
            ci -= N;
    }
}

// sliding inverse dft
void isdft()
{
    complex delta = newest_data - oldest_data;
    int ci = 0;
    for (int i = 0; i < N; ++i) {
        freqs[i] += delta * icoeffs[ci];
        if ((ci += idx) >= N)
            ci -= N;
    }
}

// "textbook" slow dft, nested loops, O(N*N)
void ft()
{
    for (int i = 0; i < N; ++i) {
        freqs[i] = 0.0;
        for (int j = 0; j < N; ++j) {
            double a = -2.0 * PI * i * j / double(N);
            freqs[i] += in[j] * complex(cos(a),sin(a));
        }
    }
}

double mag(complex& c)
{
    return sqrt(c.real() * c.real() + c.imag() * c.imag());
}

void powr_spectrum(double *powr)
{
    for (int i = 0; i < N/2; ++i) {
        powr[i] = mag(freqs[i]);
    }

}

int main(int argc, char *argv[])
{
    const int NSAMPS = N*10;
    clock_t start, finish;

#if defined(DO_SDFT)
// ------------------------------ SDFT ---------------------------------------------
    init();

    start = clock();
    for (int i = 0; i < NSAMPS; ++i) {

        add_data();

        sdft();
        // Mess about with freqs[] here
        //isdft();

        if (++idx == N) idx = 0; // bump global index

        if ((i % 1000) == 0)
            std::cerr << i << " iters..." << '\r';
    }
    finish = clock();

    std::cout << "SDFT: " << NSAMPS / ((finish-start) / (double)CLOCKS_PER_SEC) << " fts per second." << std::endl;

    double powr1[N/2];
    powr_spectrum(powr1);
#endif

#if defined(DO_FFTW)

// ------------------------------ FFTW ---------------------------------------------
    plan_fwd = fftw::fftw_plan_dft_1d(N, (fftw::fftw_complex *)in, (fftw::fftw_complex *)freqs, FFTW_FORWARD, FFTW_MEASURE);
    plan_inv = fftw::fftw_plan_dft_1d(N, (fftw::fftw_complex *)freqs, (fftw::fftw_complex *)out2, FFTW_BACKWARD, FFTW_MEASURE);

    init();

    start = clock();
    for (int i = 0; i < NSAMPS; ++i) {

        add_data();

        fftw::fftw_execute(plan_fwd);
        // mess about with freqs here
        //fftw::fftw_execute(plan_inv);

        if (++idx == N) idx = 0; // bump global index

        if ((i % 1000) == 0)
            std::cerr << i << " iters..." << '\r';
    }
    // normalize fftw's output 
    for (int j = 0; j < N; ++j)
        out2[j] /= N;

    finish = clock();

    std::cout << "FFTW: " << NSAMPS / ((finish-start) / (double)CLOCKS_PER_SEC) << " fts per second." << std::endl;
    fftw::fftw_destroy_plan(plan_fwd);
    fftw::fftw_destroy_plan(plan_inv);

    double powr2[N/2];
    powr_spectrum(powr2);
#endif
#if defined(DO_SDFT) && defined(DO_FFTW)
// ------------------------------      ---------------------------------------------
    const double MAX_PERMISSIBLE_DIFF = 1e-11; // DBL_EPSILON;
    double diff;
    // check my ft gives same power spectrum as FFTW
    for (int i = 0; i < N/2; ++i)
        if ( (diff = abs(powr1[i] - powr2[i])) > MAX_PERMISSIBLE_DIFF)
            printf("Values differ by more than %g at index %d.  Diff = %g\n", MAX_PERMISSIBLE_DIFF, i, diff);

#endif
    return 0;
}