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Fast Discrete Fourier Transform with MKL

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Hi all,

In R programming, there is the "fft" function: https://stat.ethz.ch/R-manual/R-devel/library/stats/html/fft.html

> x <- c(102, 55, 89, 12, 3, 45, 9)> fft(x)
[1] 315.00000+ 0.00000i  98.57101-82.76603i -23.61882-18.71932i
[4] 124.54781+ 5.66758i 124.54781- 5.66758i -23.61882+18.71932i
[7]  98.57101+82.76603i
> Re(fft(x))
[1] 315.00000  98.57101 -23.61882 124.54781 124.54781 -23.61882  98.57101

What I have to is to replicate the Re(fft(x)) output in Fortran. I wonder if Intel MKL could do the job.

! testfft.f90

program myfft

 implicit none
 integer, dimension(7) :: x
 double precision, dimension(7) :: Refftx

 x = (/ 102, 55, 89, 12, 3, 45, 9 /)

 ! ============================================================ !
 ! Here, I need to use a fft function to return the result in R !
 ! ============================================================ !
 
 ! For example,
 
 Refftx = theFFTfunctionIdonotKnow(x)

 print*, Refftx

end program myfft

How do I have to build/compile the "testfft.f90" file?

The machine I use is equipped with Intel Parallel Studio XE 2013. I generally compile .f90 files by typing ifort myfile.f90 on the Intel 64 Visual Studio 2008 mode command prompt. The machine runs Window 7 64 bit.

Thank you very much!


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