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Summary
This is a continuation of #2750. The reverse mode specializations introduced in that PR for the 1D FFT generalize in the obvious way to 2 dimensions.
For FFT2:
adjoint(x) += size(y) * ifft2(adjoint(y)), iFFT2:adjoint(y) += (1 / size(x)) * fft2(adjoint(x))Tests
Existing tests in
test/unit/math/mix/fun/fft_testpassSide Effects
None.
Release notes
Added reverse-mode specializations for
fft2andinv_fft2Checklist
Math issue (inverse) FFT analytic adjoint-Jacobian #2740
Copyright holder: Simons Foundation
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit)make test-headers)make test-math-dependencies)make doxygen)make cpplint)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested