added Eigen::FFT and

Eigen::Complex

10 files changed, 1419 insertions, 0 deletions

diff --git a/bench/benchFFT.cpp b/bench/benchFFT.cpp
new file mode 100644
index 000000000..4b6cabb55
--- /dev/null
+++ b/bench/benchFFT.cpp
@@ -0,0 +1,115 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include <complex>
+#include <vector>
+#include <Eigen/Core>
+#include <bench/BenchTimer.h>
+#ifdef USE_FFTW
+#include <fftw3.h>
+#endif
+
+#include <unsupported/Eigen/FFT>
+
+using namespace Eigen;
+using namespace std;
+
+
+template <typename T>
+string nameof();
+
+template <> string nameof<float>() {return "float";}
+template <> string nameof<double>() {return "double";}
+template <> string nameof<long double>() {return "long double";}
+
+#ifndef TYPE
+#define TYPE float
+#endif
+
+#ifndef NFFT
+#define NFFT 1024
+#endif
+#ifndef NDATA
+#define NDATA 1000000
+#endif
+
+using namespace Eigen;
+
+template <typename T>
+void bench(int nfft,bool fwd)
+{
+    typedef typename NumTraits<T>::Real Scalar;
+    typedef typename std::complex<Scalar> Complex;
+    int nits = NDATA/nfft;
+    vector<T> inbuf(nfft);
+    vector<Complex > outbuf(nfft);
+    FFT< Scalar > fft;
+
+    fft.fwd( outbuf , inbuf);
+
+    BenchTimer timer;
+    timer.reset();
+    for (int k=0;k<8;++k) {
+        timer.start();
+        for(int i = 0; i < nits; i++)
+            if (fwd)
+                fft.fwd( outbuf , inbuf);
+            else
+                fft.inv(inbuf,outbuf);
+        timer.stop();
+    }
+
+    cout << nameof<Scalar>() << " ";
+    double mflops = 5.*nfft*log2((double)nfft) / (1e6 * timer.value() / (double)nits );
+    if ( NumTraits<T>::IsComplex ) {
+        cout << "complex";
+    }else{
+        cout << "real   ";
+        mflops /= 2;
+    }
+
+    if (fwd)
+        cout << " fwd";
+    else
+        cout << " inv";
+
+    cout << " NFFT=" << nfft << "  " << (double(1e-6*nfft*nits)/timer.value()) << " MS/s  " << mflops << "MFLOPS\n";
+}
+
+int main(int argc,char ** argv)
+{
+    bench<complex<float> >(NFFT,true);
+    bench<complex<float> >(NFFT,false);
+    bench<float>(NFFT,true);
+    bench<float>(NFFT,false);
+    bench<complex<double> >(NFFT,true);
+    bench<complex<double> >(NFFT,false);
+    bench<double>(NFFT,true);
+    bench<double>(NFFT,false);
+    bench<complex<long double> >(NFFT,true);
+    bench<complex<long double> >(NFFT,false);
+    bench<long double>(NFFT,true);
+    bench<long double>(NFFT,false);
+    return 0;
+}
diff --git a/cmake/FindFFTW.cmake b/cmake/FindFFTW.cmake
new file mode 100644
index 000000000..a56450b17
--- /dev/null
+++ b/cmake/FindFFTW.cmake
@@ -0,0 +1,24 @@
+
+if (FFTW_INCLUDES AND FFTW_LIBRARIES)
+  set(FFTW_FIND_QUIETLY TRUE)
+endif (FFTW_INCLUDES AND FFTW_LIBRARIES)
+
+find_path(FFTW_INCLUDES
+  NAMES
+  fftw3.h
+  PATHS
+  $ENV{FFTWDIR}
+  ${INCLUDE_INSTALL_DIR}
+)
+
+find_library(FFTWF_LIB NAMES fftw3f PATHS $ENV{FFTWDIR} ${LIB_INSTALL_DIR})
+find_library(FFTW_LIB NAMES fftw3 PATHS $ENV{FFTWDIR} ${LIB_INSTALL_DIR})
+find_library(FFTWL_LIB NAMES fftw3l  PATHS $ENV{FFTWDIR} ${LIB_INSTALL_DIR})
+set(FFTW_LIBRARIES "${FFTWF_LIB} ${FFTW_LIB} ${FFTWL_LIB}" )
+message(STATUS "FFTW ${FFTW_LIBRARIES}" )
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(FFTW DEFAULT_MSG
+                                  FFTW_INCLUDES FFTW_LIBRARIES)
+
+mark_as_advanced(FFTW_INCLUDES FFTW_LIBRARIES)
diff --git a/unsupported/Eigen/Complex b/unsupported/Eigen/Complex
new file mode 100644
index 000000000..a0483abdf
--- /dev/null
+++ b/unsupported/Eigen/Complex
@@ -0,0 +1,180 @@
+#ifndef EIGEN_COMPLEX_H
+#define EIGEN_COMPLEX_H
+
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+// Eigen::Complex reuses as much as possible from std::complex
+// and allows easy conversion to and from, even at the pointer level.
+
+
+#include <complex>
+
+namespace Eigen {
+
+template <typename _NativePtr,typename _PunnedPtr>
+struct castable_pointer
+{
+    castable_pointer(_NativePtr ptr) : _ptr(ptr) {}
+    operator _NativePtr ()  {return _ptr;}
+    operator _PunnedPtr ()  {return reinterpret_cast<_PunnedPtr>(_ptr);}
+    private: 
+    _NativePtr _ptr;
+};
+
+template <typename T>
+struct Complex
+{
+    typedef typename std::complex<T> StandardComplex;
+    typedef T value_type;
+
+    // constructors
+    Complex(const T& re = T(), const T& im = T()) : _re(re),_im(im) { }
+    Complex(const Complex&other ): _re(other.real()) ,_im(other.imag()) {}
+
+    template<class X> 
+    Complex(const Complex<X>&other): _re(other.real()) ,_im(other.imag()) {}
+    template<class X> 
+    Complex(const std::complex<X>&other): _re(other.real()) ,_im(other.imag()) {}
+
+
+    // allow binary access to the object as a std::complex
+    typedef castable_pointer< Complex<T>*, StandardComplex* > pointer_type;
+    typedef castable_pointer< const Complex<T>*, const StandardComplex* > const_pointer_type;
+    pointer_type operator & () {return pointer_type(this);}
+    const_pointer_type operator & () const {return const_pointer_type(this);}
+
+    operator StandardComplex () const {return std_type();}
+    operator StandardComplex & () {return std_type();}
+
+    StandardComplex std_type() const {return StandardComplex(real(),imag());}
+    StandardComplex & std_type() {return *reinterpret_cast<StandardComplex*>(this);}
+
+
+    // every sort of accessor and mutator that has ever been in fashion.
+    // For a brief history, search for "std::complex over-encapsulated"
+    // http://www.open-std.org/jtc1/sc22/wg21/docs/lwg-defects.html#387
+    const T & real() const {return _re;}
+    const T & imag() const {return _im;}
+    T & real() {return _re;}
+    T & imag() {return _im;}
+    T & real(const T & x) {return _re=x;}
+    T & imag(const T & x) {return _im=x;}
+    void set_real(const T & x) {_re = x;}
+    void set_imag(const T & x) {_im = x;}
+
+    // *** complex member functions: ***
+    Complex<T>& operator= (const T& val) { _re=val;_im=0;return *this;  }
+    Complex<T>& operator+= (const T& val) {_re+=val;return *this;}
+    Complex<T>& operator-= (const T& val) {_re-=val;return *this;}
+    Complex<T>& operator*= (const T& val) {_re*=val;_im*=val;return *this;  }
+    Complex<T>& operator/= (const T& val) {_re/=val;_im/=val;return *this;  }
+
+    Complex& operator= (const Complex& rhs) {_re=rhs._re;_im=rhs._im;return *this;}
+    Complex& operator= (const StandardComplex& rhs) {_re=rhs.real();_im=rhs.imag();return *this;}
+
+    template<class X> Complex<T>& operator= (const Complex<X>& rhs) { _re=rhs._re;_im=rhs._im;return *this;}
+    template<class X> Complex<T>& operator+= (const Complex<X>& rhs) { _re+=rhs._re;_im+=rhs._im;return *this;}
+    template<class X> Complex<T>& operator-= (const Complex<X>& rhs) { _re-=rhs._re;_im-=rhs._im;return *this;}
+    template<class X> Complex<T>& operator*= (const Complex<X>& rhs) { this->std_type() *= rhs.std_type(); return *this; }
+    template<class X> Complex<T>& operator/= (const Complex<X>& rhs) { this->std_type() /= rhs.std_type(); return *this; }
+
+    private:
+    T _re;
+    T _im;
+};
+
+template <typename T>
+T ei_to_std( const T & x) {return x;}
+
+template <typename T>
+std::complex<T> ei_to_std( const Complex<T> & x) {return x.std_type();}
+
+// 26.2.6 operators
+template<class T> Complex<T> operator+(const Complex<T>& rhs) {return rhs;}
+template<class T> Complex<T> operator-(const Complex<T>& rhs) {return -ei_to_std(rhs);}
+
+template<class T> Complex<T> operator+(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) + ei_to_std(rhs);}
+template<class T> Complex<T> operator-(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) - ei_to_std(rhs);}
+template<class T> Complex<T> operator*(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) * ei_to_std(rhs);}
+template<class T> Complex<T> operator/(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) / ei_to_std(rhs);}
+template<class T> bool operator==(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) == ei_to_std(rhs);}
+template<class T> bool operator!=(const Complex<T>& lhs, const Complex<T>& rhs) { return ei_to_std(lhs) != ei_to_std(rhs);}
+
+template<class T> Complex<T> operator+(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) + ei_to_std(rhs); }
+template<class T> Complex<T> operator-(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) - ei_to_std(rhs); }
+template<class T> Complex<T> operator*(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) * ei_to_std(rhs); }
+template<class T> Complex<T> operator/(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) / ei_to_std(rhs); }
+template<class T> bool operator==(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) == ei_to_std(rhs); }
+template<class T> bool operator!=(const Complex<T>& lhs, const T& rhs) {return ei_to_std(lhs) != ei_to_std(rhs); }
+
+template<class T> Complex<T> operator+(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) + ei_to_std(rhs); }
+template<class T> Complex<T> operator-(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) - ei_to_std(rhs); }
+template<class T> Complex<T> operator*(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) * ei_to_std(rhs); }
+template<class T> Complex<T> operator/(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) / ei_to_std(rhs); }
+template<class T> bool operator==(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) == ei_to_std(rhs); }
+template<class T> bool operator!=(const T& lhs, const Complex<T>& rhs) {return ei_to_std(lhs) != ei_to_std(rhs); }
+
+template<class T, class charT, class traits>
+std::basic_istream<charT,traits>&
+  operator>> (std::basic_istream<charT,traits>& istr, Complex<T>& rhs)
+{
+    return istr >> rhs.std_type();
+}
+
+template<class T, class charT, class traits>
+std::basic_ostream<charT,traits>&
+operator<< (std::basic_ostream<charT,traits>& ostr, const Complex<T>& rhs)
+{
+    return ostr << rhs.std_type();
+}
+
+ // 26.2.7 values:
+ template<class T> T real(const Complex<T>&x) {return real(ei_to_std(x));}
+ template<class T> T abs(const Complex<T>&x) {return abs(ei_to_std(x));}
+ template<class T> T arg(const Complex<T>&x) {return arg(ei_to_std(x));}
+ template<class T> T norm(const Complex<T>&x) {return norm(ei_to_std(x));}
+
+ template<class T> Complex<T> conj(const Complex<T>&x) { return conj(ei_to_std(x));}
+ template<class T> Complex<T> polar(const T& x, const T&y) {return polar(ei_to_std(x),ei_to_std(y));} 
+ // 26.2.8 transcendentals:
+ template<class T> Complex<T> cos (const  Complex<T>&x){return cos(ei_to_std(x));}
+ template<class T> Complex<T> cosh (const  Complex<T>&x){return cosh(ei_to_std(x));}
+ template<class T> Complex<T> exp (const  Complex<T>&x){return exp(ei_to_std(x));}
+ template<class T> Complex<T> log (const  Complex<T>&x){return log(ei_to_std(x));}
+ template<class T> Complex<T> log10 (const  Complex<T>&x){return log10(ei_to_std(x));}
+
+ template<class T> Complex<T> pow(const Complex<T>&x, int p) {return pow(ei_to_std(x),ei_to_std(p));}
+ template<class T> Complex<T> pow(const Complex<T>&x, const T&p) {return pow(ei_to_std(x),ei_to_std(p));}
+ template<class T> Complex<T> pow(const Complex<T>&x, const Complex<T>&p) {return pow(ei_to_std(x),ei_to_std(p));}
+ template<class T> Complex<T> pow(const T&x, const Complex<T>&p) {return pow(ei_to_std(x),ei_to_std(p));}
+
+ template<class T> Complex<T> sin (const  Complex<T>&x){return sin(ei_to_std(x));}
+ template<class T> Complex<T> sinh (const  Complex<T>&x){return sinh(ei_to_std(x));}
+ template<class T> Complex<T> sqrt (const  Complex<T>&x){return sqrt(ei_to_std(x));}
+ template<class T> Complex<T> tan (const  Complex<T>&x){return tan(ei_to_std(x));}
+ template<class T> Complex<T> tanh (const  Complex<T>&x){return tanh(ei_to_std(x));}
+}
+
+#endif
diff --git a/unsupported/Eigen/FFT b/unsupported/Eigen/FFT
new file mode 100644
index 000000000..dc7e85908
--- /dev/null
+++ b/unsupported/Eigen/FFT
@@ -0,0 +1,95 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. 
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_FFT_H
+#define EIGEN_FFT_H
+
+// ei_kissfft_impl:  small, free, reasonably efficient default, derived from kissfft
+#include "src/FFT/ei_kissfft_impl.h"
+#define DEFAULT_FFT_IMPL ei_kissfft_impl
+
+// FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size
+#ifdef FFTW_ESTIMATE  // definition of FFTW_ESTIMATE indicates the caller has included fftw3.h, we can use FFTW routines
+#include "src/FFT/ei_fftw_impl.h"
+#undef DEFAULT_FFT_IMPL
+#define DEFAULT_FFT_IMPL ei_fftw_impl
+#endif
+
+// intel Math Kernel Library: fastest, commerical -- incompatible with Eigen in GPL form
+#ifdef _MKL_DFTI_H_ // mkl_dfti.h has been included, we can use MKL FFT routines
+// TODO 
+// #include "src/FFT/ei_imkl_impl.h"
+// #define DEFAULT_FFT_IMPL ei_imkl_impl
+#endif
+
+namespace Eigen {
+
+template <typename _Scalar,
+         typename _Traits=DEFAULT_FFT_IMPL<_Scalar> 
+         >
+class FFT
+{
+  public:
+    typedef _Traits traits_type;
+    typedef typename traits_type::Scalar Scalar;
+    typedef typename traits_type::Complex Complex;
+
+    FFT(const traits_type & traits=traits_type() ) :m_traits(traits) { }
+
+    template <typename _Input>
+    void fwd( Complex * dst, const _Input * src, int nfft)
+    {
+        m_traits.fwd(dst,src,nfft);
+    }
+
+    template <typename _Input>
+    void fwd( std::vector<Complex> & dst, const std::vector<_Input> & src) 
+    {
+        dst.resize( src.size() );
+        fwd( &dst[0],&src[0],src.size() );
+    }
+
+    template <typename _Output>
+    void inv( _Output * dst, const Complex * src, int nfft)
+    {
+        m_traits.inv( dst,src,nfft );
+    }
+
+    template <typename _Output>
+    void inv( std::vector<_Output> & dst, const std::vector<Complex> & src) 
+    {
+        dst.resize( src.size() );
+        inv( &dst[0],&src[0],src.size() );
+    }
+
+    // TODO: multi-dimensional FFTs
+    // TODO: handle Eigen MatrixBase
+
+    traits_type & traits() {return m_traits;}
+  private:
+    traits_type m_traits;
+};
+#undef DEFAULT_FFT_IMPL
+}
+#endif
diff --git a/unsupported/Eigen/src/FFT/ei_fftw_impl.h b/unsupported/Eigen/src/FFT/ei_fftw_impl.h
new file mode 100644
index 000000000..d592bbb20
--- /dev/null
+++ b/unsupported/Eigen/src/FFT/ei_fftw_impl.h
@@ -0,0 +1,198 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. 
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+namespace Eigen {
+  // FFTW uses non-const arguments
+  // so we must use ugly const_cast calls for all the args it uses
+  //
+  // This should be safe as long as 
+  // 1. we use FFTW_ESTIMATE for all our planning
+  //       see the FFTW docs section 4.3.2 "Planner Flags"
+  // 2. fftw_complex is compatible with std::complex
+  //    This assumes std::complex<T> layout is array of size 2 with real,imag
+  template <typename T> 
+  T * ei_fftw_cast(const T* p) 
+  { 
+      return const_cast<T*>( p); 
+  }
+
+  fftw_complex * ei_fftw_cast( const std::complex<double> * p) 
+  { 
+      return const_cast<fftw_complex*>( reinterpret_cast<const fftw_complex*>(p) ); 
+  }
+
+  fftwf_complex * ei_fftw_cast( const std::complex<float> * p) 
+  { 
+      return const_cast<fftwf_complex*>( reinterpret_cast<const fftwf_complex*>(p) ); 
+  }
+
+  fftwl_complex * ei_fftw_cast( const std::complex<long double> * p) 
+  { 
+      return const_cast<fftwl_complex*>( reinterpret_cast<const fftwl_complex*>(p) ); 
+  }
+
+  template <typename T> 
+  struct ei_fftw_plan {};
+
+  template <> 
+  struct ei_fftw_plan<float>
+  {
+      typedef float scalar_type;
+      typedef fftwf_complex complex_type;
+      fftwf_plan m_plan;
+      ei_fftw_plan() :m_plan(NULL) {}
+      ~ei_fftw_plan() {if (m_plan) fftwf_destroy_plan(m_plan);}
+
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE);
+          fftwf_execute_dft_r2c( m_plan,src,dst);
+      }
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftwf_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE);
+          fftwf_execute_dft_c2r( m_plan, src,dst);
+      }
+  };
+  template <> 
+  struct ei_fftw_plan<double>
+  {
+      typedef double scalar_type;
+      typedef fftw_complex complex_type;
+      fftw_plan m_plan;
+      ei_fftw_plan() :m_plan(NULL) {}
+      ~ei_fftw_plan() {if (m_plan) fftw_destroy_plan(m_plan);}
+
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE);
+          fftw_execute_dft_r2c( m_plan,src,dst);
+      }
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftw_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE);
+          fftw_execute_dft_c2r( m_plan, src,dst);
+      }
+  };
+  template <> 
+  struct ei_fftw_plan<long double>
+  {
+      typedef long double scalar_type;
+      typedef fftwl_complex complex_type;
+      fftwl_plan m_plan;
+      ei_fftw_plan() :m_plan(NULL) {}
+      ~ei_fftw_plan() {if (m_plan) fftwl_destroy_plan(m_plan);}
+
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE);
+          fftwl_execute_dft_r2c( m_plan,src,dst);
+      }
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftwl_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE);
+          fftwl_execute_dft_c2r( m_plan, src,dst);
+      }
+  };
+
+  template <typename _Scalar>
+  struct ei_fftw_impl
+  {
+      typedef _Scalar Scalar;
+      typedef std::complex<Scalar> Complex;
+
+      void clear() 
+      {
+        m_plans.clear();
+      }
+
+      void fwd( Complex * dst,const Complex *src,int nfft)
+      {
+        get_plan(nfft,false,dst,src).fwd(ei_fftw_cast(dst), ei_fftw_cast(src),nfft );
+      }
+
+      // real-to-complex forward FFT
+      void fwd( Complex * dst,const Scalar * src,int nfft) 
+      {
+          get_plan(nfft,false,dst,src).fwd(ei_fftw_cast(dst), ei_fftw_cast(src) ,nfft);
+          int nhbins=(nfft>>1)+1;
+          for (int k=nhbins;k < nfft; ++k )
+              dst[k] = conj(dst[nfft-k]);
+      }
+
+      // inverse complex-to-complex
+      void inv(Complex * dst,const Complex  *src,int nfft)
+      {
+        get_plan(nfft,true,dst,src).inv(ei_fftw_cast(dst), ei_fftw_cast(src),nfft );
+        // scaling
+        Scalar s = 1./nfft;
+        for (int k=0;k<nfft;++k)
+          dst[k] *= s;
+      }
+
+      // half-complex to scalar
+      void inv( Scalar * dst,const Complex * src,int nfft) 
+      {
+        get_plan(nfft,true,dst,src).inv(ei_fftw_cast(dst), ei_fftw_cast(src),nfft );
+        Scalar s = 1./nfft;
+        for (int k=0;k<nfft;++k)
+          dst[k] *= s;
+      }
+
+  private:
+      typedef ei_fftw_plan<Scalar> PlanData;
+      typedef std::map<int,PlanData> PlanMap;
+
+      PlanMap m_plans;
+
+      PlanData & get_plan(int nfft,bool inverse,void * dst,const void * src)
+      {
+          bool inplace = (dst==src);
+          bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0;
+          int key = (nfft<<3 ) | (inverse<<2) | (inplace<<1) | aligned;
+          return m_plans[key];
+      }
+  };
+}
diff --git a/unsupported/Eigen/src/FFT/ei_kissfft_impl.h b/unsupported/Eigen/src/FFT/ei_kissfft_impl.h
new file mode 100644
index 000000000..a84ac68a0
--- /dev/null
+++ b/unsupported/Eigen/src/FFT/ei_kissfft_impl.h
@@ -0,0 +1,412 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include <complex>
+#include <vector>
+#include <map>
+
+namespace Eigen {
+
+  // This FFT implementation was derived from kissfft http:sourceforge.net/projects/kissfft
+  // Copyright 2003-2009 Mark Borgerding
+
+  template <typename _Scalar>
+    struct ei_kiss_cpx_fft
+    {
+      typedef _Scalar Scalar;
+      typedef std::complex<Scalar> Complex;
+      std::vector<Complex> m_twiddles;
+      std::vector<int> m_stageRadix;
+      std::vector<int> m_stageRemainder;
+      std::vector<Complex> m_scratchBuf;
+      bool m_inverse;
+
+      void make_twiddles(int nfft,bool inverse)
+      {
+        m_inverse = inverse;
+        m_twiddles.resize(nfft);
+        Scalar phinc =  (inverse?2:-2)* acos( (Scalar) -1)  / nfft;
+        for (int i=0;i<nfft;++i)
+          m_twiddles[i] = exp( Complex(0,i*phinc) );
+      }
+
+      void conjugate()
+      {
+        m_inverse = !m_inverse;
+        for ( size_t i=0;i<m_twiddles.size() ;++i)
+          m_twiddles[i] = conj( m_twiddles[i] );
+      }
+
+      void factorize(int nfft)
+      {
+        //start factoring out 4's, then 2's, then 3,5,7,9,...
+        int n= nfft;
+        int p=4;
+        do {
+          while (n % p) {
+            switch (p) {
+              case 4: p = 2; break;
+              case 2: p = 3; break;
+              default: p += 2; break;
+            }
+            if (p*p>n)
+              p=n;// impossible to have a factor > sqrt(n)
+          }
+          n /= p;
+          m_stageRadix.push_back(p);
+          m_stageRemainder.push_back(n);
+          if ( p > 5 )
+              m_scratchBuf.resize(p); // scratchbuf will be needed in bfly_generic
+        }while(n>1);
+      }
+
+      template <typename _Src>
+        void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride)
+        {
+          int p = m_stageRadix[stage];
+          int m = m_stageRemainder[stage];
+          Complex * Fout_beg = xout;
+          Complex * Fout_end = xout + p*m;
+
+          if (m>1) {
+            do{
+              // recursive call:
+              // DFT of size m*p performed by doing
+              // p instances of smaller DFTs of size m, 
+              // each one takes a decimated version of the input
+              work(stage+1, xout , xin, fstride*p,in_stride);
+              xin += fstride*in_stride;
+            }while( (xout += m) != Fout_end );
+          }else{
+            do{
+              *xout = *xin;
+              xin += fstride*in_stride;
+            }while(++xout != Fout_end );
+          }
+          xout=Fout_beg;
+
+          // recombine the p smaller DFTs 
+          switch (p) {
+            case 2: bfly2(xout,fstride,m); break;
+            case 3: bfly3(xout,fstride,m); break;
+            case 4: bfly4(xout,fstride,m); break;
+            case 5: bfly5(xout,fstride,m); break;
+            default: bfly_generic(xout,fstride,m,p); break;
+          }
+        }
+
+      void bfly2( Complex * Fout, const size_t fstride, int m)
+      {
+        for (int k=0;k<m;++k) {
+          Complex t = Fout[m+k] * m_twiddles[k*fstride];
+          Fout[m+k] = Fout[k] - t;
+          Fout[k] += t;
+        }
+      }
+
+      void bfly4( Complex * Fout, const size_t fstride, const size_t m)
+      {
+        Complex scratch[6];
+        int negative_if_inverse = m_inverse * -2 +1;
+        for (size_t k=0;k<m;++k) {
+          scratch[0] = Fout[k+m] * m_twiddles[k*fstride];
+          scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2];
+          scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3];
+          scratch[5] = Fout[k] - scratch[1];
+
+          Fout[k] += scratch[1];
+          scratch[3] = scratch[0] + scratch[2];
+          scratch[4] = scratch[0] - scratch[2];
+          scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse );
+
+          Fout[k+2*m]  = Fout[k] - scratch[3];
+          Fout[k] += scratch[3];
+          Fout[k+m] = scratch[5] + scratch[4];
+          Fout[k+3*m] = scratch[5] - scratch[4];
+        }
+      }
+
+      void bfly3( Complex * Fout, const size_t fstride, const size_t m)
+      {
+        size_t k=m;
+        const size_t m2 = 2*m;
+        Complex *tw1,*tw2;
+        Complex scratch[5];
+        Complex epi3;
+        epi3 = m_twiddles[fstride*m];
+
+        tw1=tw2=&m_twiddles[0];
+
+        do{
+          scratch[1]=Fout[m] * *tw1;
+          scratch[2]=Fout[m2] * *tw2;
+
+          scratch[3]=scratch[1]+scratch[2];
+          scratch[0]=scratch[1]-scratch[2];
+          tw1 += fstride;
+          tw2 += fstride*2;
+          Fout[m] = Complex( Fout->real() - .5*scratch[3].real() , Fout->imag() - .5*scratch[3].imag() );
+          scratch[0] *= epi3.imag();
+          *Fout += scratch[3];
+          Fout[m2] = Complex(  Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() );
+          Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() );
+          ++Fout;
+        }while(--k);
+      }
+
+      void bfly5( Complex * Fout, const size_t fstride, const size_t m)
+      {
+        Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4;
+        size_t u;
+        Complex scratch[13];
+        Complex * twiddles = &m_twiddles[0];
+        Complex *tw;
+        Complex ya,yb;
+        ya = twiddles[fstride*m];
+        yb = twiddles[fstride*2*m];
+
+        Fout0=Fout;
+        Fout1=Fout0+m;
+        Fout2=Fout0+2*m;
+        Fout3=Fout0+3*m;
+        Fout4=Fout0+4*m;
+
+        tw=twiddles;
+        for ( u=0; u<m; ++u ) {
+          scratch[0] = *Fout0;
+
+          scratch[1]  = *Fout1 * tw[u*fstride];
+          scratch[2]  = *Fout2 * tw[2*u*fstride];
+          scratch[3]  = *Fout3 * tw[3*u*fstride];
+          scratch[4]  = *Fout4 * tw[4*u*fstride];
+
+          scratch[7] = scratch[1] + scratch[4];
+          scratch[10] = scratch[1] - scratch[4];
+          scratch[8] = scratch[2] + scratch[3];
+          scratch[9] = scratch[2] - scratch[3];
+
+          *Fout0 +=  scratch[7];
+          *Fout0 +=  scratch[8];
+
+          scratch[5] = scratch[0] + Complex(
+              (scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ),
+              (scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real())
+              );
+
+          scratch[6] = Complex(
+              (scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()),
+              -(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag())
+              );
+
+          *Fout1 = scratch[5] - scratch[6];
+          *Fout4 = scratch[5] + scratch[6];
+
+          scratch[11] = scratch[0] +
+            Complex(
+                (scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()),
+                (scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real())
+                );
+
+          scratch[12] = Complex(
+              -(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()),
+              (scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag())
+              );
+
+          *Fout2=scratch[11]+scratch[12];
+          *Fout3=scratch[11]-scratch[12];
+
+          ++Fout0;++Fout1;++Fout2;++Fout3;++Fout4;
+        }
+      }
+
+      /* perform the butterfly for one stage of a mixed radix FFT */
+      void bfly_generic(
+          Complex * Fout,
+          const size_t fstride,
+          int m,
+          int p
+          )
+      {
+        int u,k,q1,q;
+        Complex * twiddles = &m_twiddles[0];
+        Complex t;
+        int Norig = m_twiddles.size();
+        Complex * scratchbuf = &m_scratchBuf[0];
+
+        for ( u=0; u<m; ++u ) {
+          k=u;
+          for ( q1=0 ; q1<p ; ++q1 ) {
+            scratchbuf[q1] = Fout[ k  ];
+            k += m;
+          }
+
+          k=u;
+          for ( q1=0 ; q1<p ; ++q1 ) {
+            int twidx=0;
+            Fout[ k ] = scratchbuf[0];
+            for (q=1;q<p;++q ) {
+              twidx += fstride * k;
+              if (twidx>=Norig) twidx-=Norig;
+              t=scratchbuf[q] * twiddles[twidx];
+              Fout[ k ] += t;
+            }
+            k += m;
+          }
+        }
+      }
+    };
+
+  template <typename _Scalar>
+    struct ei_kissfft_impl
+    {
+      typedef _Scalar Scalar;
+      typedef std::complex<Scalar> Complex;
+
+      void clear() 
+      {
+        m_plans.clear();
+        m_realTwiddles.clear();
+      }
+
+      template <typename _Src>
+        void fwd( Complex * dst,const _Src *src,int nfft)
+        {
+          get_plan(nfft,false).work(0, dst, src, 1,1);
+        }
+
+      // real-to-complex forward FFT
+      // perform two FFTs of src even and src odd
+      // then twiddle to recombine them into the half-spectrum format
+      // then fill in the conjugate symmetric half
+      void fwd( Complex * dst,const Scalar * src,int nfft) 
+      {
+        if ( nfft&3  ) {
+          // use generic mode for odd
+          get_plan(nfft,false).work(0, dst, src, 1,1);
+        }else{
+          int ncfft = nfft>>1;
+          int ncfft2 = nfft>>2;
+          Complex * rtw = real_twiddles(ncfft2);
+
+          // use optimized mode for even real
+          fwd( dst, reinterpret_cast<const Complex*> (src), ncfft);
+          Complex dc = dst[0].real() +  dst[0].imag();
+          Complex nyquist = dst[0].real() -  dst[0].imag();
+          int k;
+          for ( k=1;k <= ncfft2 ; ++k ) {
+            Complex fpk = dst[k];
+            Complex fpnk = conj(dst[ncfft-k]);
+            Complex f1k = fpk + fpnk;
+            Complex f2k = fpk - fpnk;
+            Complex tw= f2k * rtw[k-1];
+            dst[k] =  (f1k + tw) * Scalar(.5);
+            dst[ncfft-k] =  conj(f1k -tw)*Scalar(.5);
+          }
+
+          // place conjugate-symmetric half at the end for completeness
+          // TODO: make this configurable ( opt-out )
+          for ( k=1;k < ncfft ; ++k )
+            dst[nfft-k] = conj(dst[k]);
+          dst[0] = dc;
+          dst[ncfft] = nyquist;
+        }
+      }
+
+      // inverse complex-to-complex
+      void inv(Complex * dst,const Complex  *src,int nfft)
+      {
+        get_plan(nfft,true).work(0, dst, src, 1,1);
+        scale(dst, nfft, Scalar(1)/nfft );
+      }
+
+      // half-complex to scalar
+      void inv( Scalar * dst,const Complex * src,int nfft) 
+      {
+        if (nfft&3) {
+          m_tmpBuf.resize(nfft);
+          inv(&m_tmpBuf[0],src,nfft);
+          for (int k=0;k<nfft;++k)
+            dst[k] = m_tmpBuf[k].real();
+        }else{
+          // optimized version for multiple of 4
+          int ncfft = nfft>>1;
+          int ncfft2 = nfft>>2;
+          Complex * rtw = real_twiddles(ncfft2);
+          m_tmpBuf.resize(ncfft);
+          m_tmpBuf[0] = Complex( src[0].real() + src[ncfft].real(), src[0].real() - src[ncfft].real() );
+          for (int k = 1; k <= ncfft / 2; ++k) {
+            Complex fk = src[k];
+            Complex fnkc = conj(src[ncfft-k]);
+            Complex fek = fk + fnkc;
+            Complex tmp = fk - fnkc;
+            Complex fok = tmp * conj(rtw[k-1]);
+            m_tmpBuf[k] = fek + fok;
+            m_tmpBuf[ncfft-k] = conj(fek - fok);
+          }
+          scale(&m_tmpBuf[0], ncfft, Scalar(1)/nfft );
+          get_plan(ncfft,true).work(0, reinterpret_cast<Complex*>(dst), &m_tmpBuf[0], 1,1);
+        }
+      }
+
+      private:
+      typedef ei_kiss_cpx_fft<Scalar> PlanData;
+      typedef std::map<int,PlanData> PlanMap;
+
+      PlanMap m_plans;
+      std::map<int, std::vector<Complex> > m_realTwiddles;
+      std::vector<Complex> m_tmpBuf;
+
+      int PlanKey(int nfft,bool isinverse) const { return (nfft<<1) | isinverse; }
+
+      PlanData & get_plan(int nfft,bool inverse)
+      {
+        // TODO look for PlanKey(nfft, ! inverse) and conjugate the twiddles
+        PlanData & pd = m_plans[ PlanKey(nfft,inverse) ];
+        if ( pd.m_twiddles.size() == 0 ) {
+          pd.make_twiddles(nfft,inverse);
+          pd.factorize(nfft);
+        }
+        return pd;
+      }
+
+      Complex * real_twiddles(int ncfft2)
+      {
+        std::vector<Complex> & twidref = m_realTwiddles[ncfft2];// creates new if not there
+        if ( (int)twidref.size() != ncfft2 ) {
+          twidref.resize(ncfft2);
+          int ncfft= ncfft2<<1;
+          Scalar pi =  acos( Scalar(-1) );
+          for (int k=1;k<=ncfft2;++k) 
+            twidref[k-1] = exp( Complex(0,-pi * ((double) (k) / ncfft + .5) ) );
+        }
+        return &twidref[0];
+      }
+
+      void scale(Complex *dst,int n,Scalar s) 
+      {
+        for (int k=0;k<n;++k)
+          dst[k] *= s;
+      }
+    };
+}
diff --git a/unsupported/doc/examples/FFT.cpp b/unsupported/doc/examples/FFT.cpp
new file mode 100644
index 000000000..55e29585a
--- /dev/null
+++ b/unsupported/doc/examples/FFT.cpp
@@ -0,0 +1,117 @@
+//  To use the simple FFT implementation
+//  g++ -o demofft -I.. -Wall -O3 FFT.cpp 
+
+//  To use the FFTW implementation
+//  g++ -o demofft -I.. -DUSE_FFTW -Wall -O3 FFT.cpp -lfftw3 -lfftw3f -lfftw3l
+
+#ifdef USE_FFTW
+#include <fftw3.h>
+#endif
+
+#include <vector>
+#include <complex>
+#include <algorithm>
+#include <iterator>
+#include <Eigen/Core>
+#include <unsupported/Eigen/FFT>
+
+using namespace std;
+using namespace Eigen;
+
+template <typename T>
+T mag2(T a)
+{
+    return a*a;
+}
+template <typename T>
+T mag2(std::complex<T> a)
+{
+    return norm(a);
+}
+
+template <typename T>
+T mag2(const std::vector<T> & vec)
+{
+    T out=0;
+    for (size_t k=0;k<vec.size();++k)
+        out += mag2(vec[k]);
+    return out;
+}
+
+template <typename T>
+T mag2(const std::vector<std::complex<T> > & vec)
+{
+    T out=0;
+    for (size_t k=0;k<vec.size();++k)
+        out += mag2(vec[k]);
+    return out;
+}
+
+template <typename T>
+vector<T> operator-(const vector<T> & a,const vector<T> & b )
+{
+    vector<T> c(a);
+    for (size_t k=0;k<b.size();++k) 
+        c[k] -= b[k];
+    return c;
+}
+
+template <typename T>
+void RandomFill(std::vector<T> & vec)
+{
+    for (size_t k=0;k<vec.size();++k)
+        vec[k] = T( rand() )/T(RAND_MAX) - .5;
+}
+
+template <typename T>
+void RandomFill(std::vector<std::complex<T> > & vec)
+{
+    for (size_t k=0;k<vec.size();++k)
+        vec[k] = std::complex<T> ( T( rand() )/T(RAND_MAX) - .5, T( rand() )/T(RAND_MAX) - .5);
+}
+
+template <typename T_time,typename T_freq>
+void fwd_inv(size_t nfft)
+{
+    typedef typename NumTraits<T_freq>::Real Scalar;
+    vector<T_time> timebuf(nfft);
+    RandomFill(timebuf);
+
+    vector<T_freq> freqbuf;
+    static FFT<Scalar> fft;
+    fft.fwd(freqbuf,timebuf);
+
+    vector<T_time> timebuf2;
+    fft.inv(timebuf2,freqbuf);
+
+    long double rmse = mag2(timebuf - timebuf2) / mag2(timebuf);
+    cout << "roundtrip rmse: " << rmse << endl;
+}
+
+template <typename T_scalar>
+void two_demos(int nfft)
+{
+    cout << "     scalar ";
+    fwd_inv<T_scalar,std::complex<T_scalar> >(nfft);
+    cout << "    complex ";
+    fwd_inv<std::complex<T_scalar>,std::complex<T_scalar> >(nfft);
+}
+
+void demo_all_types(int nfft)
+{
+    cout << "nfft=" << nfft << endl;
+    cout << "   float" << endl;
+    two_demos<float>(nfft);
+    cout << "   double" << endl;
+    two_demos<double>(nfft);
+    cout << "   long double" << endl;
+    two_demos<long double>(nfft);
+}
+
+int main()
+{
+    demo_all_types( 2*3*4*5*7 );
+    demo_all_types( 2*9*16*25 );
+    demo_all_types( 1024 );
+    return 0;
+}
diff --git a/unsupported/test/CMakeLists.txt b/unsupported/test/CMakeLists.txt
index abfbb0185..f42077bdc 100644
--- a/unsupported/test/CMakeLists.txt
+++ b/unsupported/test/CMakeLists.txt
@@ -19,3 +19,10 @@ ei_add_test(autodiff)
 ei_add_test(BVH)
 ei_add_test(matrixExponential)
 ei_add_test(alignedvector3)
+ei_add_test(FFT)
+
+find_package(FFTW)
+if(FFTW_FOUND)
+  ei_add_test(FFTW  " " "-lfftw3 -lfftw3f -lfftw3l" )
+endif(FFTW_FOUND)
+
diff --git a/unsupported/test/FFT.cpp b/unsupported/test/FFT.cpp
new file mode 100644
index 000000000..f0b9b68bf
--- /dev/null
+++ b/unsupported/test/FFT.cpp
@@ -0,0 +1,135 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "main.h"
+#include <unsupported/Eigen/FFT>
+
+using namespace std;
+
+float norm(float x) {return x*x;}
+double norm(double x) {return x*x;}
+long double norm(long double x) {return x*x;}
+
+template < typename T>
+complex<long double>  promote(complex<T> x) { return complex<long double>(x.real(),x.imag()); }
+
+complex<long double>  promote(float x) { return complex<long double>( x); }
+complex<long double>  promote(double x) { return complex<long double>( x); }
+complex<long double>  promote(long double x) { return complex<long double>( x); }
+    
+
+    template <typename T1,typename T2>
+    long double fft_rmse( const vector<T1> & fftbuf,const vector<T2> & timebuf)
+    {
+        long double totalpower=0;
+        long double difpower=0;
+        cerr <<"idx\ttruth\t\tvalue\t|dif|=\n";
+        for (size_t k0=0;k0<fftbuf.size();++k0) {
+            complex<long double> acc = 0;
+            long double phinc = -2.*k0* M_PIl / timebuf.size();
+            for (size_t k1=0;k1<timebuf.size();++k1) {
+                acc +=  promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) );
+            }
+            totalpower += norm(acc);
+            complex<long double> x = promote(fftbuf[k0]); 
+            complex<long double> dif = acc - x;
+            difpower += norm(dif);
+            cerr << k0 << "\t" << acc << "\t" <<  x << "\t" << sqrt(norm(dif)) << endl;
+        }
+        cerr << "rmse:" << sqrt(difpower/totalpower) << endl;
+        return sqrt(difpower/totalpower);
+    }
+
+    template <typename T1,typename T2>
+    long double dif_rmse( const vector<T1> buf1,const vector<T2> buf2)
+    {
+        long double totalpower=0;
+        long double difpower=0;
+        size_t n = min( buf1.size(),buf2.size() );
+        for (size_t k=0;k<n;++k) {
+            totalpower += (norm( buf1[k] ) + norm(buf2[k]) )/2.;
+            difpower += norm(buf1[k] - buf2[k]);
+        }
+        return sqrt(difpower/totalpower);
+    }
+
+template <class T>
+void test_scalar(int nfft)
+{
+    typedef typename Eigen::FFT<T>::Complex Complex;
+    typedef typename Eigen::FFT<T>::Scalar Scalar;
+
+    FFT<T> fft;
+    vector<Scalar> inbuf(nfft);
+    vector<Complex> outbuf;
+    for (int k=0;k<nfft;++k)
+        inbuf[k]= (T)(rand()/(double)RAND_MAX - .5);
+    fft.fwd( outbuf,inbuf);
+    VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>()  );// gross check
+
+    vector<Scalar> buf3;
+    fft.inv( buf3 , outbuf);
+    VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>()  );// gross check
+}
+
+template <class T>
+void test_complex(int nfft)
+{
+    typedef typename Eigen::FFT<T>::Complex Complex;
+
+    FFT<T> fft;
+
+    vector<Complex> inbuf(nfft);
+    vector<Complex> outbuf;
+    vector<Complex> buf3;
+    for (int k=0;k<nfft;++k)
+        inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) );
+    fft.fwd( outbuf , inbuf);
+
+    VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>()  );// gross check
+
+    fft.inv( buf3 , outbuf);
+
+    VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>()  );// gross check
+}
+
+void test_FFT()
+{
+
+  CALL_SUBTEST( test_complex<float>(32) ); CALL_SUBTEST( test_complex<double>(32) ); CALL_SUBTEST( test_complex<long double>(32) );
+  CALL_SUBTEST( test_complex<float>(256) ); CALL_SUBTEST( test_complex<double>(256) ); CALL_SUBTEST( test_complex<long double>(256) );
+  CALL_SUBTEST( test_complex<float>(3*8) ); CALL_SUBTEST( test_complex<double>(3*8) ); CALL_SUBTEST( test_complex<long double>(3*8) );
+  CALL_SUBTEST( test_complex<float>(5*32) ); CALL_SUBTEST( test_complex<double>(5*32) ); CALL_SUBTEST( test_complex<long double>(5*32) );
+  CALL_SUBTEST( test_complex<float>(2*3*4) ); CALL_SUBTEST( test_complex<double>(2*3*4) ); CALL_SUBTEST( test_complex<long double>(2*3*4) );
+  CALL_SUBTEST( test_complex<float>(2*3*4*5) ); CALL_SUBTEST( test_complex<double>(2*3*4*5) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5) );
+  CALL_SUBTEST( test_complex<float>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<double>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) );
+
+
+
+  CALL_SUBTEST( test_scalar<float>(32) ); CALL_SUBTEST( test_scalar<double>(32) ); CALL_SUBTEST( test_scalar<long double>(32) );
+  CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) );
+  CALL_SUBTEST( test_scalar<float>(50) ); CALL_SUBTEST( test_scalar<double>(50) ); CALL_SUBTEST( test_scalar<long double>(50) );
+  CALL_SUBTEST( test_scalar<float>(256) ); CALL_SUBTEST( test_scalar<double>(256) ); CALL_SUBTEST( test_scalar<long double>(256) );
+  CALL_SUBTEST( test_scalar<float>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<double>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<long double>(2*3*4*5*7) );
+}
diff --git a/unsupported/test/FFTW.cpp b/unsupported/test/FFTW.cpp
new file mode 100644
index 000000000..cf7be75aa
--- /dev/null
+++ b/unsupported/test/FFTW.cpp
@@ -0,0 +1,136 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#include "main.h"
+#include <fftw3.h>
+#include <unsupported/Eigen/FFT>
+
+using namespace std;
+
+float norm(float x) {return x*x;}
+double norm(double x) {return x*x;}
+long double norm(long double x) {return x*x;}
+
+template < typename T>
+complex<long double>  promote(complex<T> x) { return complex<long double>(x.real(),x.imag()); }
+
+complex<long double>  promote(float x) { return complex<long double>( x); }
+complex<long double>  promote(double x) { return complex<long double>( x); }
+complex<long double>  promote(long double x) { return complex<long double>( x); }
+    
+
+    template <typename T1,typename T2>
+    long double fft_rmse( const vector<T1> & fftbuf,const vector<T2> & timebuf)
+    {
+        long double totalpower=0;
+        long double difpower=0;
+        cerr <<"idx\ttruth\t\tvalue\t|dif|=\n";
+        for (size_t k0=0;k0<fftbuf.size();++k0) {
+            complex<long double> acc = 0;
+            long double phinc = -2.*k0* M_PIl / timebuf.size();
+            for (size_t k1=0;k1<timebuf.size();++k1) {
+                acc +=  promote( timebuf[k1] ) * exp( complex<long double>(0,k1*phinc) );
+            }
+            totalpower += norm(acc);
+            complex<long double> x = promote(fftbuf[k0]); 
+            complex<long double> dif = acc - x;
+            difpower += norm(dif);
+            cerr << k0 << "\t" << acc << "\t" <<  x << "\t" << sqrt(norm(dif)) << endl;
+        }
+        cerr << "rmse:" << sqrt(difpower/totalpower) << endl;
+        return sqrt(difpower/totalpower);
+    }
+
+    template <typename T1,typename T2>
+    long double dif_rmse( const vector<T1> buf1,const vector<T2> buf2)
+    {
+        long double totalpower=0;
+        long double difpower=0;
+        size_t n = min( buf1.size(),buf2.size() );
+        for (size_t k=0;k<n;++k) {
+            totalpower += (norm( buf1[k] ) + norm(buf2[k]) )/2.;
+            difpower += norm(buf1[k] - buf2[k]);
+        }
+        return sqrt(difpower/totalpower);
+    }
+
+template <class T>
+void test_scalar(int nfft)
+{
+    typedef typename Eigen::FFT<T>::Complex Complex;
+    typedef typename Eigen::FFT<T>::Scalar Scalar;
+
+    FFT<T> fft;
+    vector<Scalar> inbuf(nfft);
+    vector<Complex> outbuf;
+    for (int k=0;k<nfft;++k)
+        inbuf[k]= (T)(rand()/(double)RAND_MAX - .5);
+    fft.fwd( outbuf,inbuf);
+    VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>()  );// gross check
+
+    vector<Scalar> buf3;
+    fft.inv( buf3 , outbuf);
+    VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>()  );// gross check
+}
+
+template <class T>
+void test_complex(int nfft)
+{
+    typedef typename Eigen::FFT<T>::Complex Complex;
+
+    FFT<T> fft;
+
+    vector<Complex> inbuf(nfft);
+    vector<Complex> outbuf;
+    vector<Complex> buf3;
+    for (int k=0;k<nfft;++k)
+        inbuf[k]= Complex( (T)(rand()/(double)RAND_MAX - .5), (T)(rand()/(double)RAND_MAX - .5) );
+    fft.fwd( outbuf , inbuf);
+
+    VERIFY( fft_rmse(outbuf,inbuf) < test_precision<T>()  );// gross check
+
+    fft.inv( buf3 , outbuf);
+
+    VERIFY( dif_rmse(inbuf,buf3) < test_precision<T>()  );// gross check
+}
+
+void test_FFTW()
+{
+
+  CALL_SUBTEST( test_complex<float>(32) ); CALL_SUBTEST( test_complex<double>(32) ); CALL_SUBTEST( test_complex<long double>(32) );
+  CALL_SUBTEST( test_complex<float>(256) ); CALL_SUBTEST( test_complex<double>(256) ); CALL_SUBTEST( test_complex<long double>(256) );
+  CALL_SUBTEST( test_complex<float>(3*8) ); CALL_SUBTEST( test_complex<double>(3*8) ); CALL_SUBTEST( test_complex<long double>(3*8) );
+  CALL_SUBTEST( test_complex<float>(5*32) ); CALL_SUBTEST( test_complex<double>(5*32) ); CALL_SUBTEST( test_complex<long double>(5*32) );
+  CALL_SUBTEST( test_complex<float>(2*3*4) ); CALL_SUBTEST( test_complex<double>(2*3*4) ); CALL_SUBTEST( test_complex<long double>(2*3*4) );
+  CALL_SUBTEST( test_complex<float>(2*3*4*5) ); CALL_SUBTEST( test_complex<double>(2*3*4*5) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5) );
+  CALL_SUBTEST( test_complex<float>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<double>(2*3*4*5*7) ); CALL_SUBTEST( test_complex<long double>(2*3*4*5*7) );
+
+
+
+  CALL_SUBTEST( test_scalar<float>(32) ); CALL_SUBTEST( test_scalar<double>(32) ); CALL_SUBTEST( test_scalar<long double>(32) );
+  CALL_SUBTEST( test_scalar<float>(45) ); CALL_SUBTEST( test_scalar<double>(45) ); CALL_SUBTEST( test_scalar<long double>(45) );
+  CALL_SUBTEST( test_scalar<float>(50) ); CALL_SUBTEST( test_scalar<double>(50) ); CALL_SUBTEST( test_scalar<long double>(50) );
+  CALL_SUBTEST( test_scalar<float>(256) ); CALL_SUBTEST( test_scalar<double>(256) ); CALL_SUBTEST( test_scalar<long double>(256) );
+  CALL_SUBTEST( test_scalar<float>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<double>(2*3*4*5*7) ); CALL_SUBTEST( test_scalar<long double>(2*3*4*5*7) );
+}