I am trying to write an FFT application in Excel that claculates frequencies, amplitude and phase. I know how to use the in-built function but the data I am trying to analyse has 32,795 points, more than the maximum 4096 for the in-buit function.
Does anyone know how I can either (1) Increase the maximum number of data inputs? (2) Write my own macro to avoid using the in-built function (if this allows me to analyse all the points)? or (3) Start over in Matlab or a with programming language that allows me to analyse all the points and get all the data I need?
You can easily use the matlab built in function and it doesnt have the limitation like Excel and then import the results to excel
Yes, Excel FFT has the limit of data point 4096 and slow.
I programmed FFT using only Excel VBA code and there is no limit of the data point.
Below is the performance for the data point count. There was a part where I could speed it up a bit, but I didn't b/c it makes the code less readable. However, even now, it may be the fastest FFT code in the Excel.
[data point] [FFT execution time]
4 kB 62ms
16 kB 235ms
64 kB 984ms
I implemented Cooley-Tukey algorithm, and use several techniques to speed-up the code running time in the Excel environment.
You can find the code and download the excel file in here. ( https://infograph.tistory.com/351 )
Otherwise you can review main logic as below:
'Module: fftProgram
'Author: HJ Park
'Date : 2019.5.18(v1.0), 2022.8.1(v2.0)
Option Explicit
Public Const myPI As Double = 3.14159265358979
Public Function Log2(X As Long) As Double
Log2 = Log(X) / Log(2)
End Function
Public Function Ceiling(ByVal X As Double, Optional ByVal Factor As Double = 1) As Double
' X is the value you want to round
' Factor is the multiple to which you want to round
Ceiling = (Int(X / Factor) - (X / Factor - Int(X / Factor) > 0)) * Factor
End Function
Public Function Floor(ByVal X As Double, Optional ByVal Factor As Double = 1) As Double
' X is the value you want to round
' Factor is the multiple to which you want to round
Floor = Int(X / Factor) * Factor
End Function
' return 0 if N is 2^n value,
' return (2^n - N) if N is not 2^n value. 2^n is Ceiling value.
' return -1, if error
Public Function IsPowerOfTwo(N As Long) As Long
If N = 0 Then GoTo EXIT_FUNCTION
Dim c As Long, F As Double
c = Ceiling(Log2(N)) 'Factor=0, therefore C is an integer number
F = Floor(Log2(N))
If c = F Then
IsPowerOfTwo = 0
Else
IsPowerOfTwo = (2 ^ c - N)
End If
Exit Function
EXIT_FUNCTION:
IsPowerOfTwo = -1
End Function
''''''''''''''''''''''''''''
'''''''''''''''''''''''''''''
Function MakePowerOfTwoSize(ByRef r As Range, ByVal fillCount As Long) As Boolean
Dim arr() As Integer
On Error GoTo ERROR_HANDLE
'1)make a array with zero
ReDim arr(0 To fillCount - 1) As Integer
'2)set a range to be filled with zero
Dim fillRowStart As Long
Dim fillRange As Range
fillRowStart = r.Row + r.Rows.Count
Set fillRange = Range(Cells(fillRowStart, r.Column), Cells(fillRowStart + fillCount - 1, r.Column))
'3)fill as zero
fillRange = arr
'4)update range area to be extended
Set r = Union(r, fillRange)
MakePowerOfTwoSize = True
Exit Function
ERROR_HANDLE:
MakePowerOfTwoSize = False
End Function
' read the range and return it as complex value array
Function Range2Array(r As Range) As Complex()
Dim i As Long, size As Long
Dim arr() As Complex
size = r.Rows.Count
ReDim arr(0 To size - 1) As Complex
Dim re As Double, im As Double
On Error GoTo ERROR_HANDLE
For i = 1 To size
arr(i - 1) = String2Complex(r.Rows(i).Value)
Next i
Range2Array = arr
Exit Function
ERROR_HANDLE:
MsgBox "Error: " & i
End Function
Function ArrangedNum(num As Long, numOfBits As Integer) As Long
Dim arr() As Byte
Dim i As Integer, j As Integer
Dim k As Long
If (2 ^ numOfBits) <= num Then GoTo EXIT_FUNCTION
'1) Decimal number -> Reversed Binary array : (13,4) -> {1,1,0,1} -> {1,0,1,1}
ReDim arr(0 To numOfBits - 1) As Byte
For i = 0 To numOfBits - 1
j = (numOfBits - 1) - i
k = Int((num / (2 ^ j)))
arr(j) = (k And 1)
Next i
'2) Reversed Binary -> Decimal: {1,0,1,1} -> 1*2^3 + 0*2^2 + 1*2&1 + 1 = 11
Dim d As Long
For i = 0 To numOfBits - 1
d = d + (arr(i) * 2 ^ (numOfBits - 1 - i))
Next i
ArrangedNum = d
Exit Function
EXIT_FUNCTION:
ArrangedNum = 0
End Function
' rangeArr[1 to n, 1]
Function arrangeToFFTArray(arr() As Complex, size As Long, numOfBits As Integer) As Complex()
Dim i As Long, j As Long
Dim arrangedArr() As Complex
ReDim arrangedArr(0 To size - 1) As Complex
For i = 0 To size - 1
j = ArrangedNum(i, numOfBits) '{000,001,010, 011, 100, 101, 110, 111} -> {0, 4, 2, 6, 1, 5, 3, 7}
arrangedArr(j) = arr(i)
Next i
arrangeToFFTArray = arrangedArr
End Function
' calculate convolution ring W
' W[k] = cos(theta) - isin(theta)
' theta = (2pi*k/N)
Function CalculateW(cnt As Long, isInverse As Boolean) As Complex()
Dim arr() As Complex
Dim i As Long
Dim T As Double, theta As Double
Dim N As Long, N2 As Long
N = cnt
N2 = N / 2
ReDim arr(0 To N2 - 1) As Complex 'enough to calculate 0 to (N/2 -1)
T = 2 * myPI / CDbl(N)
If isInverse Then
For i = 0 To N2 - 1
theta = -(T * i)
arr(i) = Cplx(Cos(theta), -Sin(theta))
Next i
Else
For i = 0 To N2 - 1
theta = T * i
arr(i) = Cplx(Cos(theta), -Sin(theta))
Next i
End If
CalculateW = arr
End Function
' X({0,1}, [0,n-1]): 2d array. (0, n) <--> (1,n)
' src: src index of the array. 0 or 1
' tgt: tgt index of the array. 1 or 0
' s : starting index of the data in the array
' size: region size to be calculated
' kJump : k's jumping value
' W(0 ~ n-1) : Convolution ring
Sub RegionFFT(X() As Complex, src As Integer, tgt As Integer, _
s As Long, size As Long, kJump As Long, W() As Complex)
Dim i As Long, e As Long
Dim half As Long
Dim k As Long
Dim T As Complex
' Xm+1[i] = Xm[i] + Xm[i+half]W[k]
' Xm+1[i+half] = Xm[i] - Xm[i+half]W[k]
k = 0
e = s + (size / 2) - 1
half = size / 2
For i = s To e
T = CMult(X(src, i + half), W(k))
X(tgt, i) = CAdd(X(src, i), T)
X(tgt, i + half) = CSub(X(src, i), T)
k = k + kJump
Next i
End Sub
Sub WriteToTarget(tgtRange As Range, X() As Complex, tgtIdx As Integer, N As Long, roundDigit As Integer)
Dim i As Long
Dim arr() As Variant
ReDim arr(0 To N - 1) As Variant
For i = 0 To N - 1
If X(tgtIdx, i).im < 0 Then
arr(i) = Round(X(tgtIdx, i).re, roundDigit) & Round(X(tgtIdx, i).im, roundDigit) & "i"
Else
arr(i) = Round(X(tgtIdx, i).re, roundDigit) & "+" & Round(X(tgtIdx, i).im, roundDigit) & "i"
End If
Next i
tgtRange.Rows = Application.Transpose(arr)
End Sub
' xRange: input data
' tgtRange: output range
' isInverse: FFT or IFFT
Public Function FFT_Forward(xRange As Range, tgtRangeStart As Range, roundDigit As Integer, isInverse As Boolean) As Complex()
Dim i As Long, N As Long
Dim totalLoop As Integer, curLoop As Integer 'enough as Integer b/c it is used for loop varoable
Dim xArr() As Complex, xSortedArr() As Complex
Dim W() As Complex 'convolution ring
Dim X() As Complex 'output result
Dim errMsg As String
errMsg = "Uncatched error"
'1) check whether 2^r count data, if not pad to zero
Dim fillCount As Long
N = xRange.Rows.Count
fillCount = IsPowerOfTwo(N)
If fillCount = -1 Then
errMsg = "No input data. Choose input data"
GoTo ERROR_HANDLE
End If
If fillCount <> 0 Then
If MakePowerOfTwoSize(xRange, fillCount) = False Then 'xRange's size will be chnaged
errMsg = "Error while zero padding"
GoTo ERROR_HANDLE
End If
End If
'2) calculate loop count for FFT: 2->1 4->2 8->3 ...
N = xRange.Rows.Count 'xRange's size can be changed so read one more...
totalLoop = Log2(N)
'3) sort x for 2's FFT : convert to reversed binary and then convert to decimal
xArr = Range2Array(xRange) 'xArr[0,n-1]
xSortedArr = arrangeToFFTArray(xArr, N, totalLoop) 'xSortedArr[0,n-1]
'4) calculate W
W = CalculateW(N, isInverse)
'5) use 2-dimensional array to save memory space. X[0, ] <-> X[1, ]
ReDim X(0 To 1, 0 To N - 1) As Complex
For i = 0 To N - 1
X(0, i) = xSortedArr(i)
Next i
'6) Do 2's FFT with sorted x
Dim srcIdx As Integer, tgtIdx As Integer
Dim kJump As Long, regionSize As Long
tgtIdx = 0
For curLoop = 0 To totalLoop - 1
tgtIdx = (tgtIdx + 1) Mod 2
srcIdx = (tgtIdx + 1) Mod 2
regionSize = 2 ^ (curLoop + 1) ' if N=8: 2 -> 4 -> 8
kJump = 2 ^ (totalLoop - curLoop - 1) ' if N=8: 4 -> 2 -> 1
i = 0
Do While i < N
Call RegionFFT(X, srcIdx, tgtIdx, i, regionSize, kJump, W)
i = i + regionSize
Loop
Next curLoop
'7)return the value
Dim resultIdx As Integer
If (totalLoop Mod 2) = 0 Then resultIdx = 0 Else resultIdx = 1
Dim result() As Complex
ReDim result(0 To N - 1) As Complex
If isInverse = True Then
For i = 0 To N - 1
result(i) = CDivR(X(resultIdx, i), N)
Next i
Else
For i = 0 To N - 1
result(i) = X(resultIdx, i)
Next i
End If
FFT_Forward = result
Exit Function
ERROR_HANDLE:
Err.Raise Number:=vbObjectError, Description:=("FFT calculation error: " & errMsg)
End Function
Public Sub FFT(xRange As Range, tgtRangeStart As Range, roundDigit As Integer)
Dim X() As Complex
Dim tgtRange As Range
'1. calculate FFT_forward value
On Error GoTo ERROR_HANDLE
X = FFT_Forward(xRange, tgtRangeStart, roundDigit, False)
'2. write to the worksheet
Dim N As Long
N = UBound(X) - LBound(X) + 1
Dim i As Long
Dim arr() As Variant
ReDim arr(0 To N - 1) As Variant
For i = 0 To N - 1
If X(i).im < 0 Then
arr(i) = Round(X(i).re, roundDigit) & Round(X(i).im, roundDigit) & "i"
Else
arr(i) = Round(X(i).re, roundDigit) & "+" & Round(X(i).im, roundDigit) & "i"
End If
Next i
Set tgtRange = Range(Cells(tgtRangeStart.Row, tgtRangeStart.Column), Cells(tgtRangeStart.Row + N - 1, tgtRangeStart.Column))
tgtRange.Rows = Application.Transpose(arr)
Exit Sub
ERROR_HANDLE:
End Sub
Public Sub IFFT(xRange As Range, tgtRangeStart As Range, roundDigit As Integer)
Dim X() As Complex
Dim tgtRange As Range
'1. calculate FFT_forward value
On Error GoTo ERROR_HANDLE
X = FFT_Forward(xRange, tgtRangeStart, roundDigit, True)
'2.write to the worksheet
Dim N As Long
N = UBound(X) - LBound(X) + 1
Dim arr() As Variant
ReDim arr(0 To N - 1) As Variant
Dim i As Long
For i = 0 To N - 1
arr(i) = Round(X(i).re, roundDigit)
Next i
Set tgtRange = Range(Cells(tgtRangeStart.Row, tgtRangeStart.Column), Cells(tgtRangeStart.Row + N - 1, tgtRangeStart.Column))
tgtRange.Rows = Application.Transpose(arr)
Exit Sub
ERROR_HANDLE:
End Sub
Sub LoadFFTForm()
FFT_Form.Show
In alternative to the VBA solution from HeeJin, with LAMBDA
functions in recent versions of Excel it is possible to implement the FFT as a pure formula (ie without VBA).
One such implementation is https://github.com/altomani/XL-FFT .
For power of two length it uses a recursive radix-2 Cooley-Tukey algorithm and for other length a version of Bluestein's algorithm that reduces the calculation to a power of two case.
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