Matrix multiplication in a cpp file for Matlab - c++

How would I do a matrix multiplication in cpp format that would after be compiled into a mex file?
My normal matrix multiplication in a Matlab script is as follow:
cMatrix = (1 / r) * pfMatrix * wcMatrix; %here pfMatrix is 2x3 and wcMatrix is 3x8
% Hence cMatrix is 2x8
% r is a scalar
The pfMatrix, wcMatrix and r are declared correctly in the cpp file and they have the same values as in the script. However cMatrix doesn't give me the same results. Here the implementation of the Matrix multiplication in the cpp :
int i, n, j;
for (i = 0; i<1; i++)
{
for (n = 0; n<7; n++)
{
for (j = 0; j<2; j++)
{
d->cMatrix[i][n] += (d->pfMatrix[i][j]) * (d->wcMatrix[j][n]);
}
d->cMatrix[i][n] = (1 / d->r) * d->cMatrix[i][n];
}
}
Edit:
I modified the loop following Ben Voigt answer. The results in cMatrix are still not identical to the one calculated from the Matlab script.
For example :
pfMatrix = [7937.91049469652,0,512;0,7933.81033431703,384];
wcMatrix = [-0.880633810389421,-1.04063381038942,-1.04063381038942,-0.880633810389421,-0.815633810389421,-1.10563381038942,-1.10563381038942,-0.815633810389421;-0.125,-0.125,0.125,0.125,-0.29,-0.29,0.29,0.29;100,100,100,100,100,100,100,100];
r = 100;
In this case, cMatrix(1,1) is :
(pfMatrix(1,1)*wcMatrix(1,1) + pfMatrix(1,2)*wcMatrix(2,1) + pfMatrix(1,3)*wcMatrix(3,1)) / r = 442.09
However, with the mex file the equivalent result is 959.
Edit #2:
I found the error in an element of pfMatrix that was not declared correctly (missing a division by 2). So the answer of Ben Voigt is working correctly. However, there is still a slight difference between the two results (Matlab script gives 442 and the mex gives 447, could it be a results of different data type?).
Edit #3:
Found the error and it was not related with the matrix multiplication loop.

Using your result matrix as scratch space is not a great idea. The compiler has to worry about aliasing, which means it can't optimize.
Try an explicit working variable, which also provides a convenient place to zero it:
for (int i = 0; i < 2; ++i) {
for (int n = 0; n < 8; ++n) {
double accum = 0.0;
for (int j = 0; j < 3; ++j) {
accum += (d->pfMatrix[i][j]) * (d->wcMatrix[j][n]);
}
d->cMatrix[i][n] = accum / d->r;
}
}
Your ranges were also wrong, which I've fixed.
(Also note that good performance on large matrices requires banding to get good cache behavior, however that shouldn't be an issue on a product of this size.)

A multiplication between matrices must be in this way: A[m][n] * B[n][p] = R[m][p].
The conditions that you wrote in the for loops are not correct and doesn't respect the matrix dimensions.
Look also at the Eigen libraries, which are open-source and provide a simple way to do the matrix multiplications.

Related

How to do by element processing on OpenCV Mat and GpuMat effectively?

I am using OpenCV C++ for image processing. I want to do some fast processing on Mat and GpuMat by element.
For example, I have to apply a complexed function to every element of the Mat or GpuMat. Currently, I am accessing each element of a Mat by looping as below:
// C++ Example 1: a and b are Mat
for (int i = 0; i < 512; i++) {
for (int j = 0; j < 512; j++) {
double sPixel = s.at<double>(512 * i + j);
if (sPixel >= 0 && sPixel <= 1) {
a.at<double>(512 * i + j) = double(1);
} else if (sPixel > 1) {
b.at<double>(512 * i + j) = double(1);
}
}
}
// C++ Example 2: f, x are Mat
for (int i = 0; i < 512; i++) {
for (int j = 0; j < 512; j++) {
f.at<double>(512 * i + j) = (1 / (2 * sigma)) * (1 + cos(pi * x.at<double>(512 * i + j) / sigma));
}
}
However, I think this method is slow because there are no actual relations among elements of Mat, if the by element calculation is done parallelly it would be better.
On the other hand, I cannot access elements of GpuMat. If I download and upload data between Mat and GpuMat frequently, it would be extremely slow and the advantage of using GPU does not exist.
So my question is:
What are some improved ways to do by element processing on Mat and GpuMat?
Especially those provided by OpenCV itself.
How to do by element processing on GpuMat?
You just use built-in openCV functions that do per-element operations. E.g. you have overloaded matrix operators for addition, subtraction of matrices or matrices and scalars, functions for element-wise multiplication, division, absolute difference, trigonometric functions, powers, roots etc. They usually have the same name as the standard library math functions. Just search the docs. For comparing matrix elements like in your first example, use matrix expressions.
This is really the same as the point 1. You have to check the functions that openCV provide and divide your operation into steps that might be executed with those function. E.g. here is the nice list of such functions:
http://docs.opencv.org/2.4/modules/gpu/doc/per_element_operations.html
http://docs.opencv.org/trunk/d8/d34/group__cudaarithm__elem.html
If the above functions are not enough for you, avoid accessing pixels by using at() method as this is extremely inefficent and not recommended when iterating through all the pixels. Use the ptr() function instead to access whole rows.
Here is the example how can you transform your calculations using the above techniques:
//first example
b = (s > 1);
a = (s >= 0).mul(s <= 1);
//second example
f = (1 / (2*sigma)) * ((1 + cos_mat) / sigma);
There is no per-element cos() function in openCV, but if you want performance, you can implement cosine as Taylor series, which will equal a couple of per-element multiplications and subtractions/additions, and obtain the cos_mat matrix that way. You can find an example here:
http://answers.opencv.org/question/55602/sine-or-cosine-of-every-element-in-mat-c/

Orthogonalization in QR Factorization outputting slightly innaccurate orthogonalized matrix

I am writing code for QR Factorization and for some reason my orthogonal method does not work as intended. Basically, my proj() method is outputting random projections. Here is the code:
apmatrix<double> proj(apmatrix<double> v, apmatrix<double> u)
//Projection of u onto v
{
//proj(v,u) = [(u dot v)/(v dot v)]*v
double a = mult(transpose(u,u),v)[0][0], b = mult(transpose(v,v),v)[0][0], c = (a/b);
apmatrix<double>k;
k.resize(v.numrows(),v.numcols());
for(int i = 0; i<v.numrows(); i++)
{
for(int j = 0; j<v.numcols(); j++)
{
k[i][j]=v[i][j]*c;
}
}
return k;
}
I tested the method by itself with manual matrix inputs, and it seems to work fine. Here is my orthogonal method:
apmatrix<double> orthogonal(apmatrix<double> A) //Orthogonal
{
/*
n = (number of columns of A)-1
x = columns of A
v0 = x0
v1 = x1 - proj(v0,x1)
vn = xn - proj(v0,xn) - proj(v1,xn) - ... - proj(v(n-1),xn)
V = {v1, v2, ..., vn} or [v0 v1 ... vn]
*/
apmatrix<double> V, x, v;
int n = A.numcols();
V.resize(A.numrows(),n);
x.resize(A.numrows(), 1);
v.resize(A.numrows(),1);
for(int i = 0; i<A.numrows(); i++)
{
x[i][0]=A[i][1];
v[i][0]=A[i][0];
V[i][0]=A[i][0];
}
for (int c = 1; c<n; c++) //Iterates through each col of A as if each was its own matrix
{
apmatrix<double>vn,vc; //vn = Orthogonalized v (avoiding matrix overwriting of v); vc = previously orthogonalized v
vn=x;
vc.resize(v.numrows(), 1);
for(int i=0; i<c; i++) //Vn = an-(sigma(t=1, n-1, proj(vt, xn))
{
for(int k = 0; k<V.numrows(); k++)
vc[k][0] = V[k][i]; //Sets vc to designated v matrix
apmatrix<double>temp = proj(vc, x);
for(int j = 0; j<A.numrows(); j++)
{
vn[j][0]-=temp[j][0]; //orthogonalize matrix
}
}
for(int k = 0; k<V.numrows(); k++)
{
V[k][c]=vn[k][0]; //Subtracts orthogonalized col to V
v[k][0]=V[k][c]; //v is redundant. more of a placeholder
}
if((c+1)<A.numcols()) //Matrix Out of Bounds Checker
{
for(int k = 0; k<A.numrows(); k++)
{
vn[k][0]=0;
vc[k][0]=0;
x[k][0]=A[k][c+1]; //Moves x onto next v
}
}
}
system("PAUSE");
return V;
}
For testing purposes, I have been using the 2D Array: [[1,1,4],[1,4,2],[1,4,2],[1,1,0]]. Each column is its own 4x1 matrix. The matrices should be outputted as: [1,1,1,1]T, [-1.5,1.5,1.5,-1.5]T, and [2,0,0,-2]T respectively. What's happening now is that the first column comes out correctly (it's the same matrix), but the second and third come out to something that is potentially similar but not equal to their intended values.
Again, each time I call on the orthogonal method, it outputs something different. I think it's due to the numbers inputted in the proj() method, but I am not fully sure.
The apmatrix is from the AP college board, back when they taught cpp. It is similar to vectors or ArrayLists in Java.
Here is a link to apmatrix.cpp and to the documentation or conditions (probably more useful), apmatrix.h.
Here is a link to the full code (I added visual markers to see what the computer is doing).
It's fair to assume that all custom methods work as intended (except maybe Matrix Regressions, but that's irrelevant). And be sure to enter the matrix using the enter method before trying to factorize. The code might be inefficient partly because I self-taught myself cpp not too long ago and I've been trying different ways to fix my code. Thank you for the help!
As said in comments:
#AhmedFasih After doing more tests today, I have found that it is in-fact some >memory issue. I found that for some reason, if a variable or an apmatrix object >is declared within a loop, initialized, then that loop is reiterated, the >memory does not entirely wipe the value stored in that variable or object. This >is noted in two places in my code. For whatever reason, I had to set the >doubles a,b, and c to 0 in the proj method and apmatrixdh to 0 in the >mult method or they would store some value in the next iteration. Thank you so >much for you help!

Weird but close fft and ifft of image in c++

I wrote a program that loads, saves, and performs the fft and ifft on black and white png images. After much debugging headache, I finally got some coherent output only to find that it distorted the original image.
input:
fft:
ifft:
As far as I have tested, the pixel data in each array is stored and converted correctly. Pixels are stored in two arrays, 'data' which contains the b/w value of each pixel and 'complex_data' which is twice as long as 'data' and stores real b/w value and imaginary parts of each pixel in alternating indices. My fft algorithm operates on an array structured like 'complex_data'. After code to read commands from the user, here's the code in question:
if (cmd == "fft")
{
if (height > width) size = height;
else size = width;
N = (int)pow(2.0, ceil(log((double)size)/log(2.0)));
temp_data = (double*) malloc(sizeof(double) * width * 2); //array to hold each row of the image for processing in FFT()
for (i = 0; i < (int) height; i++)
{
for (j = 0; j < (int) width; j++)
{
temp_data[j*2] = complex_data[(i*width*2)+(j*2)];
temp_data[j*2+1] = complex_data[(i*width*2)+(j*2)+1];
}
FFT(temp_data, N, 1);
for (j = 0; j < (int) width; j++)
{
complex_data[(i*width*2)+(j*2)] = temp_data[j*2];
complex_data[(i*width*2)+(j*2)+1] = temp_data[j*2+1];
}
}
transpose(complex_data, width, height); //tested
free(temp_data);
temp_data = (double*) malloc(sizeof(double) * height * 2);
for (i = 0; i < (int) width; i++)
{
for (j = 0; j < (int) height; j++)
{
temp_data[j*2] = complex_data[(i*height*2)+(j*2)];
temp_data[j*2+1] = complex_data[(i*height*2)+(j*2)+1];
}
FFT(temp_data, N, 1);
for (j = 0; j < (int) height; j++)
{
complex_data[(i*height*2)+(j*2)] = temp_data[j*2];
complex_data[(i*height*2)+(j*2)+1] = temp_data[j*2+1];
}
}
transpose(complex_data, height, width);
free(temp_data);
free(data);
data = complex_to_real(complex_data, image.size()/4); //tested
image = bw_data_to_vector(data, image.size()/4); //tested
cout << "*** fft success ***" << endl << endl;
void FFT(double* data, unsigned long nn, int f_or_b){ // f_or_b is 1 for fft, -1 for ifft
unsigned long n, mmax, m, j, istep, i;
double wtemp, w_real, wp_real, wp_imaginary, w_imaginary, theta;
double temp_real, temp_imaginary;
// reverse-binary reindexing to separate even and odd indices
// and to allow us to compute the FFT in place
n = nn<<1;
j = 1;
for (i = 1; i < n; i += 2) {
if (j > i) {
swap(data[j-1], data[i-1]);
swap(data[j], data[i]);
}
m = nn;
while (m >= 2 && j > m) {
j -= m;
m >>= 1;
}
j += m;
};
// here begins the Danielson-Lanczos section
mmax = 2;
while (n > mmax) {
istep = mmax<<1;
theta = f_or_b * (2 * M_PI/mmax);
wtemp = sin(0.5 * theta);
wp_real = -2.0 * wtemp * wtemp;
wp_imaginary = sin(theta);
w_real = 1.0;
w_imaginary = 0.0;
for (m = 1; m < mmax; m += 2) {
for (i = m; i <= n; i += istep) {
j = i + mmax;
temp_real = w_real * data[j-1] - w_imaginary * data[j];
temp_imaginary = w_real * data[j] + w_imaginary * data[j-1];
data[j-1] = data[i-1] - temp_real;
data[j] = data[i] - temp_imaginary;
data[i-1] += temp_real;
data[i] += temp_imaginary;
}
wtemp = w_real;
w_real += w_real * wp_real - w_imaginary * wp_imaginary;
w_imaginary += w_imaginary * wp_real + wtemp * wp_imaginary;
}
mmax=istep;
}}
My ifft is the same only with the f_or_b set to -1 instead of 1. My program calls FFT() on each row, transposes the image, calls FFT() on each row again, then transposes back. Is there maybe an error with my indexing?
Not an actual answer as this question is Debug only so some hints instead:
your results are really bad
it should look like this:
first line is the actual DFFT result
Re,Im,Power is amplified by a constant otherwise you would see a black image
the last image is IDFFT of the original not amplified Re,IM result
the second line is the same but the DFFT result is wrapped by half size of image in booth x,y to match the common results in most DIP/CV texts
As you can see if you IDFFT back the wrapped results the result is not correct (checker board mask)
You have just single image as DFFT result
is it power spectrum?
or you forget to include imaginary part? to view only or perhaps also to computation somewhere as well?
is your 1D **DFFT working?**
for real data the result should be symmetric
check the links from my comment and compare the results for some sample 1D array
debug/repair your 1D FFT first and only then move to the next level
do not forget to test Real and complex data ...
your IDFFT looks BW (no gray) saturated
so did you amplify the DFFT results to see the image and used that for IDFFT instead of the original DFFT result?
also check if you do not round to integers somewhere along the computation
beware of (I)DFFT overflows/underflows
If your image pixel intensities are big and the resolution of image too then your computation could loss precision. Newer saw this in images but if your image is HDR then it is possible. This is a common problem with convolution computed by DFFT for big polynomials.
Thank you everyone for your opinions. All that stuff about memory corruption, while it makes a point, is not the root of the problem. The sizes of data I'm mallocing are not overly large, and I am freeing them in the right places. I had a lot of practice with this while learning c. The problem was not the fft algorithm either, nor even my 2D implementation of it.
All I missed was the scaling by 1/(M*N) at the very end of my ifft code. Because the image is 512x512, I needed to scale my ifft output by 1/(512*512). Also, my fft looks like white noise because the pixel data was not rescaled to fit between 0 and 255.
Suggest you look at the article http://www.yolinux.com/TUTORIALS/C++MemoryCorruptionAndMemoryLeaks.html
Christophe has a good point but he is wrong about it not being related to the problem because it seems that in modern times using malloc instead of new()/free() does not initialise memory or select best data type which would result in all problems listed below:-
Possibly causes are:
Sign of a number changing somewhere, I have seen similar issues when a platform invoke has been used on a dll and a value is passed by value instead of reference. It is caused by memory not necessarily being empty so when your image data enters it will have boolean maths performed on its values. I would suggest that you make sure memory is empty before you put your image data there.
Memory rotating right (ROR in assembly langauge) or left (ROL) . This will occur if data types are being used which do not necessarily match, eg. a signed value entering an unsigned data type or if the number of bits is different in one variable to another.
Data being lost due to an unsigned value entering a signed variable. Outcomes are 1 bit being lost because it will be used to determine negative or positive, or at extremes if twos complement takes place the number will become inverted in meaning, look for twos complement on wikipedia.
Also see how memory should be cleared/assigned before use. http://www.cprogramming.com/tutorial/memory_debugging_parallel_inspector.html

C++ OpenCV: What is the easiest way to apply 2-D convolution

I have a Kernel filter that I generated and I want to apply it to my image but I could not get a right result by doing this:
Actually I can use a different method as well since I am not to familiar with opencv I need help thanks.
channel[c] is the read image;
int size = 5; // Gaussian filter box side size
double gauss[5][5];
int sidestp = (size - 1) / 2;
// I have a function to generate the gaussiankernel filter
float sum = 0;
for (int x = 1; x < channels[c].cols - 1; x++){
for (int y = 1; y < channels[c].rows - 1; y++){
for (int i = -size; i <= size; i++){
for (int j = -sidestp; j <= sidestp; j++){
sum = sum + gauss[i + sidestp][j + sidestp] * channels[c].at<uchar>(x - i, y - j);
}
}
result.at<uchar>(y, x) = sum;
}
}
OpenCV has an inbuilt function filter2D that does this convolution for you.
You need to provide your source and destination images, along with the custom kernel (as a Mat), and a few more arguments. See this if it still bothers you.
Just to add to the previous answer, since you are performing Gaussian blur, you can use the OpenCV GaussianBlur (Check here). Unlike filter2D, you can use the standard deviations as input parameter.

generating correct spectrogram using fftw and window function

For a project I need to be able to generate a spectrogram from a .WAV file. I've read the following should be done:
Get N (transform size) samples
Apply a window function
Do a Fast Fourier Transform using the samples
Normalise the output
Generate spectrogram
On the image below you see two spectrograms of a 10000 Hz sine wave both using the hanning window function. On the left you see a spectrogram generated by audacity and on the right my version. As you can see my version has a lot more lines/noise. Is this leakage in different bins? How would I get a clear image like the one audacity generates. Should I do some post-processing? I have not yet done any normalisation because do not fully understand how to do so.
update
I found this tutorial explaining how to generate a spectrogram in c++. I compiled the source to see what differences I could find.
My math is very rusty to be honest so I'm not sure what the normalisation does here:
for(i = 0; i < half; i++){
out[i][0] *= (2./transform_size);
out[i][6] *= (2./transform_size);
processed[i] = out[i][0]*out[i][0] + out[i][7]*out[i][8];
//sets values between 0 and 1?
processed[i] =10. * (log (processed[i] + 1e-6)/log(10)) /-60.;
}
after doing this I got this image (btw I've inverted the colors):
I then took a look at difference of the input samples provided by my sound library and the one of the tutorial. Mine were way higher so I manually normalised is by dividing it by the factor 32767.9. I then go this image which looks pretty ok I think. But dividing it by this number seems wrong. And I would like to see a different solution.
Here is the full relevant source code.
void Spectrogram::process(){
int i;
int transform_size = 1024;
int half = transform_size/2;
int step_size = transform_size/2;
double in[transform_size];
double processed[half];
fftw_complex *out;
fftw_plan p;
out = (fftw_complex*) fftw_malloc(sizeof(fftw_complex) * transform_size);
for(int x=0; x < wavFile->getSamples()/step_size; x++){
int j = 0;
for(i = step_size*x; i < (x * step_size) + transform_size - 1; i++, j++){
in[j] = wavFile->getSample(i)/32767.9;
}
//apply window function
for(i = 0; i < transform_size; i++){
in[i] *= windowHanning(i, transform_size);
// in[i] *= windowBlackmanHarris(i, transform_size);
}
p = fftw_plan_dft_r2c_1d(transform_size, in, out, FFTW_ESTIMATE);
fftw_execute(p); /* repeat as needed */
for(i = 0; i < half; i++){
out[i][0] *= (2./transform_size);
out[i][11] *= (2./transform_size);
processed[i] = out[i][0]*out[i][0] + out[i][12]*out[i][13];
processed[i] =10. * (log (processed[i] + 1e-6)/log(10)) /-60.;
}
for (i = 0; i < half; i++){
if(processed[i] > 0.99)
processed[i] = 1;
In->setPixel(x,(half-1)-i,processed[i]*255);
}
}
fftw_destroy_plan(p);
fftw_free(out);
}
This is not exactly an answer as to what is wrong but rather a step by step procedure to debug this.
What do you think this line does? processed[i] = out[i][0]*out[i][0] + out[i][12]*out[i][13] Likely that is incorrect: fftw_complex is typedef double fftw_complex[2], so you only have out[i][0] and out[i][1], where the first is the real and the second the imaginary part of the result for that bin. If the array is contiguous in memory (which it is), then out[i][12] is likely the same as out[i+6][0] and so forth. Some of these will go past the end of the array, adding random values.
Is your window function correct? Print out windowHanning(i, transform_size) for every i and compare with a reference version (for example numpy.hanning or the matlab equivalent). This is the most likely cause, what you see looks like a bad window function, kind of.
Print out processed, and compare with a reference version (given the same input, of course you'd have to print the input and reformat it to feed into pylab/matlab etc). However, the -60 and 1e-6 are fudge factors which you don't want, the same effect is better done in a different way. Calculate like this:
power_in_db[i] = 10 * log(out[i][0]*out[i][0] + out[i][1]*out[i][1])/log(10)
Print out the values of power_in_db[i] for the same i but for all x (a horizontal line). Are they approximately the same?
If everything so far is good, the remaining suspect is setting the pixel values. Be very explicit about clipping to range, scaling and rounding.
int pixel_value = (int)round( 255 * (power_in_db[i] - min_db) / (max_db - min_db) );
if (pixel_value < 0) { pixel_value = 0; }
if (pixel_value > 255) { pixel_value = 255; }
Here, again, print out the values in a horizontal line, and compare with the grayscale values in your pgm (by hand, using the colorpicker in photoshop or gimp or similar).
At this point, you will have validated everything from end to end, and likely found the bug.
The code you produced, was almost correct. So, you didn't left me much to correct:
void Spectrogram::process(){
int transform_size = 1024;
int half = transform_size/2;
int step_size = transform_size/2;
double in[transform_size];
double processed[half];
fftw_complex *out;
fftw_plan p;
out = (fftw_complex*) fftw_malloc(sizeof(fftw_complex) * transform_size);
for (int x=0; x < wavFile->getSamples()/step_size; x++) {
// Fill the transformation array with a sample frame and apply the window function.
// Normalization is performed later
// (One error was here: you didn't set the last value of the array in)
for (int j = 0, int i = x * step_size; i < x * step_size + transform_size; i++, j++)
in[j] = wavFile->getSample(i) * windowHanning(j, transform_size);
p = fftw_plan_dft_r2c_1d(transform_size, in, out, FFTW_ESTIMATE);
fftw_execute(p); /* repeat as needed */
for (int i=0; i < half; i++) {
// (Here were some flaws concerning the access of the complex values)
out[i][0] *= (2./transform_size); // real values
out[i][1] *= (2./transform_size); // complex values
processed[i] = out[i][0]*out[i][0] + out[i][1]*out[i][1]; // power spectrum
processed[i] = 10./log(10.) * log(processed[i] + 1e-6); // dB
// The resulting spectral values in 'processed' are in dB and related to a maximum
// value of about 96dB. Normalization to a value range between 0 and 1 can be done
// in several ways. I would suggest to set values below 0dB to 0dB and divide by 96dB:
// Transform all dB values to a range between 0 and 1:
if (processed[i] <= 0) {
processed[i] = 0;
} else {
processed[i] /= 96.; // Reduce the divisor if you prefer darker peaks
if (processed[i] > 1)
processed[i] = 1;
}
In->setPixel(x,(half-1)-i,processed[i]*255);
}
// This should be called each time fftw_plan_dft_r2c_1d()
// was called to avoid a memory leak:
fftw_destroy_plan(p);
}
fftw_free(out);
}
The two corrected bugs were most probably responsible for the slight variation of successive transformation results. The Hanning window is very vell suited to minimize the "noise" so a different window would not have solved the problem (actually #Alex I already pointed to the 2nd bug in his point 2. But in his point 3. he added a -Inf-bug as log(0) is not defined which can happen if your wave file containts a stretch of exact 0-values. To avoid this the constant 1e-6 is good enough).
Not asked, but there are some optimizations:
put p = fftw_plan_dft_r2c_1d(transform_size, in, out, FFTW_ESTIMATE); outside the main loop,
precalculate the window function outside the main loop,
abandon the array processed and just use a temporary variable to hold one spectral line at a time,
the two multiplications of out[i][0] and out[i][1] can be abandoned in favour of one multiplication with a constant in the following line. I left this (and other things) for you to improve
Thanks to #Maxime Coorevits additionally a memory leak could be avoided: "Each time you call fftw_plan_dft_rc2_1d() memory are allocated by FFTW3. In your code, you only call fftw_destroy_plan() outside the outer loop. But in fact, you need to call this each time you request a plan."
Audacity typically doesn't map one frequency bin to one horizontal line, nor one sample period to one vertical line. The visual effect in Audacity may be due to resampling of the spectrogram picture in order to fit the drawing area.