On 28 Oct 2014 04:07, "Matthew Brett" <[email protected]> wrote:
>
> Hi,
>
> On Mon, Oct 27, 2014 at 8:07 PM, Sturla Molden <[email protected]>
wrote:
> > Sturla Molden <[email protected]> wrote:
> >
> >> If we really need a
> >> kick-ass fast FFT we need to go to libraries like FFTW, Intel MKL or
> >> Apple's Accelerate Framework,
> >
> > I should perhaps also mention FFTS here, which claim to be faster than
FFTW
> > and has a BSD licence:
> >
> > http://anthonix.com/ffts/index.html
>
> Nice.  And a funny New Zealand name too.
>
> Is this an option for us?  Aren't we a little behind the performance
> curve on FFT after we lost FFTW?

It's definitely attractive. Some potential issues that might need dealing
with, based on a quick skim:

- seems to have a hard requirement for a processor supporting SSE, AVX, or
NEON. No fallback for old CPUs or other architectures. (I'm not even sure
whether it has x86-32 support.)

-  no runtime CPU detection, e.g. SSE vs AVX appears to be a compile time
decision

- not sure if it can handle non-power-of-two problems at all, or at all
efficiently. (FFTPACK isn't great here either but major regressions would
be bad.)

- not sure if it supports all the modes we care about (e.g. rfft)

This stuff is all probably solveable though, so if someone has a hankering
to make numpy (or scipy) fft dramatically faster then you should get in
touch with the author and see what they think.

-n
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