On Thu, Dec 11, 2014 at 10:41 AM, Todd <toddr...@gmail.com> wrote: > On Tue, Oct 28, 2014 at 5:28 AM, Nathaniel Smith <n...@pobox.com> wrote: > >> On 28 Oct 2014 04:07, "Matthew Brett" <matthew.br...@gmail.com> wrote: >> > >> > Hi, >> > >> > On Mon, Oct 27, 2014 at 8:07 PM, Sturla Molden <sturla.mol...@gmail.com> >> wrote: >> > > Sturla Molden <sturla.mol...@gmail.com> 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 >> > > I recently became aware of another C-library for doing FFTs (and other > things): > > https://github.com/arrayfire/arrayfire > > They claim to have comparable FFT performance to MKL when run on a CPU > (they also support running on the GPU but that is probably outside the > scope of numpy or scipy). It used to be proprietary but now it is under a > BSD-3-Clause license. It seems it supports non-power-of-2 FFT operations > as well (although those are slower). I don't know much beyond that, but it > is probably worth looking in >
AFAICT the cpu backend is a FFTW wrapper. Eric
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