On 28 Oct 2014 04:07, "Matthew Brett"
Hi,
On Mon, Oct 27, 2014 at 8:07 PM, Sturla Molden
wrote:
Sturla Molden
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:
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