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Date: Thu, 12 Jan 2012 18:17:39 +0000 (UTC)
From: "Kurt Ostfeld (Updated) (JIRA)" <jira@apache.org>
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Subject: [jira] [Updated] (MATH-732) Major Speed Improvement to 1D Discrete
 Fourier Transform (approximately 5x-9x improvement). Preserved public API
 100%. Removed unnecessary use of instance variables and instance state.
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     [ https://issues.apache.org/jira/browse/MATH-732?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Kurt Ostfeld updated MATH-732:
------------------------------

    Attachment: DFTPerformanceWithPatch.png
                DFTPerformanceWithoutPatch.png

These benchmarks were run on my laptop and averaged over ten trials. The benchmark code used the current and unchanged public API to the 3.0 FastFourierTransformer class.
                
> Major Speed Improvement to 1D Discrete Fourier Transform (approximately 5x-9x improvement). Preserved public API 100%. Removed unnecessary use of instance variables and instance state.
> ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-732
>                 URL: https://issues.apache.org/jira/browse/MATH-732
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Kurt Ostfeld
>              Labels: api, perfomance
>             Fix For: 3.0
>
>         Attachments: DFTPerformanceWithPatch.png, DFTPerformanceWithoutPatch.png, FastFourierTransformer.java.diff, FastFourierTransformerTest.java.diff
>
>
> I wrote my own Discrete Fourier Transform function in Java and ran some benchmarks and found that it ran dramatically faster than the Apache library implementation. This is a pretty straight forward implementation of the standard Cooley Tukey algorithm that I read out of a textbook. This passes all the Apache library test cases plus several I had written on my own. I created a source code library patch that preserves the public API completely while changing the internal implementation to achieve the performance improvement.
> In addition to the performance issue, I suggest that Discrete Fourier Transform functionality be provided as stateless pure functions (in Java this would be implemented with static methods) just like most other math functions. As-is, the library requires the user to instantiate a Transformer instance which maintains instance state, which is an unecessary complexity for a pure math function. I held off on this change since it would change the public API and affect existing code. However, I see similar backward compatability breaking API changes are already in the FastFourierTransformer class in the 3.0 code base.

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