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From Sébastien Brisard (Commented) (JIRA) <j...@apache.org>
Subject [jira] [Commented] (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.
Date Thu, 02 Feb 2012 06:37:53 GMT

    [ https://issues.apache.org/jira/browse/MATH-732?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13198561#comment-13198561
] 

Sébastien Brisard commented on MATH-732:
----------------------------------------

Hi Kurt,
I'm willing to have a look to your proposal. As we are trying to release 3.0 soon, we need
to decide if this issue is postponed to 3.1. I've been working quite a lot on MATH-677, and
the patch you provided no longer works. Would you like to check out the latest version of
CM and patch against this version ? Alternatively (preferably), you could just attach the
whole modified {{FastFourierTransformer}} class, since I will keep both old and new implementations
side by side for the sake of my tests.

Thanks beforehand,
Sébastien
                
> 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
>            Assignee: Sébastien Brisard
>              Labels: api, perfomance
>             Fix For: 3.0
>
>         Attachments: DFTPerformanceWithPatch.png, DFTPerformanceWithoutPatch.png, FastFourierTransformer.java.diff,
FastFourierTransformer.java.diff, FastFourierTransformerTest.java.diff, FastFourierTransformerTest.java.diff,
Main.java, Main.java
>
>
> 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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