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Sébastien Brisard commented on MATH-732:
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Thanks Kurt for all this work. I will look into it in the coming days. I agree this might
be fairly easy to include, but I do want to spend some time on the comparison: I'm sure there
is a lot to learn from comparing the old and new implementations.
As for testing tolerance, I just set it so that the current implementation passes the tests,
so no worries about your modifications.
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,
FastFourierTransformerTest.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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