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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 Tue, 07 Feb 2012 06:42:59 GMT

    [ https://issues.apache.org/jira/browse/MATH-732?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13202115#comment-13202115
] 

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

Hi Kurt,
your implementation is amazingly faster. I think we definitely should go ahead and replace
the previous impl. We require all pieces of code (including private methods) to be fully documented.
I'll do that, no worries, but I might get back to you (off-list) to get some more information,
if you do not mind.

Unfortunately, I haven't had time to try and spot the weaknesses of the previous implementation.
I suspect this has to do with the use of {{Complex}} arrays, instead of plain {{double}} arrays.
Indeed, since {{Complex}} is immutable, we end up creating *a lot* of small objects.

In fact, looking at your implementation, I'm wondering whether we should not give up {{Complex[]}}
arrays altogether. I would favour a more standard data layout, in a {{double}} array, where
{{data[2 * i]}} would be the real part, and {{data[2 * i + 1]}} would be the imaginary part
of the specified data. Presently, your implementation takes the real and imaginary parts as
two separate arrays. What do you think?

I will post this question on the mailing list.

Best regards,
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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