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Date: Thu, 2 Feb 2012 06:37:53 +0000 (UTC)
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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.
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    [ https://issues.apache.org/jira/browse/MATH-732?page=3Dcom.atlassian.j=
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S=C3=A9bastien 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 work=
ing quite a lot on MATH-677, and the patch you provided no longer works. Wo=
uld you like to check out the latest version of CM and patch against this v=
ersion ? Alternatively (preferably), you could just attach the whole modifi=
ed {{FastFourierTransformer}} class, since I will keep both old and new imp=
lementations side by side for the sake of my tests.

Thanks beforehand,
S=C3=A9bastien
               =20
> Major Speed Improvement to 1D Discrete Fourier Transform (approximately 5=
x-9x improvement). Preserved public API 100%. Removed unnecessary use of in=
stance 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: S=C3=A9bastien Brisard
>              Labels: api, perfomance
>             Fix For: 3.0
>
>         Attachments: DFTPerformanceWithPatch.png, DFTPerformanceWithoutPa=
tch.png, FastFourierTransformer.java.diff, FastFourierTransformer.java.diff=
, FastFourierTransformerTest.java.diff, FastFourierTransformerTest.java.dif=
f, Main.java, Main.java
>
>
> I wrote my own Discrete Fourier Transform function in Java and ran some b=
enchmarks and found that it ran dramatically faster than the Apache library=
 implementation. This is a pretty straight forward implementation of the st=
andard Cooley Tukey algorithm that I read out of a textbook. This passes al=
l the Apache library test cases plus several I had written on my own. I cre=
ated a source code library patch that preserves the public API completely w=
hile changing the internal implementation to achieve the performance improv=
ement.
> In addition to the performance issue, I suggest that Discrete Fourier Tra=
nsform functionality be provided as stateless pure functions (in Java this =
would be implemented with static methods) just like most other math functio=
ns. As-is, the library requires the user to instantiate a Transformer insta=
nce 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 pu=
blic API and affect existing code. However, I see similar backward compatab=
ility breaking API changes are already in the FastFourierTransformer class =
in the 3.0 code base.

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