annotate src/fftw-3.3.5/doc/other.texi @ 55:284acf908dcd

Add source for PortAudio stable v190600_20161030
author Chris Cannam
date Tue, 03 Jan 2017 13:44:07 +0000
parents 2cd0e3b3e1fd
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Chris@42 1 @node Other Important Topics, FFTW Reference, Tutorial, Top
Chris@42 2 @chapter Other Important Topics
Chris@42 3 @menu
Chris@42 4 * SIMD alignment and fftw_malloc::
Chris@42 5 * Multi-dimensional Array Format::
Chris@42 6 * Words of Wisdom-Saving Plans::
Chris@42 7 * Caveats in Using Wisdom::
Chris@42 8 @end menu
Chris@42 9
Chris@42 10 @c ------------------------------------------------------------
Chris@42 11 @node SIMD alignment and fftw_malloc, Multi-dimensional Array Format, Other Important Topics, Other Important Topics
Chris@42 12 @section SIMD alignment and fftw_malloc
Chris@42 13
Chris@42 14 SIMD, which stands for ``Single Instruction Multiple Data,'' is a set of
Chris@42 15 special operations supported by some processors to perform a single
Chris@42 16 operation on several numbers (usually 2 or 4) simultaneously. SIMD
Chris@42 17 floating-point instructions are available on several popular CPUs:
Chris@42 18 SSE/SSE2/AVX/AVX2/AVX512/KCVI on some x86/x86-64 processors, AltiVec and
Chris@42 19 VSX on some POWER/PowerPCs, NEON on some ARM models. FFTW can be
Chris@42 20 compiled to support the SIMD instructions on any of these systems.
Chris@42 21 @cindex SIMD
Chris@42 22 @cindex SSE
Chris@42 23 @cindex SSE2
Chris@42 24 @cindex AVX
Chris@42 25 @cindex AVX2
Chris@42 26 @cindex AVX512
Chris@42 27 @cindex AltiVec
Chris@42 28 @cindex VSX
Chris@42 29 @cindex precision
Chris@42 30
Chris@42 31
Chris@42 32 A program linking to an FFTW library compiled with SIMD support can
Chris@42 33 obtain a nonnegligible speedup for most complex and r2c/c2r
Chris@42 34 transforms. In order to obtain this speedup, however, the arrays of
Chris@42 35 complex (or real) data passed to FFTW must be specially aligned in
Chris@42 36 memory (typically 16-byte aligned), and often this alignment is more
Chris@42 37 stringent than that provided by the usual @code{malloc} (etc.)
Chris@42 38 allocation routines.
Chris@42 39
Chris@42 40 @cindex portability
Chris@42 41 In order to guarantee proper alignment for SIMD, therefore, in case
Chris@42 42 your program is ever linked against a SIMD-using FFTW, we recommend
Chris@42 43 allocating your transform data with @code{fftw_malloc} and
Chris@42 44 de-allocating it with @code{fftw_free}.
Chris@42 45 @findex fftw_malloc
Chris@42 46 @findex fftw_free
Chris@42 47 These have exactly the same interface and behavior as
Chris@42 48 @code{malloc}/@code{free}, except that for a SIMD FFTW they ensure
Chris@42 49 that the returned pointer has the necessary alignment (by calling
Chris@42 50 @code{memalign} or its equivalent on your OS).
Chris@42 51
Chris@42 52 You are not @emph{required} to use @code{fftw_malloc}. You can
Chris@42 53 allocate your data in any way that you like, from @code{malloc} to
Chris@42 54 @code{new} (in C++) to a fixed-size array declaration. If the array
Chris@42 55 happens not to be properly aligned, FFTW will not use the SIMD
Chris@42 56 extensions.
Chris@42 57 @cindex C++
Chris@42 58
Chris@42 59 @findex fftw_alloc_real
Chris@42 60 @findex fftw_alloc_complex
Chris@42 61 Since @code{fftw_malloc} only ever needs to be used for real and
Chris@42 62 complex arrays, we provide two convenient wrapper routines
Chris@42 63 @code{fftw_alloc_real(N)} and @code{fftw_alloc_complex(N)} that are
Chris@42 64 equivalent to @code{(double*)fftw_malloc(sizeof(double) * N)} and
Chris@42 65 @code{(fftw_complex*)fftw_malloc(sizeof(fftw_complex) * N)},
Chris@42 66 respectively (or their equivalents in other precisions).
Chris@42 67
Chris@42 68 @c ------------------------------------------------------------
Chris@42 69 @node Multi-dimensional Array Format, Words of Wisdom-Saving Plans, SIMD alignment and fftw_malloc, Other Important Topics
Chris@42 70 @section Multi-dimensional Array Format
Chris@42 71
Chris@42 72 This section describes the format in which multi-dimensional arrays
Chris@42 73 are stored in FFTW. We felt that a detailed discussion of this topic
Chris@42 74 was necessary. Since several different formats are common, this topic
Chris@42 75 is often a source of confusion.
Chris@42 76
Chris@42 77 @menu
Chris@42 78 * Row-major Format::
Chris@42 79 * Column-major Format::
Chris@42 80 * Fixed-size Arrays in C::
Chris@42 81 * Dynamic Arrays in C::
Chris@42 82 * Dynamic Arrays in C-The Wrong Way::
Chris@42 83 @end menu
Chris@42 84
Chris@42 85 @c =========>
Chris@42 86 @node Row-major Format, Column-major Format, Multi-dimensional Array Format, Multi-dimensional Array Format
Chris@42 87 @subsection Row-major Format
Chris@42 88 @cindex row-major
Chris@42 89
Chris@42 90 The multi-dimensional arrays passed to @code{fftw_plan_dft} etcetera
Chris@42 91 are expected to be stored as a single contiguous block in
Chris@42 92 @dfn{row-major} order (sometimes called ``C order''). Basically, this
Chris@42 93 means that as you step through adjacent memory locations, the first
Chris@42 94 dimension's index varies most slowly and the last dimension's index
Chris@42 95 varies most quickly.
Chris@42 96
Chris@42 97 To be more explicit, let us consider an array of rank @math{d} whose
Chris@42 98 dimensions are @ndims{}. Now, we specify a location in the array by a
Chris@42 99 sequence of @math{d} (zero-based) indices, one for each dimension:
Chris@42 100 @tex
Chris@42 101 $(i_0, i_1, i_2, \ldots, i_{d-1})$.
Chris@42 102 @end tex
Chris@42 103 @ifinfo
Chris@42 104 (i[0], i[1], ..., i[d-1]).
Chris@42 105 @end ifinfo
Chris@42 106 @html
Chris@42 107 (i<sub>0</sub>, i<sub>1</sub>, i<sub>2</sub>,..., i<sub>d-1</sub>).
Chris@42 108 @end html
Chris@42 109 If the array is stored in row-major
Chris@42 110 order, then this element is located at the position
Chris@42 111 @tex
Chris@42 112 $i_{d-1} + n_{d-1} (i_{d-2} + n_{d-2} (\ldots + n_1 i_0))$.
Chris@42 113 @end tex
Chris@42 114 @ifinfo
Chris@42 115 i[d-1] + n[d-1] * (i[d-2] + n[d-2] * (... + n[1] * i[0])).
Chris@42 116 @end ifinfo
Chris@42 117 @html
Chris@42 118 i<sub>d-1</sub> + n<sub>d-1</sub> * (i<sub>d-2</sub> + n<sub>d-2</sub> * (... + n<sub>1</sub> * i<sub>0</sub>)).
Chris@42 119 @end html
Chris@42 120
Chris@42 121 Note that, for the ordinary complex DFT, each element of the array
Chris@42 122 must be of type @code{fftw_complex}; i.e. a (real, imaginary) pair of
Chris@42 123 (double-precision) numbers.
Chris@42 124
Chris@42 125 In the advanced FFTW interface, the physical dimensions @math{n} from
Chris@42 126 which the indices are computed can be different from (larger than)
Chris@42 127 the logical dimensions of the transform to be computed, in order to
Chris@42 128 transform a subset of a larger array.
Chris@42 129 @cindex advanced interface
Chris@42 130 Note also that, in the advanced interface, the expression above is
Chris@42 131 multiplied by a @dfn{stride} to get the actual array index---this is
Chris@42 132 useful in situations where each element of the multi-dimensional array
Chris@42 133 is actually a data structure (or another array), and you just want to
Chris@42 134 transform a single field. In the basic interface, however, the stride
Chris@42 135 is 1.
Chris@42 136 @cindex stride
Chris@42 137
Chris@42 138 @c =========>
Chris@42 139 @node Column-major Format, Fixed-size Arrays in C, Row-major Format, Multi-dimensional Array Format
Chris@42 140 @subsection Column-major Format
Chris@42 141 @cindex column-major
Chris@42 142
Chris@42 143 Readers from the Fortran world are used to arrays stored in
Chris@42 144 @dfn{column-major} order (sometimes called ``Fortran order''). This is
Chris@42 145 essentially the exact opposite of row-major order in that, here, the
Chris@42 146 @emph{first} dimension's index varies most quickly.
Chris@42 147
Chris@42 148 If you have an array stored in column-major order and wish to
Chris@42 149 transform it using FFTW, it is quite easy to do. When creating the
Chris@42 150 plan, simply pass the dimensions of the array to the planner in
Chris@42 151 @emph{reverse order}. For example, if your array is a rank three
Chris@42 152 @code{N x M x L} matrix in column-major order, you should pass the
Chris@42 153 dimensions of the array as if it were an @code{L x M x N} matrix
Chris@42 154 (which it is, from the perspective of FFTW). This is done for you
Chris@42 155 @emph{automatically} by the FFTW legacy-Fortran interface
Chris@42 156 (@pxref{Calling FFTW from Legacy Fortran}), but you must do it
Chris@42 157 manually with the modern Fortran interface (@pxref{Reversing array
Chris@42 158 dimensions}).
Chris@42 159 @cindex Fortran interface
Chris@42 160
Chris@42 161 @c =========>
Chris@42 162 @node Fixed-size Arrays in C, Dynamic Arrays in C, Column-major Format, Multi-dimensional Array Format
Chris@42 163 @subsection Fixed-size Arrays in C
Chris@42 164 @cindex C multi-dimensional arrays
Chris@42 165
Chris@42 166 A multi-dimensional array whose size is declared at compile time in C
Chris@42 167 is @emph{already} in row-major order. You don't have to do anything
Chris@42 168 special to transform it. For example:
Chris@42 169
Chris@42 170 @example
Chris@42 171 @{
Chris@42 172 fftw_complex data[N0][N1][N2];
Chris@42 173 fftw_plan plan;
Chris@42 174 ...
Chris@42 175 plan = fftw_plan_dft_3d(N0, N1, N2, &data[0][0][0], &data[0][0][0],
Chris@42 176 FFTW_FORWARD, FFTW_ESTIMATE);
Chris@42 177 ...
Chris@42 178 @}
Chris@42 179 @end example
Chris@42 180
Chris@42 181 This will plan a 3d in-place transform of size @code{N0 x N1 x N2}.
Chris@42 182 Notice how we took the address of the zero-th element to pass to the
Chris@42 183 planner (we could also have used a typecast).
Chris@42 184
Chris@42 185 However, we tend to @emph{discourage} users from declaring their
Chris@42 186 arrays in this way, for two reasons. First, this allocates the array
Chris@42 187 on the stack (``automatic'' storage), which has a very limited size on
Chris@42 188 most operating systems (declaring an array with more than a few
Chris@42 189 thousand elements will often cause a crash). (You can get around this
Chris@42 190 limitation on many systems by declaring the array as
Chris@42 191 @code{static} and/or global, but that has its own drawbacks.)
Chris@42 192 Second, it may not optimally align the array for use with a SIMD
Chris@42 193 FFTW (@pxref{SIMD alignment and fftw_malloc}). Instead, we recommend
Chris@42 194 using @code{fftw_malloc}, as described below.
Chris@42 195
Chris@42 196 @c =========>
Chris@42 197 @node Dynamic Arrays in C, Dynamic Arrays in C-The Wrong Way, Fixed-size Arrays in C, Multi-dimensional Array Format
Chris@42 198 @subsection Dynamic Arrays in C
Chris@42 199
Chris@42 200 We recommend allocating most arrays dynamically, with
Chris@42 201 @code{fftw_malloc}. This isn't too hard to do, although it is not as
Chris@42 202 straightforward for multi-dimensional arrays as it is for
Chris@42 203 one-dimensional arrays.
Chris@42 204
Chris@42 205 Creating the array is simple: using a dynamic-allocation routine like
Chris@42 206 @code{fftw_malloc}, allocate an array big enough to store N
Chris@42 207 @code{fftw_complex} values (for a complex DFT), where N is the product
Chris@42 208 of the sizes of the array dimensions (i.e. the total number of complex
Chris@42 209 values in the array). For example, here is code to allocate a
Chris@42 210 @threedims{5,12,27} rank-3 array:
Chris@42 211 @findex fftw_malloc
Chris@42 212
Chris@42 213 @example
Chris@42 214 fftw_complex *an_array;
Chris@42 215 an_array = (fftw_complex*) fftw_malloc(5*12*27 * sizeof(fftw_complex));
Chris@42 216 @end example
Chris@42 217
Chris@42 218 Accessing the array elements, however, is more tricky---you can't
Chris@42 219 simply use multiple applications of the @samp{[]} operator like you
Chris@42 220 could for fixed-size arrays. Instead, you have to explicitly compute
Chris@42 221 the offset into the array using the formula given earlier for
Chris@42 222 row-major arrays. For example, to reference the @math{(i,j,k)}-th
Chris@42 223 element of the array allocated above, you would use the expression
Chris@42 224 @code{an_array[k + 27 * (j + 12 * i)]}.
Chris@42 225
Chris@42 226 This pain can be alleviated somewhat by defining appropriate macros,
Chris@42 227 or, in C++, creating a class and overloading the @samp{()} operator.
Chris@42 228 The recent C99 standard provides a way to reinterpret the dynamic
Chris@42 229 array as a ``variable-length'' multi-dimensional array amenable to
Chris@42 230 @samp{[]}, but this feature is not yet widely supported by compilers.
Chris@42 231 @cindex C99
Chris@42 232 @cindex C++
Chris@42 233
Chris@42 234 @c =========>
Chris@42 235 @node Dynamic Arrays in C-The Wrong Way, , Dynamic Arrays in C, Multi-dimensional Array Format
Chris@42 236 @subsection Dynamic Arrays in C---The Wrong Way
Chris@42 237
Chris@42 238 A different method for allocating multi-dimensional arrays in C is
Chris@42 239 often suggested that is incompatible with FFTW: @emph{using it will
Chris@42 240 cause FFTW to die a painful death}. We discuss the technique here,
Chris@42 241 however, because it is so commonly known and used. This method is to
Chris@42 242 create arrays of pointers of arrays of pointers of @dots{}etcetera.
Chris@42 243 For example, the analogue in this method to the example above is:
Chris@42 244
Chris@42 245 @example
Chris@42 246 int i,j;
Chris@42 247 fftw_complex ***a_bad_array; /* @r{another way to make a 5x12x27 array} */
Chris@42 248
Chris@42 249 a_bad_array = (fftw_complex ***) malloc(5 * sizeof(fftw_complex **));
Chris@42 250 for (i = 0; i < 5; ++i) @{
Chris@42 251 a_bad_array[i] =
Chris@42 252 (fftw_complex **) malloc(12 * sizeof(fftw_complex *));
Chris@42 253 for (j = 0; j < 12; ++j)
Chris@42 254 a_bad_array[i][j] =
Chris@42 255 (fftw_complex *) malloc(27 * sizeof(fftw_complex));
Chris@42 256 @}
Chris@42 257 @end example
Chris@42 258
Chris@42 259 As you can see, this sort of array is inconvenient to allocate (and
Chris@42 260 deallocate). On the other hand, it has the advantage that the
Chris@42 261 @math{(i,j,k)}-th element can be referenced simply by
Chris@42 262 @code{a_bad_array[i][j][k]}.
Chris@42 263
Chris@42 264 If you like this technique and want to maximize convenience in accessing
Chris@42 265 the array, but still want to pass the array to FFTW, you can use a
Chris@42 266 hybrid method. Allocate the array as one contiguous block, but also
Chris@42 267 declare an array of arrays of pointers that point to appropriate places
Chris@42 268 in the block. That sort of trick is beyond the scope of this
Chris@42 269 documentation; for more information on multi-dimensional arrays in C,
Chris@42 270 see the @code{comp.lang.c}
Chris@42 271 @uref{http://c-faq.com/aryptr/dynmuldimary.html, FAQ}.
Chris@42 272
Chris@42 273 @c ------------------------------------------------------------
Chris@42 274 @node Words of Wisdom-Saving Plans, Caveats in Using Wisdom, Multi-dimensional Array Format, Other Important Topics
Chris@42 275 @section Words of Wisdom---Saving Plans
Chris@42 276 @cindex wisdom
Chris@42 277 @cindex saving plans to disk
Chris@42 278
Chris@42 279 FFTW implements a method for saving plans to disk and restoring them.
Chris@42 280 In fact, what FFTW does is more general than just saving and loading
Chris@42 281 plans. The mechanism is called @dfn{wisdom}. Here, we describe
Chris@42 282 this feature at a high level. @xref{FFTW Reference}, for a less casual
Chris@42 283 but more complete discussion of how to use wisdom in FFTW.
Chris@42 284
Chris@42 285 Plans created with the @code{FFTW_MEASURE}, @code{FFTW_PATIENT}, or
Chris@42 286 @code{FFTW_EXHAUSTIVE} options produce near-optimal FFT performance,
Chris@42 287 but may require a long time to compute because FFTW must measure the
Chris@42 288 runtime of many possible plans and select the best one. This setup is
Chris@42 289 designed for the situations where so many transforms of the same size
Chris@42 290 must be computed that the start-up time is irrelevant. For short
Chris@42 291 initialization times, but slower transforms, we have provided
Chris@42 292 @code{FFTW_ESTIMATE}. The @code{wisdom} mechanism is a way to get the
Chris@42 293 best of both worlds: you compute a good plan once, save it to
Chris@42 294 disk, and later reload it as many times as necessary. The wisdom
Chris@42 295 mechanism can actually save and reload many plans at once, not just
Chris@42 296 one.
Chris@42 297 @ctindex FFTW_MEASURE
Chris@42 298 @ctindex FFTW_PATIENT
Chris@42 299 @ctindex FFTW_EXHAUSTIVE
Chris@42 300 @ctindex FFTW_ESTIMATE
Chris@42 301
Chris@42 302
Chris@42 303 Whenever you create a plan, the FFTW planner accumulates wisdom, which
Chris@42 304 is information sufficient to reconstruct the plan. After planning,
Chris@42 305 you can save this information to disk by means of the function:
Chris@42 306 @example
Chris@42 307 int fftw_export_wisdom_to_filename(const char *filename);
Chris@42 308 @end example
Chris@42 309 @findex fftw_export_wisdom_to_filename
Chris@42 310 (This function returns non-zero on success.)
Chris@42 311
Chris@42 312 The next time you run the program, you can restore the wisdom with
Chris@42 313 @code{fftw_import_wisdom_from_filename} (which also returns non-zero on success),
Chris@42 314 and then recreate the plan using the same flags as before.
Chris@42 315 @example
Chris@42 316 int fftw_import_wisdom_from_filename(const char *filename);
Chris@42 317 @end example
Chris@42 318 @findex fftw_import_wisdom_from_filename
Chris@42 319
Chris@42 320 Wisdom is automatically used for any size to which it is applicable, as
Chris@42 321 long as the planner flags are not more ``patient'' than those with which
Chris@42 322 the wisdom was created. For example, wisdom created with
Chris@42 323 @code{FFTW_MEASURE} can be used if you later plan with
Chris@42 324 @code{FFTW_ESTIMATE} or @code{FFTW_MEASURE}, but not with
Chris@42 325 @code{FFTW_PATIENT}.
Chris@42 326
Chris@42 327 The @code{wisdom} is cumulative, and is stored in a global, private
Chris@42 328 data structure managed internally by FFTW. The storage space required
Chris@42 329 is minimal, proportional to the logarithm of the sizes the wisdom was
Chris@42 330 generated from. If memory usage is a concern, however, the wisdom can
Chris@42 331 be forgotten and its associated memory freed by calling:
Chris@42 332 @example
Chris@42 333 void fftw_forget_wisdom(void);
Chris@42 334 @end example
Chris@42 335 @findex fftw_forget_wisdom
Chris@42 336
Chris@42 337 Wisdom can be exported to a file, a string, or any other medium.
Chris@42 338 For details, see @ref{Wisdom}.
Chris@42 339
Chris@42 340 @node Caveats in Using Wisdom, , Words of Wisdom-Saving Plans, Other Important Topics
Chris@42 341 @section Caveats in Using Wisdom
Chris@42 342 @cindex wisdom, problems with
Chris@42 343
Chris@42 344 @quotation
Chris@42 345 @html
Chris@42 346 <i>
Chris@42 347 @end html
Chris@42 348 For in much wisdom is much grief, and he that increaseth knowledge
Chris@42 349 increaseth sorrow.
Chris@42 350 @html
Chris@42 351 </i>
Chris@42 352 @end html
Chris@42 353 [Ecclesiastes 1:18]
Chris@42 354 @cindex Ecclesiastes
Chris@42 355 @end quotation
Chris@42 356 @iftex
Chris@42 357 @medskip
Chris@42 358 @end iftex
Chris@42 359
Chris@42 360 @cindex portability
Chris@42 361 There are pitfalls to using wisdom, in that it can negate FFTW's
Chris@42 362 ability to adapt to changing hardware and other conditions. For
Chris@42 363 example, it would be perfectly possible to export wisdom from a
Chris@42 364 program running on one processor and import it into a program running
Chris@42 365 on another processor. Doing so, however, would mean that the second
Chris@42 366 program would use plans optimized for the first processor, instead of
Chris@42 367 the one it is running on.
Chris@42 368
Chris@42 369 It should be safe to reuse wisdom as long as the hardware and program
Chris@42 370 binaries remain unchanged. (Actually, the optimal plan may change even
Chris@42 371 between runs of the same binary on identical hardware, due to
Chris@42 372 differences in the virtual memory environment, etcetera. Users
Chris@42 373 seriously interested in performance should worry about this problem,
Chris@42 374 too.) It is likely that, if the same wisdom is used for two
Chris@42 375 different program binaries, even running on the same machine, the
Chris@42 376 plans may be sub-optimal because of differing code alignments. It is
Chris@42 377 therefore wise to recreate wisdom every time an application is
Chris@42 378 recompiled. The more the underlying hardware and software changes
Chris@42 379 between the creation of wisdom and its use, the greater grows
Chris@42 380 the risk of sub-optimal plans.
Chris@42 381
Chris@42 382 Nevertheless, if the choice is between using @code{FFTW_ESTIMATE} or
Chris@42 383 using possibly-suboptimal wisdom (created on the same machine, but for a
Chris@42 384 different binary), the wisdom is likely to be better. For this reason,
Chris@42 385 we provide a function to import wisdom from a standard system-wide
Chris@42 386 location (@code{/etc/fftw/wisdom} on Unix):
Chris@42 387 @cindex wisdom, system-wide
Chris@42 388
Chris@42 389 @example
Chris@42 390 int fftw_import_system_wisdom(void);
Chris@42 391 @end example
Chris@42 392 @findex fftw_import_system_wisdom
Chris@42 393
Chris@42 394 FFTW also provides a standalone program, @code{fftw-wisdom} (described
Chris@42 395 by its own @code{man} page on Unix) with which users can create wisdom,
Chris@42 396 e.g. for a canonical set of sizes to store in the system wisdom file.
Chris@42 397 @xref{Wisdom Utilities}.
Chris@42 398 @cindex fftw-wisdom utility
Chris@42 399