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1 FFTW FREQUENTLY ASKED QUESTIONS WITH ANSWERS
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2 30 Jul 2016
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3 Matteo Frigo
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4 Steven G. Johnson
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5 <fftw@fftw.org>
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6
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7 This is the list of Frequently Asked Questions about FFTW, a collection of
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8 fast C routines for computing the Discrete Fourier Transform in one or
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9 more dimensions.
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10
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11 ===============================================================================
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12
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13 Index
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14
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15 Section 1. Introduction and General Information
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16 Q1.1 What is FFTW?
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17 Q1.2 How do I obtain FFTW?
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18 Q1.3 Is FFTW free software?
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19 Q1.4 What is this about non-free licenses?
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20 Q1.5 In the West? I thought MIT was in the East?
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21
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22 Section 2. Installing FFTW
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23 Q2.1 Which systems does FFTW run on?
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24 Q2.2 Does FFTW run on Windows?
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25 Q2.3 My compiler has trouble with FFTW.
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26 Q2.4 FFTW does not compile on Solaris, complaining about const.
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27 Q2.5 What's the difference between --enable-3dnow and --enable-k7?
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28 Q2.6 What's the difference between the fma and the non-fma versions?
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29 Q2.7 Which language is FFTW written in?
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30 Q2.8 Can I call FFTW from Fortran?
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31 Q2.9 Can I call FFTW from C++?
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32 Q2.10 Why isn't FFTW written in Fortran/C++?
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33 Q2.11 How do I compile FFTW to run in single precision?
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34 Q2.12 --enable-k7 does not work on x86-64
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35
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36 Section 3. Using FFTW
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37 Q3.1 Why not support the FFTW 2 interface in FFTW 3?
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38 Q3.2 Why do FFTW 3 plans encapsulate the input/output arrays and not ju
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39 Q3.3 FFTW seems really slow.
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40 Q3.4 FFTW slows down after repeated calls.
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41 Q3.5 An FFTW routine is crashing when I call it.
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42 Q3.6 My Fortran program crashes when calling FFTW.
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43 Q3.7 FFTW gives results different from my old FFT.
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44 Q3.8 FFTW gives different results between runs
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45 Q3.9 Can I save FFTW's plans?
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46 Q3.10 Why does your inverse transform return a scaled result?
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47 Q3.11 How can I make FFTW put the origin (zero frequency) at the center
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48 Q3.12 How do I FFT an image/audio file in *foobar* format?
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49 Q3.13 My program does not link (on Unix).
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50 Q3.14 I included your header, but linking still fails.
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51 Q3.15 My program crashes, complaining about stack space.
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52 Q3.16 FFTW seems to have a memory leak.
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53 Q3.17 The output of FFTW's transform is all zeros.
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54 Q3.18 How do I call FFTW from the Microsoft language du jour?
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55 Q3.19 Can I compute only a subset of the DFT outputs?
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56 Q3.20 Can I use FFTW's routines for in-place and out-of-place matrix tra
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57
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58 Section 4. Internals of FFTW
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59 Q4.1 How does FFTW work?
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60 Q4.2 Why is FFTW so fast?
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61
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62 Section 5. Known bugs
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63 Q5.1 FFTW 1.1 crashes in rfftwnd on Linux.
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64 Q5.2 The MPI transforms in FFTW 1.2 give incorrect results/leak memory.
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65 Q5.3 The test programs in FFTW 1.2.1 fail when I change FFTW to use sin
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66 Q5.4 The test program in FFTW 1.2.1 fails for n > 46340.
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67 Q5.5 The threaded code fails on Linux Redhat 5.0
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68 Q5.6 FFTW 2.0's rfftwnd fails for rank > 1 transforms with a final dime
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69 Q5.7 FFTW 2.0's complex transforms give the wrong results with prime fa
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70 Q5.8 FFTW 2.1.1's MPI test programs crash with MPICH.
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71 Q5.9 FFTW 2.1.2's multi-threaded transforms don't work on AIX.
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72 Q5.10 FFTW 2.1.2's complex transforms give incorrect results for large p
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73 Q5.11 FFTW 2.1.3's multi-threaded transforms don't give any speedup on S
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74 Q5.12 FFTW 2.1.3 crashes on AIX.
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75
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76 ===============================================================================
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77
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78 Section 1. Introduction and General Information
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79
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80 Q1.1 What is FFTW?
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81 Q1.2 How do I obtain FFTW?
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82 Q1.3 Is FFTW free software?
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83 Q1.4 What is this about non-free licenses?
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84 Q1.5 In the West? I thought MIT was in the East?
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85
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86 -------------------------------------------------------------------------------
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87
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88 Question 1.1. What is FFTW?
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89
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90 FFTW is a free collection of fast C routines for computing the Discrete
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91 Fourier Transform in one or more dimensions. It includes complex, real,
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92 symmetric, and parallel transforms, and can handle arbitrary array sizes
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93 efficiently. FFTW is typically faster than other publically-available FFT
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94 implementations, and is even competitive with vendor-tuned libraries.
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95 (See our web page for extensive benchmarks.) To achieve this performance,
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96 FFTW uses novel code-generation and runtime self-optimization techniques
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97 (along with many other tricks).
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98
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99 -------------------------------------------------------------------------------
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100
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101 Question 1.2. How do I obtain FFTW?
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102
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103 FFTW can be found at the FFTW web page. You can also retrieve it from
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104 ftp.fftw.org in /pub/fftw.
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105
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106 -------------------------------------------------------------------------------
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107
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108 Question 1.3. Is FFTW free software?
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109
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110 Starting with version 1.3, FFTW is Free Software in the technical sense
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111 defined by the Free Software Foundation (see Categories of Free and
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112 Non-Free Software), and is distributed under the terms of the GNU General
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113 Public License. Previous versions of FFTW were distributed without fee
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114 for noncommercial use, but were not technically ``free.''
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115
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116 Non-free licenses for FFTW are also available that permit different terms
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117 of use than the GPL.
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118
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119 -------------------------------------------------------------------------------
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120
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121 Question 1.4. What is this about non-free licenses?
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122
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123 The non-free licenses are for companies that wish to use FFTW in their
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124 products but are unwilling to release their software under the GPL (which
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125 would require them to release source code and allow free redistribution).
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126 Such users can purchase an unlimited-use license from MIT. Contact us for
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127 more details.
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128
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129 We could instead have released FFTW under the LGPL, or even disallowed
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130 non-Free usage. Suffice it to say, however, that MIT owns the copyright
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131 to FFTW and they only let us GPL it because we convinced them that it
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132 would neither affect their licensing revenue nor irritate existing
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133 licensees.
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134
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135 -------------------------------------------------------------------------------
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136
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137 Question 1.5. In the West? I thought MIT was in the East?
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138
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139 Not to an Italian. You could say that we're a Spaghetti Western (with
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140 apologies to Sergio Leone).
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141
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142 ===============================================================================
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143
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144 Section 2. Installing FFTW
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145
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146 Q2.1 Which systems does FFTW run on?
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147 Q2.2 Does FFTW run on Windows?
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148 Q2.3 My compiler has trouble with FFTW.
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149 Q2.4 FFTW does not compile on Solaris, complaining about const.
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150 Q2.5 What's the difference between --enable-3dnow and --enable-k7?
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151 Q2.6 What's the difference between the fma and the non-fma versions?
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152 Q2.7 Which language is FFTW written in?
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153 Q2.8 Can I call FFTW from Fortran?
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154 Q2.9 Can I call FFTW from C++?
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155 Q2.10 Why isn't FFTW written in Fortran/C++?
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156 Q2.11 How do I compile FFTW to run in single precision?
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157 Q2.12 --enable-k7 does not work on x86-64
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158
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159 -------------------------------------------------------------------------------
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160
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161 Question 2.1. Which systems does FFTW run on?
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162
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163 FFTW is written in ANSI C, and should work on any system with a decent C
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164 compiler. (See also Q2.2 `Does FFTW run on Windows?', Q2.3 `My compiler
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165 has trouble with FFTW.'.) FFTW can also take advantage of certain
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166 hardware-specific features, such as cycle counters and SIMD instructions,
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167 but this is optional.
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168
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169 -------------------------------------------------------------------------------
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170
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171 Question 2.2. Does FFTW run on Windows?
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172
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173 Yes, many people have reported successfully using FFTW on Windows with
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174 various compilers. FFTW was not developed on Windows, but the source code
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175 is essentially straight ANSI C. See also the FFTW Windows installation
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176 notes, Q2.3 `My compiler has trouble with FFTW.', and Q3.18 `How do I call
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177 FFTW from the Microsoft language du jour?'.
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178
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179 -------------------------------------------------------------------------------
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180
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181 Question 2.3. My compiler has trouble with FFTW.
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182
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183 Complain fiercely to the vendor of the compiler.
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184
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185 We have successfully used gcc 3.2.x on x86 and PPC, a recent Compaq C
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186 compiler for Alpha, version 6 of IBM's xlc compiler for AIX, Intel's icc
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187 versions 5-7, and Sun WorkShop cc version 6.
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188
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189 FFTW is likely to push compilers to their limits, however, and several
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190 compiler bugs have been exposed by FFTW. A partial list follows.
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191
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192 gcc 2.95.x for Solaris/SPARC produces incorrect code for the test program
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193 (workaround: recompile the libbench2 directory with -O2).
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194
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195 NetBSD/macppc 1.6 comes with a gcc version that also miscompiles the test
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196 program. (Please report a workaround if you know one.)
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197
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198 gcc 3.2.3 for ARM reportedly crashes during compilation. This bug is
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199 reportedly fixed in later versions of gcc.
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200
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201 Versions 8.0 and 8.1 of Intel's icc falsely claim to be gcc, so you should
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202 specify CC="icc -no-gcc"; this is automatic in FFTW 3.1. icc-8.0.066
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203 reportely produces incorrect code for FFTW 2.1.5, but is fixed in version
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204 8.1. icc-7.1 compiler build 20030402Z appears to produce incorrect
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205 dependencies, causing the compilation to fail. icc-7.1 build 20030307Z
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206 appears to work fine. (Use icc -V to check which build you have.) As of
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207 2003/04/18, build 20030402Z appears not to be available any longer on
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208 Intel's website, whereas the older build 20030307Z is available.
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209
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210 ranlib of GNU binutils 2.9.1 on Irix has been observed to corrupt the FFTW
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211 libraries, causing a link failure when FFTW is compiled. Since ranlib is
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212 completely superfluous on Irix, we suggest deleting it from your system
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213 and replacing it with a symbolic link to /bin/echo.
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214
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215 If support for SIMD instructions is enabled in FFTW, further compiler
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216 problems may appear:
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217
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218 gcc 3.4.[0123] for x86 produces incorrect SSE2 code for FFTW when -O2 (the
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219 best choice for FFTW) is used, causing FFTW to crash (make check crashes).
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220 This bug is fixed in gcc 3.4.4. On x86_64 (amd64/em64t), gcc 3.4.4
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221 reportedly still has a similar problem, but this is fixed as of gcc 3.4.6.
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222
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223 gcc-3.2 for x86 produces incorrect SIMD code if -O3 is used. The same
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224 compiler produces incorrect SIMD code if no optimization is used, too.
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225 When using gcc-3.2, it is a good idea not to change the default CFLAGS
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226 selected by the configure script.
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227
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228 Some 3.0.x and 3.1.x versions of gcc on x86 may crash. gcc so-called 2.96
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229 shipping with RedHat 7.3 crashes when compiling SIMD code. In both cases,
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230 please upgrade to gcc-3.2 or later.
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231
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232 Intel's icc 6.0 misaligns SSE constants, but FFTW has a workaround. icc
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233 8.x fails to compile FFTW 3.0.x because it falsely claims to be gcc; we
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234 believe this to be a bug in icc, but FFTW 3.1 has a workaround.
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235
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236 Visual C++ 2003 reportedly produces incorrect code for SSE/SSE2 when
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237 compiling FFTW. This bug was reportedly fixed in VC++ 2005;
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238 alternatively, you could switch to the Intel compiler. VC++ 6.0 also
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239 reportedly produces incorrect code for the file reodft11e-r2hc-odd.c
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240 unless optimizations are disabled for that file.
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241
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242 gcc 2.95 on MacOS X miscompiles AltiVec code (fixed in later versions).
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243 gcc 3.2.x miscompiles AltiVec permutations, but FFTW has a workaround.
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244 gcc 4.0.1 on MacOS for Intel crashes when compiling FFTW; a workaround is
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245 to compile one file without optimization: cd kernel; make CFLAGS=" "
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246 trig.lo.
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247
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248 gcc 4.1.1 reportedly crashes when compiling FFTW for MIPS; the workaround
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249 is to compile the file it crashes on (t2_64.c) with a lower optimization
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250 level.
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251
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252 gcc versions 4.1.2 to 4.2.0 for x86 reportedly miscompile FFTW 3.1's test
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253 program, causing make check to crash (gcc bug #26528). The bug was
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254 reportedly fixed in gcc version 4.2.1 and later. A workaround is to
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255 compile libbench2/verify-lib.c without optimization.
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256
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257 -------------------------------------------------------------------------------
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258
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259 Question 2.4. FFTW does not compile on Solaris, complaining about const.
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260
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261 We know that at least on Solaris 2.5.x with Sun's compilers 4.2 you might
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262 get error messages from make such as
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263
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264 "./fftw.h", line 88: warning: const is a keyword in ANSI C
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265
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266 This is the case when the configure script reports that const does not
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267 work:
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268
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269 checking for working const... (cached) no
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270
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271 You should be aware that Solaris comes with two compilers, namely,
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272 /opt/SUNWspro/SC4.2/bin/cc and /usr/ucb/cc. The latter compiler is
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273 non-ANSI. Indeed, it is a perverse shell script that calls the real
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274 compiler in non-ANSI mode. In order to compile FFTW, change your path so
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275 that the right cc is used.
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276
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277 To know whether your compiler is the right one, type cc -V. If the
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278 compiler prints ``ucbcc'', as in
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279
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280 ucbcc: WorkShop Compilers 4.2 30 Oct 1996 C 4.2
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281
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282 then the compiler is wrong. The right message is something like
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283
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284 cc: WorkShop Compilers 4.2 30 Oct 1996 C 4.2
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285
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286 -------------------------------------------------------------------------------
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287
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288 Question 2.5. What's the difference between --enable-3dnow and --enable-k7?
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289
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290 --enable-k7 enables 3DNow! instructions on K7 processors (AMD Athlon and
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291 its variants). K7 support is provided by assembly routines generated by a
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292 special purpose compiler. As of fftw-3.2, --enable-k7 is no longer
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293 supported.
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294
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295 --enable-3dnow enables generic 3DNow! support using gcc builtin functions.
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296 This works on earlier AMD processors, but it is not as fast as our special
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297 assembly routines. As of fftw-3.1, --enable-3dnow is no longer supported.
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298
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299 -------------------------------------------------------------------------------
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300
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301 Question 2.6. What's the difference between the fma and the non-fma versions?
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302
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303 The fma version tries to exploit the fused multiply-add instructions
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304 implemented in many processors such as PowerPC, ia-64, and MIPS. The two
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305 FFTW packages are otherwise identical. In FFTW 3.1, the fma and non-fma
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306 versions were merged together into a single package, and the configure
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307 script attempts to automatically guess which version to use.
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308
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309 The FFTW 3.1 configure script enables fma by default on PowerPC, Itanium,
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310 and PA-RISC, and disables it otherwise. You can force one or the other by
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311 using the --enable-fma or --disable-fma flag for configure.
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312
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313 Definitely use fma if you have a PowerPC-based system with gcc (or IBM
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314 xlc). This includes all GNU/Linux systems for PowerPC and the older
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315 PowerPC-based MacOS systems. Also use it on PA-RISC and Itanium with the
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316 HP/UX compiler.
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317
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318 Definitely do not use the fma version if you have an ia-32 processor
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319 (Intel, AMD, MacOS on Intel, etcetera).
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320
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321 For other architectures/compilers, the situation is not so clear. For
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322 example, ia-64 has the fma instruction, but gcc-3.2 appears not to exploit
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323 it correctly. Other compilers may do the right thing, but we have not
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324 tried them. Please send us your feedback so that we can update this FAQ
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325 entry.
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326
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327 -------------------------------------------------------------------------------
|
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328
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329 Question 2.7. Which language is FFTW written in?
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330
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331 FFTW is written in ANSI C. Most of the code, however, was automatically
|
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332 generated by a program called genfft, written in the Objective Caml
|
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333 dialect of ML. You do not need to know ML or to have an Objective Caml
|
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334 compiler in order to use FFTW.
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335
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336 genfft is provided with the FFTW sources, which means that you can play
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337 with the code generator if you want. In this case, you need a working
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338 Objective Caml system. Objective Caml is available from the Caml web
|
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339 page.
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340
|
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341 -------------------------------------------------------------------------------
|
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342
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343 Question 2.8. Can I call FFTW from Fortran?
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344
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345 Yes, FFTW (versions 1.3 and higher) contains a Fortran-callable interface,
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346 documented in the FFTW manual.
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347
|
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348 By default, FFTW configures its Fortran interface to work with the first
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349 compiler it finds, e.g. g77. To configure for a different, incompatible
|
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350 Fortran compiler foobar, use ./configure F77=foobar when installing FFTW.
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351 (In the case of g77, however, FFTW 3.x also includes an extra set of
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352 Fortran-callable routines with one less underscore at the end of
|
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353 identifiers, which should cover most other Fortran compilers on Linux at
|
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354 least.)
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355
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356 -------------------------------------------------------------------------------
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357
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358 Question 2.9. Can I call FFTW from C++?
|
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359
|
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360 Most definitely. FFTW should compile and/or link under any C++ compiler.
|
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361 Moreover, it is likely that the C++ <complex> template class is
|
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362 bit-compatible with FFTW's complex-number format (see the FFTW manual for
|
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363 more details).
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364
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365 -------------------------------------------------------------------------------
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366
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367 Question 2.10. Why isn't FFTW written in Fortran/C++?
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368
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369 Because we don't like those languages, and neither approaches the
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370 portability of C.
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371
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372 -------------------------------------------------------------------------------
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373
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374 Question 2.11. How do I compile FFTW to run in single precision?
|
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375
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376 On a Unix system: configure --enable-float. On a non-Unix system: edit
|
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377 config.h to #define the symbol FFTW_SINGLE (for FFTW 3.x). In both cases,
|
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378 you must then recompile FFTW. In FFTW 3, all FFTW identifiers will then
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379 begin with fftwf_ instead of fftw_.
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380
|
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381 -------------------------------------------------------------------------------
|
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382
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383 Question 2.12. --enable-k7 does not work on x86-64
|
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384
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385 Support for --enable-k7 was discontinued in fftw-3.2.
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386
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387 The fftw-3.1 release supports --enable-k7. This option only works on
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388 32-bit x86 machines that implement 3DNow!, including the AMD Athlon and
|
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389 the AMD Opteron in 32-bit mode. --enable-k7 does not work on AMD Opteron
|
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390 in 64-bit mode. Use --enable-sse for x86-64 machines.
|
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391
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392 FFTW supports 3DNow! by means of assembly code generated by a
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393 special-purpose compiler. It is hard to produce assembly code that works
|
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394 in both 32-bit and 64-bit mode.
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395
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396 ===============================================================================
|
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397
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398 Section 3. Using FFTW
|
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399
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400 Q3.1 Why not support the FFTW 2 interface in FFTW 3?
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401 Q3.2 Why do FFTW 3 plans encapsulate the input/output arrays and not ju
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402 Q3.3 FFTW seems really slow.
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403 Q3.4 FFTW slows down after repeated calls.
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404 Q3.5 An FFTW routine is crashing when I call it.
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405 Q3.6 My Fortran program crashes when calling FFTW.
|
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406 Q3.7 FFTW gives results different from my old FFT.
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407 Q3.8 FFTW gives different results between runs
|
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408 Q3.9 Can I save FFTW's plans?
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409 Q3.10 Why does your inverse transform return a scaled result?
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410 Q3.11 How can I make FFTW put the origin (zero frequency) at the center
|
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411 Q3.12 How do I FFT an image/audio file in *foobar* format?
|
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412 Q3.13 My program does not link (on Unix).
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413 Q3.14 I included your header, but linking still fails.
|
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414 Q3.15 My program crashes, complaining about stack space.
|
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415 Q3.16 FFTW seems to have a memory leak.
|
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416 Q3.17 The output of FFTW's transform is all zeros.
|
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417 Q3.18 How do I call FFTW from the Microsoft language du jour?
|
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418 Q3.19 Can I compute only a subset of the DFT outputs?
|
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419 Q3.20 Can I use FFTW's routines for in-place and out-of-place matrix tra
|
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|
420
|
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421 -------------------------------------------------------------------------------
|
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422
|
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423 Question 3.1. Why not support the FFTW 2 interface in FFTW 3?
|
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424
|
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|
425 FFTW 3 has semantics incompatible with earlier versions: its plans can
|
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426 only be used for a given stride, multiplicity, and other characteristics
|
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427 of the input and output arrays; these stronger semantics are necessary for
|
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428 performance reasons. Thus, it is impossible to efficiently emulate the
|
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429 older interface (whose plans can be used for any transform of the same
|
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430 size). We believe that it should be possible to upgrade most programs
|
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431 without any difficulty, however.
|
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|
432
|
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433 -------------------------------------------------------------------------------
|
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434
|
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435 Question 3.2. Why do FFTW 3 plans encapsulate the input/output arrays and not just the algorithm?
|
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436
|
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437 There are several reasons:
|
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438
|
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439 * It was important for performance reasons that the plan be specific to
|
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440 array characteristics like the stride (and alignment, for SIMD), and
|
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441 requiring that the user maintain these invariants is error prone.
|
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442 * In most high-performance applications, as far as we can tell, you are
|
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443 usually transforming the same array over and over, so FFTW's semantics
|
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444 should not be a burden.
|
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445 * If you need to transform another array of the same size, creating a new
|
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446 plan once the first exists is a cheap operation.
|
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|
447 * If you need to transform many arrays of the same size at once, you
|
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|
448 should really use the plan_many routines in FFTW's "advanced" interface.
|
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449 * If the abovementioned array characteristics are the same, you are
|
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450 willing to pay close attention to the documentation, and you really need
|
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451 to, we provide a "new-array execution" interface to apply a plan to a
|
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452 new array.
|
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|
453
|
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|
454 -------------------------------------------------------------------------------
|
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455
|
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456 Question 3.3. FFTW seems really slow.
|
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|
457
|
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|
458 You are probably recreating the plan before every transform, rather than
|
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459 creating it once and reusing it for all transforms of the same size. FFTW
|
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|
460 is designed to be used in the following way:
|
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|
461
|
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|
462 * First, you create a plan. This will take several seconds.
|
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|
463 * Then, you reuse the plan many times to perform FFTs. These are fast.
|
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|
464
|
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465 If you don't need to compute many transforms and the time for the planner
|
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|
466 is significant, you have two options. First, you can use the
|
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|
467 FFTW_ESTIMATE option in the planner, which uses heuristics instead of
|
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|
468 runtime measurements and produces a good plan in a short time. Second,
|
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|
469 you can use the wisdom feature to precompute the plan; see Q3.9 `Can I
|
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|
470 save FFTW's plans?'
|
Chris@42
|
471
|
Chris@42
|
472 -------------------------------------------------------------------------------
|
Chris@42
|
473
|
Chris@42
|
474 Question 3.4. FFTW slows down after repeated calls.
|
Chris@42
|
475
|
Chris@42
|
476 Probably, NaNs or similar are creeping into your data, and the slowdown is
|
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|
477 due to the resulting floating-point exceptions. For example, be aware
|
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|
478 that repeatedly FFTing the same array is a diverging process (because FFTW
|
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|
479 computes the unnormalized transform).
|
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|
480
|
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|
481 -------------------------------------------------------------------------------
|
Chris@42
|
482
|
Chris@42
|
483 Question 3.5. An FFTW routine is crashing when I call it.
|
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|
484
|
Chris@42
|
485 Did the FFTW test programs pass (make check, or cd tests; make bigcheck if
|
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|
486 you want to be paranoid)? If so, you almost certainly have a bug in your
|
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|
487 own code. For example, you could be passing invalid arguments (such as
|
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|
488 wrongly-sized arrays) to FFTW, or you could simply have memory corruption
|
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|
489 elsewhere in your program that causes random crashes later on. Please
|
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|
490 don't complain to us unless you can come up with a minimal self-contained
|
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|
491 program (preferably under 30 lines) that illustrates the problem.
|
Chris@42
|
492
|
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|
493 -------------------------------------------------------------------------------
|
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|
494
|
Chris@42
|
495 Question 3.6. My Fortran program crashes when calling FFTW.
|
Chris@42
|
496
|
Chris@42
|
497 As described in the manual, on 64-bit machines you must store the plans in
|
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|
498 variables large enough to hold a pointer, for example integer*8. We
|
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|
499 recommend using integer*8 on 32-bit machines as well, to simplify porting.
|
Chris@42
|
500
|
Chris@42
|
501 -------------------------------------------------------------------------------
|
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|
502
|
Chris@42
|
503 Question 3.7. FFTW gives results different from my old FFT.
|
Chris@42
|
504
|
Chris@42
|
505 People follow many different conventions for the DFT, and you should be
|
Chris@42
|
506 sure to know the ones that we use (described in the FFTW manual). In
|
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|
507 particular, you should be aware that the FFTW_FORWARD/FFTW_BACKWARD
|
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|
508 directions correspond to signs of -1/+1 in the exponent of the DFT
|
Chris@42
|
509 definition. (*Numerical Recipes* uses the opposite convention.)
|
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|
510
|
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|
511 You should also know that we compute an unnormalized transform. In
|
Chris@42
|
512 contrast, Matlab is an example of program that computes a normalized
|
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|
513 transform. See Q3.10 `Why does your inverse transform return a scaled
|
Chris@42
|
514 result?'.
|
Chris@42
|
515
|
Chris@42
|
516 Finally, note that floating-point arithmetic is not exact, so different
|
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|
517 FFT algorithms will give slightly different results (on the order of the
|
Chris@42
|
518 numerical accuracy; typically a fractional difference of 1e-15 or so in
|
Chris@42
|
519 double precision).
|
Chris@42
|
520
|
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|
521 -------------------------------------------------------------------------------
|
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|
522
|
Chris@42
|
523 Question 3.8. FFTW gives different results between runs
|
Chris@42
|
524
|
Chris@42
|
525 If you use FFTW_MEASURE or FFTW_PATIENT mode, then the algorithm FFTW
|
Chris@42
|
526 employs is not deterministic: it depends on runtime performance
|
Chris@42
|
527 measurements. This will cause the results to vary slightly from run to
|
Chris@42
|
528 run. However, the differences should be slight, on the order of the
|
Chris@42
|
529 floating-point precision, and therefore should have no practical impact on
|
Chris@42
|
530 most applications.
|
Chris@42
|
531
|
Chris@42
|
532 If you use saved plans (wisdom) or FFTW_ESTIMATE mode, however, then the
|
Chris@42
|
533 algorithm is deterministic and the results should be identical between
|
Chris@42
|
534 runs.
|
Chris@42
|
535
|
Chris@42
|
536 -------------------------------------------------------------------------------
|
Chris@42
|
537
|
Chris@42
|
538 Question 3.9. Can I save FFTW's plans?
|
Chris@42
|
539
|
Chris@42
|
540 Yes. Starting with version 1.2, FFTW provides the wisdom mechanism for
|
Chris@42
|
541 saving plans; see the FFTW manual.
|
Chris@42
|
542
|
Chris@42
|
543 -------------------------------------------------------------------------------
|
Chris@42
|
544
|
Chris@42
|
545 Question 3.10. Why does your inverse transform return a scaled result?
|
Chris@42
|
546
|
Chris@42
|
547 Computing the forward transform followed by the backward transform (or
|
Chris@42
|
548 vice versa) yields the original array scaled by the size of the array.
|
Chris@42
|
549 (For multi-dimensional transforms, the size of the array is the product of
|
Chris@42
|
550 the dimensions.) We could, instead, have chosen a normalization that
|
Chris@42
|
551 would have returned the unscaled array. Or, to accomodate the many
|
Chris@42
|
552 conventions in this matter, the transform routines could have accepted a
|
Chris@42
|
553 "scale factor" parameter. We did not do this, however, for two reasons.
|
Chris@42
|
554 First, we didn't want to sacrifice performance in the common case where
|
Chris@42
|
555 the scale factor is 1. Second, in real applications the FFT is followed or
|
Chris@42
|
556 preceded by some computation on the data, into which the scale factor can
|
Chris@42
|
557 typically be absorbed at little or no cost.
|
Chris@42
|
558
|
Chris@42
|
559 -------------------------------------------------------------------------------
|
Chris@42
|
560
|
Chris@42
|
561 Question 3.11. How can I make FFTW put the origin (zero frequency) at the center of its output?
|
Chris@42
|
562
|
Chris@42
|
563 For human viewing of a spectrum, it is often convenient to put the origin
|
Chris@42
|
564 in frequency space at the center of the output array, rather than in the
|
Chris@42
|
565 zero-th element (the default in FFTW). If all of the dimensions of your
|
Chris@42
|
566 array are even, you can accomplish this by simply multiplying each element
|
Chris@42
|
567 of the input array by (-1)^(i + j + ...), where i, j, etcetera are the
|
Chris@42
|
568 indices of the element. (This trick is a general property of the DFT, and
|
Chris@42
|
569 is not specific to FFTW.)
|
Chris@42
|
570
|
Chris@42
|
571 -------------------------------------------------------------------------------
|
Chris@42
|
572
|
Chris@42
|
573 Question 3.12. How do I FFT an image/audio file in *foobar* format?
|
Chris@42
|
574
|
Chris@42
|
575 FFTW performs an FFT on an array of floating-point values. You can
|
Chris@42
|
576 certainly use it to compute the transform of an image or audio stream, but
|
Chris@42
|
577 you are responsible for figuring out your data format and converting it to
|
Chris@42
|
578 the form FFTW requires.
|
Chris@42
|
579
|
Chris@42
|
580 -------------------------------------------------------------------------------
|
Chris@42
|
581
|
Chris@42
|
582 Question 3.13. My program does not link (on Unix).
|
Chris@42
|
583
|
Chris@42
|
584 The libraries must be listed in the correct order (-lfftw3 -lm for FFTW
|
Chris@42
|
585 3.x) and *after* your program sources/objects. (The general rule is that
|
Chris@42
|
586 if *A* uses *B*, then *A* must be listed before *B* in the link command.).
|
Chris@42
|
587
|
Chris@42
|
588 -------------------------------------------------------------------------------
|
Chris@42
|
589
|
Chris@42
|
590 Question 3.14. I included your header, but linking still fails.
|
Chris@42
|
591
|
Chris@42
|
592 You're a C++ programmer, aren't you? You have to compile the FFTW library
|
Chris@42
|
593 and link it into your program, not just #include <fftw3.h>. (Yes, this is
|
Chris@42
|
594 really a FAQ.)
|
Chris@42
|
595
|
Chris@42
|
596 -------------------------------------------------------------------------------
|
Chris@42
|
597
|
Chris@42
|
598 Question 3.15. My program crashes, complaining about stack space.
|
Chris@42
|
599
|
Chris@42
|
600 You cannot declare large arrays with automatic storage (e.g. via
|
Chris@42
|
601 fftw_complex array[N]); you should use fftw_malloc (or equivalent) to
|
Chris@42
|
602 allocate the arrays you want to transform if they are larger than a few
|
Chris@42
|
603 hundred elements.
|
Chris@42
|
604
|
Chris@42
|
605 -------------------------------------------------------------------------------
|
Chris@42
|
606
|
Chris@42
|
607 Question 3.16. FFTW seems to have a memory leak.
|
Chris@42
|
608
|
Chris@42
|
609 After you create a plan, FFTW caches the information required to quickly
|
Chris@42
|
610 recreate the plan. (See Q3.9 `Can I save FFTW's plans?') It also
|
Chris@42
|
611 maintains a small amount of other persistent memory. You can deallocate
|
Chris@42
|
612 all of FFTW's internally allocated memory, if you wish, by calling
|
Chris@42
|
613 fftw_cleanup(), as documented in the manual.
|
Chris@42
|
614
|
Chris@42
|
615 -------------------------------------------------------------------------------
|
Chris@42
|
616
|
Chris@42
|
617 Question 3.17. The output of FFTW's transform is all zeros.
|
Chris@42
|
618
|
Chris@42
|
619 You should initialize your input array *after* creating the plan, unless
|
Chris@42
|
620 you use FFTW_ESTIMATE: planning with FFTW_MEASURE or FFTW_PATIENT
|
Chris@42
|
621 overwrites the input/output arrays, as described in the manual.
|
Chris@42
|
622
|
Chris@42
|
623 -------------------------------------------------------------------------------
|
Chris@42
|
624
|
Chris@42
|
625 Question 3.18. How do I call FFTW from the Microsoft language du jour?
|
Chris@42
|
626
|
Chris@42
|
627 Please *do not* ask us Windows-specific questions. We do not use Windows.
|
Chris@42
|
628 We know nothing about Visual Basic, Visual C++, or .NET. Please find the
|
Chris@42
|
629 appropriate Usenet discussion group and ask your question there. See also
|
Chris@42
|
630 Q2.2 `Does FFTW run on Windows?'.
|
Chris@42
|
631
|
Chris@42
|
632 -------------------------------------------------------------------------------
|
Chris@42
|
633
|
Chris@42
|
634 Question 3.19. Can I compute only a subset of the DFT outputs?
|
Chris@42
|
635
|
Chris@42
|
636 In general, no, an FFT intrinsically computes all outputs from all inputs.
|
Chris@42
|
637 In principle, there is something called a *pruned FFT* that can do what
|
Chris@42
|
638 you want, but to compute K outputs out of N the complexity is in general
|
Chris@42
|
639 O(N log K) instead of O(N log N), thus saving only a small additive factor
|
Chris@42
|
640 in the log. (The same argument holds if you instead have only K nonzero
|
Chris@42
|
641 inputs.)
|
Chris@42
|
642
|
Chris@42
|
643 There are some specific cases in which you can get the O(N log K)
|
Chris@42
|
644 performance benefits easily, however, by combining a few ordinary FFTs.
|
Chris@42
|
645 In particular, the case where you want the first K outputs, where K
|
Chris@42
|
646 divides N, can be handled by performing N/K transforms of size K and then
|
Chris@42
|
647 summing the outputs multiplied by appropriate phase factors. For more
|
Chris@42
|
648 details, see pruned FFTs with FFTW.
|
Chris@42
|
649
|
Chris@42
|
650 There are also some algorithms that compute pruned transforms
|
Chris@42
|
651 *approximately*, but they are beyond the scope of this FAQ.
|
Chris@42
|
652
|
Chris@42
|
653 -------------------------------------------------------------------------------
|
Chris@42
|
654
|
Chris@42
|
655 Question 3.20. Can I use FFTW's routines for in-place and out-of-place matrix transposition?
|
Chris@42
|
656
|
Chris@42
|
657 You can use the FFTW guru interface to create a rank-0 transform of vector
|
Chris@42
|
658 rank 2 where the vector strides are transposed. (A rank-0 transform is
|
Chris@42
|
659 equivalent to a 1D transform of size 1, which. just copies the input into
|
Chris@42
|
660 the output.) Specifying the same location for the input and output makes
|
Chris@42
|
661 the transpose in-place.
|
Chris@42
|
662
|
Chris@42
|
663 For double-valued data stored in row-major format, plan creation looks
|
Chris@42
|
664 like this:
|
Chris@42
|
665
|
Chris@42
|
666 fftw_plan plan_transpose(int rows, int cols, double *in, double *out)
|
Chris@42
|
667 {
|
Chris@42
|
668 const unsigned flags = FFTW_ESTIMATE; /* other flags are possible */
|
Chris@42
|
669 fftw_iodim howmany_dims[2];
|
Chris@42
|
670
|
Chris@42
|
671 howmany_dims[0].n = rows;
|
Chris@42
|
672 howmany_dims[0].is = cols;
|
Chris@42
|
673 howmany_dims[0].os = 1;
|
Chris@42
|
674
|
Chris@42
|
675 howmany_dims[1].n = cols;
|
Chris@42
|
676 howmany_dims[1].is = 1;
|
Chris@42
|
677 howmany_dims[1].os = rows;
|
Chris@42
|
678
|
Chris@42
|
679 return fftw_plan_guru_r2r(/*rank=*/ 0, /*dims=*/ NULL,
|
Chris@42
|
680 /*howmany_rank=*/ 2, howmany_dims,
|
Chris@42
|
681 in, out, /*kind=*/ NULL, flags);
|
Chris@42
|
682 }
|
Chris@42
|
683 (This entry was written by Rhys Ulerich.)
|
Chris@42
|
684
|
Chris@42
|
685 ===============================================================================
|
Chris@42
|
686
|
Chris@42
|
687 Section 4. Internals of FFTW
|
Chris@42
|
688
|
Chris@42
|
689 Q4.1 How does FFTW work?
|
Chris@42
|
690 Q4.2 Why is FFTW so fast?
|
Chris@42
|
691
|
Chris@42
|
692 -------------------------------------------------------------------------------
|
Chris@42
|
693
|
Chris@42
|
694 Question 4.1. How does FFTW work?
|
Chris@42
|
695
|
Chris@42
|
696 The innovation (if it can be so called) in FFTW consists in having a
|
Chris@42
|
697 variety of composable *solvers*, representing different FFT algorithms and
|
Chris@42
|
698 implementation strategies, whose combination into a particular *plan* for
|
Chris@42
|
699 a given size can be determined at runtime according to the characteristics
|
Chris@42
|
700 of your machine/compiler. This peculiar software architecture allows FFTW
|
Chris@42
|
701 to adapt itself to almost any machine.
|
Chris@42
|
702
|
Chris@42
|
703 For more details (albeit somewhat outdated), see the paper "FFTW: An
|
Chris@42
|
704 Adaptive Software Architecture for the FFT", by M. Frigo and S. G.
|
Chris@42
|
705 Johnson, *Proc. ICASSP* 3, 1381 (1998), also available at the FFTW web
|
Chris@42
|
706 page.
|
Chris@42
|
707
|
Chris@42
|
708 -------------------------------------------------------------------------------
|
Chris@42
|
709
|
Chris@42
|
710 Question 4.2. Why is FFTW so fast?
|
Chris@42
|
711
|
Chris@42
|
712 This is a complex question, and there is no simple answer. In fact, the
|
Chris@42
|
713 authors do not fully know the answer, either. In addition to many small
|
Chris@42
|
714 performance hacks throughout FFTW, there are three general reasons for
|
Chris@42
|
715 FFTW's speed.
|
Chris@42
|
716
|
Chris@42
|
717 * FFTW uses a variety of FFT algorithms and implementation styles that
|
Chris@42
|
718 can be arbitrarily composed to adapt itself to a machine. See Q4.1 `How
|
Chris@42
|
719 does FFTW work?'.
|
Chris@42
|
720 * FFTW uses a code generator to produce highly-optimized routines for
|
Chris@42
|
721 computing small transforms.
|
Chris@42
|
722 * FFTW uses explicit divide-and-conquer to take advantage of the memory
|
Chris@42
|
723 hierarchy.
|
Chris@42
|
724
|
Chris@42
|
725 For more details (albeit somewhat outdated), see the paper "FFTW: An
|
Chris@42
|
726 Adaptive Software Architecture for the FFT", by M. Frigo and S. G.
|
Chris@42
|
727 Johnson, *Proc. ICASSP* 3, 1381 (1998), available along with other
|
Chris@42
|
728 references at the FFTW web page.
|
Chris@42
|
729
|
Chris@42
|
730 ===============================================================================
|
Chris@42
|
731
|
Chris@42
|
732 Section 5. Known bugs
|
Chris@42
|
733
|
Chris@42
|
734 Q5.1 FFTW 1.1 crashes in rfftwnd on Linux.
|
Chris@42
|
735 Q5.2 The MPI transforms in FFTW 1.2 give incorrect results/leak memory.
|
Chris@42
|
736 Q5.3 The test programs in FFTW 1.2.1 fail when I change FFTW to use sin
|
Chris@42
|
737 Q5.4 The test program in FFTW 1.2.1 fails for n > 46340.
|
Chris@42
|
738 Q5.5 The threaded code fails on Linux Redhat 5.0
|
Chris@42
|
739 Q5.6 FFTW 2.0's rfftwnd fails for rank > 1 transforms with a final dime
|
Chris@42
|
740 Q5.7 FFTW 2.0's complex transforms give the wrong results with prime fa
|
Chris@42
|
741 Q5.8 FFTW 2.1.1's MPI test programs crash with MPICH.
|
Chris@42
|
742 Q5.9 FFTW 2.1.2's multi-threaded transforms don't work on AIX.
|
Chris@42
|
743 Q5.10 FFTW 2.1.2's complex transforms give incorrect results for large p
|
Chris@42
|
744 Q5.11 FFTW 2.1.3's multi-threaded transforms don't give any speedup on S
|
Chris@42
|
745 Q5.12 FFTW 2.1.3 crashes on AIX.
|
Chris@42
|
746
|
Chris@42
|
747 -------------------------------------------------------------------------------
|
Chris@42
|
748
|
Chris@42
|
749 Question 5.1. FFTW 1.1 crashes in rfftwnd on Linux.
|
Chris@42
|
750
|
Chris@42
|
751 This bug was fixed in FFTW 1.2. There was a bug in rfftwnd causing an
|
Chris@42
|
752 incorrect amount of memory to be allocated. The bug showed up in Linux
|
Chris@42
|
753 with libc-5.3.12 (and nowhere else that we know of).
|
Chris@42
|
754
|
Chris@42
|
755 -------------------------------------------------------------------------------
|
Chris@42
|
756
|
Chris@42
|
757 Question 5.2. The MPI transforms in FFTW 1.2 give incorrect results/leak memory.
|
Chris@42
|
758
|
Chris@42
|
759 These bugs were corrected in FFTW 1.2.1. The MPI transforms (really, just
|
Chris@42
|
760 the transpose routines) in FFTW 1.2 had bugs that could cause errors in
|
Chris@42
|
761 some situations.
|
Chris@42
|
762
|
Chris@42
|
763 -------------------------------------------------------------------------------
|
Chris@42
|
764
|
Chris@42
|
765 Question 5.3. The test programs in FFTW 1.2.1 fail when I change FFTW to use single precision.
|
Chris@42
|
766
|
Chris@42
|
767 This bug was fixed in FFTW 1.3. (Older versions of FFTW did work in
|
Chris@42
|
768 single precision, but the test programs didn't--the error tolerances in
|
Chris@42
|
769 the tests were set for double precision.)
|
Chris@42
|
770
|
Chris@42
|
771 -------------------------------------------------------------------------------
|
Chris@42
|
772
|
Chris@42
|
773 Question 5.4. The test program in FFTW 1.2.1 fails for n > 46340.
|
Chris@42
|
774
|
Chris@42
|
775 This bug was fixed in FFTW 1.3. FFTW 1.2.1 produced the right answer, but
|
Chris@42
|
776 the test program was wrong. For large n, n*n in the naive transform that
|
Chris@42
|
777 we used for comparison overflows 32 bit integer precision, breaking the
|
Chris@42
|
778 test.
|
Chris@42
|
779
|
Chris@42
|
780 -------------------------------------------------------------------------------
|
Chris@42
|
781
|
Chris@42
|
782 Question 5.5. The threaded code fails on Linux Redhat 5.0
|
Chris@42
|
783
|
Chris@42
|
784 We had problems with glibc-2.0.5. The code should work with glibc-2.0.7.
|
Chris@42
|
785
|
Chris@42
|
786 -------------------------------------------------------------------------------
|
Chris@42
|
787
|
Chris@42
|
788 Question 5.6. FFTW 2.0's rfftwnd fails for rank > 1 transforms with a final dimension >= 65536.
|
Chris@42
|
789
|
Chris@42
|
790 This bug was fixed in FFTW 2.0.1. (There was a 32-bit integer overflow
|
Chris@42
|
791 due to a poorly-parenthesized expression.)
|
Chris@42
|
792
|
Chris@42
|
793 -------------------------------------------------------------------------------
|
Chris@42
|
794
|
Chris@42
|
795 Question 5.7. FFTW 2.0's complex transforms give the wrong results with prime factors 17 to 97.
|
Chris@42
|
796
|
Chris@42
|
797 There was a bug in the complex transforms that could cause incorrect
|
Chris@42
|
798 results under (hopefully rare) circumstances for lengths with
|
Chris@42
|
799 intermediate-size prime factors (17-97). This bug was fixed in FFTW
|
Chris@42
|
800 2.1.1.
|
Chris@42
|
801
|
Chris@42
|
802 -------------------------------------------------------------------------------
|
Chris@42
|
803
|
Chris@42
|
804 Question 5.8. FFTW 2.1.1's MPI test programs crash with MPICH.
|
Chris@42
|
805
|
Chris@42
|
806 This bug was fixed in FFTW 2.1.2. The 2.1/2.1.1 MPI test programs crashed
|
Chris@42
|
807 when using the MPICH implementation of MPI with the ch_p4 device (TCP/IP);
|
Chris@42
|
808 the transforms themselves worked fine.
|
Chris@42
|
809
|
Chris@42
|
810 -------------------------------------------------------------------------------
|
Chris@42
|
811
|
Chris@42
|
812 Question 5.9. FFTW 2.1.2's multi-threaded transforms don't work on AIX.
|
Chris@42
|
813
|
Chris@42
|
814 This bug was fixed in FFTW 2.1.3. The multi-threaded transforms in
|
Chris@42
|
815 previous versions didn't work with AIX's pthreads implementation, which
|
Chris@42
|
816 idiosyncratically creates threads in detached (non-joinable) mode by
|
Chris@42
|
817 default.
|
Chris@42
|
818
|
Chris@42
|
819 -------------------------------------------------------------------------------
|
Chris@42
|
820
|
Chris@42
|
821 Question 5.10. FFTW 2.1.2's complex transforms give incorrect results for large prime sizes.
|
Chris@42
|
822
|
Chris@42
|
823 This bug was fixed in FFTW 2.1.3. FFTW's complex-transform algorithm for
|
Chris@42
|
824 prime sizes (in versions 2.0 to 2.1.2) had an integer overflow problem
|
Chris@42
|
825 that caused incorrect results for many primes greater than 32768 (on
|
Chris@42
|
826 32-bit machines). (Sizes without large prime factors are not affected.)
|
Chris@42
|
827
|
Chris@42
|
828 -------------------------------------------------------------------------------
|
Chris@42
|
829
|
Chris@42
|
830 Question 5.11. FFTW 2.1.3's multi-threaded transforms don't give any speedup on Solaris.
|
Chris@42
|
831
|
Chris@42
|
832 This bug was fixed in FFTW 2.1.4. (By default, Solaris creates threads
|
Chris@42
|
833 that do not parallelize over multiple processors, so one has to request
|
Chris@42
|
834 the proper behavior specifically.)
|
Chris@42
|
835
|
Chris@42
|
836 -------------------------------------------------------------------------------
|
Chris@42
|
837
|
Chris@42
|
838 Question 5.12. FFTW 2.1.3 crashes on AIX.
|
Chris@42
|
839
|
Chris@42
|
840 The FFTW 2.1.3 configure script picked incorrect compiler flags for the
|
Chris@42
|
841 xlc compiler on newer IBM processors. This is fixed in FFTW 2.1.4.
|
Chris@42
|
842
|