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Update Vamp plugin SDK to 2.5
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Chris@10 1 This is fftw3.info, produced by makeinfo version 4.13 from fftw3.texi.
Chris@10 2
Chris@10 3 This manual is for FFTW (version 3.3.3, 25 November 2012).
Chris@10 4
Chris@10 5 Copyright (C) 2003 Matteo Frigo.
Chris@10 6
Chris@10 7 Copyright (C) 2003 Massachusetts Institute of Technology.
Chris@10 8
Chris@10 9 Permission is granted to make and distribute verbatim copies of
Chris@10 10 this manual provided the copyright notice and this permission
Chris@10 11 notice are preserved on all copies.
Chris@10 12
Chris@10 13 Permission is granted to copy and distribute modified versions of
Chris@10 14 this manual under the conditions for verbatim copying, provided
Chris@10 15 that the entire resulting derived work is distributed under the
Chris@10 16 terms of a permission notice identical to this one.
Chris@10 17
Chris@10 18 Permission is granted to copy and distribute translations of this
Chris@10 19 manual into another language, under the above conditions for
Chris@10 20 modified versions, except that this permission notice may be
Chris@10 21 stated in a translation approved by the Free Software Foundation.
Chris@10 22
Chris@10 23 INFO-DIR-SECTION Texinfo documentation system
Chris@10 24 START-INFO-DIR-ENTRY
Chris@10 25 * fftw3: (fftw3). FFTW User's Manual.
Chris@10 26 END-INFO-DIR-ENTRY
Chris@10 27
Chris@10 28 
Chris@10 29 File: fftw3.info, Node: Top, Next: Introduction, Prev: (dir), Up: (dir)
Chris@10 30
Chris@10 31 FFTW User Manual
Chris@10 32 ****************
Chris@10 33
Chris@10 34 Welcome to FFTW, the Fastest Fourier Transform in the West. FFTW is a
Chris@10 35 collection of fast C routines to compute the discrete Fourier transform.
Chris@10 36 This manual documents FFTW version 3.3.3.
Chris@10 37
Chris@10 38 * Menu:
Chris@10 39
Chris@10 40 * Introduction::
Chris@10 41 * Tutorial::
Chris@10 42 * Other Important Topics::
Chris@10 43 * FFTW Reference::
Chris@10 44 * Multi-threaded FFTW::
Chris@10 45 * Distributed-memory FFTW with MPI::
Chris@10 46 * Calling FFTW from Modern Fortran::
Chris@10 47 * Calling FFTW from Legacy Fortran::
Chris@10 48 * Upgrading from FFTW version 2::
Chris@10 49 * Installation and Customization::
Chris@10 50 * Acknowledgments::
Chris@10 51 * License and Copyright::
Chris@10 52 * Concept Index::
Chris@10 53 * Library Index::
Chris@10 54
Chris@10 55 
Chris@10 56 File: fftw3.info, Node: Introduction, Next: Tutorial, Prev: Top, Up: Top
Chris@10 57
Chris@10 58 1 Introduction
Chris@10 59 **************
Chris@10 60
Chris@10 61 This manual documents version 3.3.3 of FFTW, the _Fastest Fourier
Chris@10 62 Transform in the West_. FFTW is a comprehensive collection of fast C
Chris@10 63 routines for computing the discrete Fourier transform (DFT) and various
Chris@10 64 special cases thereof.
Chris@10 65 * FFTW computes the DFT of complex data, real data, even- or
Chris@10 66 odd-symmetric real data (these symmetric transforms are usually
Chris@10 67 known as the discrete cosine or sine transform, respectively), and
Chris@10 68 the discrete Hartley transform (DHT) of real data.
Chris@10 69
Chris@10 70 * The input data can have arbitrary length. FFTW employs O(n
Chris@10 71 log n) algorithms for all lengths, including prime numbers.
Chris@10 72
Chris@10 73 * FFTW supports arbitrary multi-dimensional data.
Chris@10 74
Chris@10 75 * FFTW supports the SSE, SSE2, AVX, Altivec, and MIPS PS instruction
Chris@10 76 sets.
Chris@10 77
Chris@10 78 * FFTW includes parallel (multi-threaded) transforms for
Chris@10 79 shared-memory systems.
Chris@10 80
Chris@10 81 * Starting with version 3.3, FFTW includes distributed-memory
Chris@10 82 parallel transforms using MPI.
Chris@10 83
Chris@10 84 We assume herein that you are familiar with the properties and uses
Chris@10 85 of the DFT that are relevant to your application. Otherwise, see e.g.
Chris@10 86 `The Fast Fourier Transform and Its Applications' by E. O. Brigham
Chris@10 87 (Prentice-Hall, Englewood Cliffs, NJ, 1988). Our web page
Chris@10 88 (http://www.fftw.org) also has links to FFT-related information online.
Chris@10 89
Chris@10 90 In order to use FFTW effectively, you need to learn one basic concept
Chris@10 91 of FFTW's internal structure: FFTW does not use a fixed algorithm for
Chris@10 92 computing the transform, but instead it adapts the DFT algorithm to
Chris@10 93 details of the underlying hardware in order to maximize performance.
Chris@10 94 Hence, the computation of the transform is split into two phases.
Chris@10 95 First, FFTW's "planner" "learns" the fastest way to compute the
Chris@10 96 transform on your machine. The planner produces a data structure
Chris@10 97 called a "plan" that contains this information. Subsequently, the plan
Chris@10 98 is "executed" to transform the array of input data as dictated by the
Chris@10 99 plan. The plan can be reused as many times as needed. In typical
Chris@10 100 high-performance applications, many transforms of the same size are
Chris@10 101 computed and, consequently, a relatively expensive initialization of
Chris@10 102 this sort is acceptable. On the other hand, if you need a single
Chris@10 103 transform of a given size, the one-time cost of the planner becomes
Chris@10 104 significant. For this case, FFTW provides fast planners based on
Chris@10 105 heuristics or on previously computed plans.
Chris@10 106
Chris@10 107 FFTW supports transforms of data with arbitrary length, rank,
Chris@10 108 multiplicity, and a general memory layout. In simple cases, however,
Chris@10 109 this generality may be unnecessary and confusing. Consequently, we
Chris@10 110 organized the interface to FFTW into three levels of increasing
Chris@10 111 generality.
Chris@10 112 * The "basic interface" computes a single transform of
Chris@10 113 contiguous data.
Chris@10 114
Chris@10 115 * The "advanced interface" computes transforms of multiple or
Chris@10 116 strided arrays.
Chris@10 117
Chris@10 118 * The "guru interface" supports the most general data layouts,
Chris@10 119 multiplicities, and strides.
Chris@10 120 We expect that most users will be best served by the basic interface,
Chris@10 121 whereas the guru interface requires careful attention to the
Chris@10 122 documentation to avoid problems.
Chris@10 123
Chris@10 124 Besides the automatic performance adaptation performed by the
Chris@10 125 planner, it is also possible for advanced users to customize FFTW
Chris@10 126 manually. For example, if code space is a concern, we provide a tool
Chris@10 127 that links only the subset of FFTW needed by your application.
Chris@10 128 Conversely, you may need to extend FFTW because the standard
Chris@10 129 distribution is not sufficient for your needs. For example, the
Chris@10 130 standard FFTW distribution works most efficiently for arrays whose size
Chris@10 131 can be factored into small primes (2, 3, 5, and 7), and otherwise it
Chris@10 132 uses a slower general-purpose routine. If you need efficient
Chris@10 133 transforms of other sizes, you can use FFTW's code generator, which
Chris@10 134 produces fast C programs ("codelets") for any particular array size you
Chris@10 135 may care about. For example, if you need transforms of size 513 = 19 x
Chris@10 136 3^3, you can customize FFTW to support the factor 19 efficiently.
Chris@10 137
Chris@10 138 For more information regarding FFTW, see the paper, "The Design and
Chris@10 139 Implementation of FFTW3," by M. Frigo and S. G. Johnson, which was an
Chris@10 140 invited paper in `Proc. IEEE' 93 (2), p. 216 (2005). The code
Chris@10 141 generator is described in the paper "A fast Fourier transform compiler", by
Chris@10 142 M. Frigo, in the `Proceedings of the 1999 ACM SIGPLAN Conference on
Chris@10 143 Programming Language Design and Implementation (PLDI), Atlanta,
Chris@10 144 Georgia, May 1999'. These papers, along with the latest version of
Chris@10 145 FFTW, the FAQ, benchmarks, and other links, are available at the FFTW
Chris@10 146 home page (http://www.fftw.org).
Chris@10 147
Chris@10 148 The current version of FFTW incorporates many good ideas from the
Chris@10 149 past thirty years of FFT literature. In one way or another, FFTW uses
Chris@10 150 the Cooley-Tukey algorithm, the prime factor algorithm, Rader's
Chris@10 151 algorithm for prime sizes, and a split-radix algorithm (with a
Chris@10 152 "conjugate-pair" variation pointed out to us by Dan Bernstein). FFTW's
Chris@10 153 code generator also produces new algorithms that we do not completely
Chris@10 154 understand. The reader is referred to the cited papers for the
Chris@10 155 appropriate references.
Chris@10 156
Chris@10 157 The rest of this manual is organized as follows. We first discuss
Chris@10 158 the sequential (single-processor) implementation. We start by
Chris@10 159 describing the basic interface/features of FFTW in *note Tutorial::.
Chris@10 160 Next, *note Other Important Topics:: discusses data alignment (*note
Chris@10 161 SIMD alignment and fftw_malloc::), the storage scheme of
Chris@10 162 multi-dimensional arrays (*note Multi-dimensional Array Format::), and
Chris@10 163 FFTW's mechanism for storing plans on disk (*note Words of
Chris@10 164 Wisdom-Saving Plans::). Next, *note FFTW Reference:: provides
Chris@10 165 comprehensive documentation of all FFTW's features. Parallel
Chris@10 166 transforms are discussed in their own chapters: *note Multi-threaded
Chris@10 167 FFTW:: and *note Distributed-memory FFTW with MPI::. Fortran
Chris@10 168 programmers can also use FFTW, as described in *note Calling FFTW from
Chris@10 169 Legacy Fortran:: and *note Calling FFTW from Modern Fortran::. *note
Chris@10 170 Installation and Customization:: explains how to install FFTW in your
Chris@10 171 computer system and how to adapt FFTW to your needs. License and
Chris@10 172 copyright information is given in *note License and Copyright::.
Chris@10 173 Finally, we thank all the people who helped us in *note
Chris@10 174 Acknowledgments::.
Chris@10 175
Chris@10 176 
Chris@10 177 File: fftw3.info, Node: Tutorial, Next: Other Important Topics, Prev: Introduction, Up: Top
Chris@10 178
Chris@10 179 2 Tutorial
Chris@10 180 **********
Chris@10 181
Chris@10 182 * Menu:
Chris@10 183
Chris@10 184 * Complex One-Dimensional DFTs::
Chris@10 185 * Complex Multi-Dimensional DFTs::
Chris@10 186 * One-Dimensional DFTs of Real Data::
Chris@10 187 * Multi-Dimensional DFTs of Real Data::
Chris@10 188 * More DFTs of Real Data::
Chris@10 189
Chris@10 190 This chapter describes the basic usage of FFTW, i.e., how to compute the
Chris@10 191 Fourier transform of a single array. This chapter tells the truth, but
Chris@10 192 not the _whole_ truth. Specifically, FFTW implements additional
Chris@10 193 routines and flags that are not documented here, although in many cases
Chris@10 194 we try to indicate where added capabilities exist. For more complete
Chris@10 195 information, see *note FFTW Reference::. (Note that you need to
Chris@10 196 compile and install FFTW before you can use it in a program. For the
Chris@10 197 details of the installation, see *note Installation and
Chris@10 198 Customization::.)
Chris@10 199
Chris@10 200 We recommend that you read this tutorial in order.(1) At the least,
Chris@10 201 read the first section (*note Complex One-Dimensional DFTs::) before
Chris@10 202 reading any of the others, even if your main interest lies in one of
Chris@10 203 the other transform types.
Chris@10 204
Chris@10 205 Users of FFTW version 2 and earlier may also want to read *note
Chris@10 206 Upgrading from FFTW version 2::.
Chris@10 207
Chris@10 208 ---------- Footnotes ----------
Chris@10 209
Chris@10 210 (1) You can read the tutorial in bit-reversed order after computing
Chris@10 211 your first transform.
Chris@10 212
Chris@10 213 
Chris@10 214 File: fftw3.info, Node: Complex One-Dimensional DFTs, Next: Complex Multi-Dimensional DFTs, Prev: Tutorial, Up: Tutorial
Chris@10 215
Chris@10 216 2.1 Complex One-Dimensional DFTs
Chris@10 217 ================================
Chris@10 218
Chris@10 219 Plan: To bother about the best method of accomplishing an
Chris@10 220 accidental result. [Ambrose Bierce, `The Enlarged Devil's
Chris@10 221 Dictionary'.]
Chris@10 222
Chris@10 223 The basic usage of FFTW to compute a one-dimensional DFT of size `N'
Chris@10 224 is simple, and it typically looks something like this code:
Chris@10 225
Chris@10 226 #include <fftw3.h>
Chris@10 227 ...
Chris@10 228 {
Chris@10 229 fftw_complex *in, *out;
Chris@10 230 fftw_plan p;
Chris@10 231 ...
Chris@10 232 in = (fftw_complex*) fftw_malloc(sizeof(fftw_complex) * N);
Chris@10 233 out = (fftw_complex*) fftw_malloc(sizeof(fftw_complex) * N);
Chris@10 234 p = fftw_plan_dft_1d(N, in, out, FFTW_FORWARD, FFTW_ESTIMATE);
Chris@10 235 ...
Chris@10 236 fftw_execute(p); /* repeat as needed */
Chris@10 237 ...
Chris@10 238 fftw_destroy_plan(p);
Chris@10 239 fftw_free(in); fftw_free(out);
Chris@10 240 }
Chris@10 241
Chris@10 242 You must link this code with the `fftw3' library. On Unix systems,
Chris@10 243 link with `-lfftw3 -lm'.
Chris@10 244
Chris@10 245 The example code first allocates the input and output arrays. You
Chris@10 246 can allocate them in any way that you like, but we recommend using
Chris@10 247 `fftw_malloc', which behaves like `malloc' except that it properly
Chris@10 248 aligns the array when SIMD instructions (such as SSE and Altivec) are
Chris@10 249 available (*note SIMD alignment and fftw_malloc::). [Alternatively, we
Chris@10 250 provide a convenient wrapper function `fftw_alloc_complex(N)' which has
Chris@10 251 the same effect.]
Chris@10 252
Chris@10 253 The data is an array of type `fftw_complex', which is by default a
Chris@10 254 `double[2]' composed of the real (`in[i][0]') and imaginary
Chris@10 255 (`in[i][1]') parts of a complex number.
Chris@10 256
Chris@10 257 The next step is to create a "plan", which is an object that
Chris@10 258 contains all the data that FFTW needs to compute the FFT. This
Chris@10 259 function creates the plan:
Chris@10 260
Chris@10 261 fftw_plan fftw_plan_dft_1d(int n, fftw_complex *in, fftw_complex *out,
Chris@10 262 int sign, unsigned flags);
Chris@10 263
Chris@10 264 The first argument, `n', is the size of the transform you are trying
Chris@10 265 to compute. The size `n' can be any positive integer, but sizes that
Chris@10 266 are products of small factors are transformed most efficiently
Chris@10 267 (although prime sizes still use an O(n log n) algorithm).
Chris@10 268
Chris@10 269 The next two arguments are pointers to the input and output arrays of
Chris@10 270 the transform. These pointers can be equal, indicating an "in-place"
Chris@10 271 transform.
Chris@10 272
Chris@10 273 The fourth argument, `sign', can be either `FFTW_FORWARD' (`-1') or
Chris@10 274 `FFTW_BACKWARD' (`+1'), and indicates the direction of the transform
Chris@10 275 you are interested in; technically, it is the sign of the exponent in
Chris@10 276 the transform.
Chris@10 277
Chris@10 278 The `flags' argument is usually either `FFTW_MEASURE' or `FFTW_ESTIMATE'.
Chris@10 279 `FFTW_MEASURE' instructs FFTW to run and measure the execution time of
Chris@10 280 several FFTs in order to find the best way to compute the transform of
Chris@10 281 size `n'. This process takes some time (usually a few seconds),
Chris@10 282 depending on your machine and on the size of the transform.
Chris@10 283 `FFTW_ESTIMATE', on the contrary, does not run any computation and just
Chris@10 284 builds a reasonable plan that is probably sub-optimal. In short, if
Chris@10 285 your program performs many transforms of the same size and
Chris@10 286 initialization time is not important, use `FFTW_MEASURE'; otherwise use
Chris@10 287 the estimate.
Chris@10 288
Chris@10 289 _You must create the plan before initializing the input_, because
Chris@10 290 `FFTW_MEASURE' overwrites the `in'/`out' arrays. (Technically,
Chris@10 291 `FFTW_ESTIMATE' does not touch your arrays, but you should always
Chris@10 292 create plans first just to be sure.)
Chris@10 293
Chris@10 294 Once the plan has been created, you can use it as many times as you
Chris@10 295 like for transforms on the specified `in'/`out' arrays, computing the
Chris@10 296 actual transforms via `fftw_execute(plan)':
Chris@10 297 void fftw_execute(const fftw_plan plan);
Chris@10 298
Chris@10 299 The DFT results are stored in-order in the array `out', with the
Chris@10 300 zero-frequency (DC) component in `out[0]'. If `in != out', the
Chris@10 301 transform is "out-of-place" and the input array `in' is not modified.
Chris@10 302 Otherwise, the input array is overwritten with the transform.
Chris@10 303
Chris@10 304 If you want to transform a _different_ array of the same size, you
Chris@10 305 can create a new plan with `fftw_plan_dft_1d' and FFTW automatically
Chris@10 306 reuses the information from the previous plan, if possible.
Chris@10 307 Alternatively, with the "guru" interface you can apply a given plan to
Chris@10 308 a different array, if you are careful. *Note FFTW Reference::.
Chris@10 309
Chris@10 310 When you are done with the plan, you deallocate it by calling
Chris@10 311 `fftw_destroy_plan(plan)':
Chris@10 312 void fftw_destroy_plan(fftw_plan plan);
Chris@10 313 If you allocate an array with `fftw_malloc()' you must deallocate it
Chris@10 314 with `fftw_free()'. Do not use `free()' or, heaven forbid, `delete'.
Chris@10 315
Chris@10 316 FFTW computes an _unnormalized_ DFT. Thus, computing a forward
Chris@10 317 followed by a backward transform (or vice versa) results in the original
Chris@10 318 array scaled by `n'. For the definition of the DFT, see *note What
Chris@10 319 FFTW Really Computes::.
Chris@10 320
Chris@10 321 If you have a C compiler, such as `gcc', that supports the C99
Chris@10 322 standard, and you `#include <complex.h>' _before_ `<fftw3.h>', then
Chris@10 323 `fftw_complex' is the native double-precision complex type and you can
Chris@10 324 manipulate it with ordinary arithmetic. Otherwise, FFTW defines its
Chris@10 325 own complex type, which is bit-compatible with the C99 complex type.
Chris@10 326 *Note Complex numbers::. (The C++ `<complex>' template class may also
Chris@10 327 be usable via a typecast.)
Chris@10 328
Chris@10 329 To use single or long-double precision versions of FFTW, replace the
Chris@10 330 `fftw_' prefix by `fftwf_' or `fftwl_' and link with `-lfftw3f' or
Chris@10 331 `-lfftw3l', but use the _same_ `<fftw3.h>' header file.
Chris@10 332
Chris@10 333 Many more flags exist besides `FFTW_MEASURE' and `FFTW_ESTIMATE'.
Chris@10 334 For example, use `FFTW_PATIENT' if you're willing to wait even longer
Chris@10 335 for a possibly even faster plan (*note FFTW Reference::). You can also
Chris@10 336 save plans for future use, as described by *note Words of Wisdom-Saving
Chris@10 337 Plans::.
Chris@10 338
Chris@10 339 
Chris@10 340 File: fftw3.info, Node: Complex Multi-Dimensional DFTs, Next: One-Dimensional DFTs of Real Data, Prev: Complex One-Dimensional DFTs, Up: Tutorial
Chris@10 341
Chris@10 342 2.2 Complex Multi-Dimensional DFTs
Chris@10 343 ==================================
Chris@10 344
Chris@10 345 Multi-dimensional transforms work much the same way as one-dimensional
Chris@10 346 transforms: you allocate arrays of `fftw_complex' (preferably using
Chris@10 347 `fftw_malloc'), create an `fftw_plan', execute it as many times as you
Chris@10 348 want with `fftw_execute(plan)', and clean up with
Chris@10 349 `fftw_destroy_plan(plan)' (and `fftw_free').
Chris@10 350
Chris@10 351 FFTW provides two routines for creating plans for 2d and 3d
Chris@10 352 transforms, and one routine for creating plans of arbitrary
Chris@10 353 dimensionality. The 2d and 3d routines have the following signature:
Chris@10 354 fftw_plan fftw_plan_dft_2d(int n0, int n1,
Chris@10 355 fftw_complex *in, fftw_complex *out,
Chris@10 356 int sign, unsigned flags);
Chris@10 357 fftw_plan fftw_plan_dft_3d(int n0, int n1, int n2,
Chris@10 358 fftw_complex *in, fftw_complex *out,
Chris@10 359 int sign, unsigned flags);
Chris@10 360
Chris@10 361 These routines create plans for `n0' by `n1' two-dimensional (2d)
Chris@10 362 transforms and `n0' by `n1' by `n2' 3d transforms, respectively. All
Chris@10 363 of these transforms operate on contiguous arrays in the C-standard
Chris@10 364 "row-major" order, so that the last dimension has the fastest-varying
Chris@10 365 index in the array. This layout is described further in *note
Chris@10 366 Multi-dimensional Array Format::.
Chris@10 367
Chris@10 368 FFTW can also compute transforms of higher dimensionality. In order
Chris@10 369 to avoid confusion between the various meanings of the the word
Chris@10 370 "dimension", we use the term _rank_ to denote the number of independent
Chris@10 371 indices in an array.(1) For example, we say that a 2d transform has
Chris@10 372 rank 2, a 3d transform has rank 3, and so on. You can plan transforms
Chris@10 373 of arbitrary rank by means of the following function:
Chris@10 374
Chris@10 375 fftw_plan fftw_plan_dft(int rank, const int *n,
Chris@10 376 fftw_complex *in, fftw_complex *out,
Chris@10 377 int sign, unsigned flags);
Chris@10 378
Chris@10 379 Here, `n' is a pointer to an array `n[rank]' denoting an `n[0]' by
Chris@10 380 `n[1]' by ... by `n[rank-1]' transform. Thus, for example, the call
Chris@10 381 fftw_plan_dft_2d(n0, n1, in, out, sign, flags);
Chris@10 382 is equivalent to the following code fragment:
Chris@10 383 int n[2];
Chris@10 384 n[0] = n0;
Chris@10 385 n[1] = n1;
Chris@10 386 fftw_plan_dft(2, n, in, out, sign, flags);
Chris@10 387 `fftw_plan_dft' is not restricted to 2d and 3d transforms, however,
Chris@10 388 but it can plan transforms of arbitrary rank.
Chris@10 389
Chris@10 390 You may have noticed that all the planner routines described so far
Chris@10 391 have overlapping functionality. For example, you can plan a 1d or 2d
Chris@10 392 transform by using `fftw_plan_dft' with a `rank' of `1' or `2', or even
Chris@10 393 by calling `fftw_plan_dft_3d' with `n0' and/or `n1' equal to `1' (with
Chris@10 394 no loss in efficiency). This pattern continues, and FFTW's planning
Chris@10 395 routines in general form a "partial order," sequences of interfaces
Chris@10 396 with strictly increasing generality but correspondingly greater
Chris@10 397 complexity.
Chris@10 398
Chris@10 399 `fftw_plan_dft' is the most general complex-DFT routine that we
Chris@10 400 describe in this tutorial, but there are also the advanced and guru
Chris@10 401 interfaces, which allow one to efficiently combine multiple/strided
Chris@10 402 transforms into a single FFTW plan, transform a subset of a larger
Chris@10 403 multi-dimensional array, and/or to handle more general complex-number
Chris@10 404 formats. For more information, see *note FFTW Reference::.
Chris@10 405
Chris@10 406 ---------- Footnotes ----------
Chris@10 407
Chris@10 408 (1) The term "rank" is commonly used in the APL, FORTRAN, and Common
Chris@10 409 Lisp traditions, although it is not so common in the C world.
Chris@10 410
Chris@10 411 
Chris@10 412 File: fftw3.info, Node: One-Dimensional DFTs of Real Data, Next: Multi-Dimensional DFTs of Real Data, Prev: Complex Multi-Dimensional DFTs, Up: Tutorial
Chris@10 413
Chris@10 414 2.3 One-Dimensional DFTs of Real Data
Chris@10 415 =====================================
Chris@10 416
Chris@10 417 In many practical applications, the input data `in[i]' are purely real
Chris@10 418 numbers, in which case the DFT output satisfies the "Hermitian" redundancy:
Chris@10 419 `out[i]' is the conjugate of `out[n-i]'. It is possible to take
Chris@10 420 advantage of these circumstances in order to achieve roughly a factor
Chris@10 421 of two improvement in both speed and memory usage.
Chris@10 422
Chris@10 423 In exchange for these speed and space advantages, the user sacrifices
Chris@10 424 some of the simplicity of FFTW's complex transforms. First of all, the
Chris@10 425 input and output arrays are of _different sizes and types_: the input
Chris@10 426 is `n' real numbers, while the output is `n/2+1' complex numbers (the
Chris@10 427 non-redundant outputs); this also requires slight "padding" of the
Chris@10 428 input array for in-place transforms. Second, the inverse transform
Chris@10 429 (complex to real) has the side-effect of _overwriting its input array_,
Chris@10 430 by default. Neither of these inconveniences should pose a serious
Chris@10 431 problem for users, but it is important to be aware of them.
Chris@10 432
Chris@10 433 The routines to perform real-data transforms are almost the same as
Chris@10 434 those for complex transforms: you allocate arrays of `double' and/or
Chris@10 435 `fftw_complex' (preferably using `fftw_malloc' or
Chris@10 436 `fftw_alloc_complex'), create an `fftw_plan', execute it as many times
Chris@10 437 as you want with `fftw_execute(plan)', and clean up with
Chris@10 438 `fftw_destroy_plan(plan)' (and `fftw_free'). The only differences are
Chris@10 439 that the input (or output) is of type `double' and there are new
Chris@10 440 routines to create the plan. In one dimension:
Chris@10 441
Chris@10 442 fftw_plan fftw_plan_dft_r2c_1d(int n, double *in, fftw_complex *out,
Chris@10 443 unsigned flags);
Chris@10 444 fftw_plan fftw_plan_dft_c2r_1d(int n, fftw_complex *in, double *out,
Chris@10 445 unsigned flags);
Chris@10 446
Chris@10 447 for the real input to complex-Hermitian output ("r2c") and
Chris@10 448 complex-Hermitian input to real output ("c2r") transforms. Unlike the
Chris@10 449 complex DFT planner, there is no `sign' argument. Instead, r2c DFTs
Chris@10 450 are always `FFTW_FORWARD' and c2r DFTs are always `FFTW_BACKWARD'. (For
Chris@10 451 single/long-double precision `fftwf' and `fftwl', `double' should be
Chris@10 452 replaced by `float' and `long double', respectively.)
Chris@10 453
Chris@10 454 Here, `n' is the "logical" size of the DFT, not necessarily the
Chris@10 455 physical size of the array. In particular, the real (`double') array
Chris@10 456 has `n' elements, while the complex (`fftw_complex') array has `n/2+1'
Chris@10 457 elements (where the division is rounded down). For an in-place
Chris@10 458 transform, `in' and `out' are aliased to the same array, which must be
Chris@10 459 big enough to hold both; so, the real array would actually have
Chris@10 460 `2*(n/2+1)' elements, where the elements beyond the first `n' are
Chris@10 461 unused padding. (Note that this is very different from the concept of
Chris@10 462 "zero-padding" a transform to a larger length, which changes the
Chris@10 463 logical size of the DFT by actually adding new input data.) The kth
Chris@10 464 element of the complex array is exactly the same as the kth element of
Chris@10 465 the corresponding complex DFT. All positive `n' are supported;
Chris@10 466 products of small factors are most efficient, but an O(n log n)
Chris@10 467 algorithm is used even for prime sizes.
Chris@10 468
Chris@10 469 As noted above, the c2r transform destroys its input array even for
Chris@10 470 out-of-place transforms. This can be prevented, if necessary, by
Chris@10 471 including `FFTW_PRESERVE_INPUT' in the `flags', with unfortunately some
Chris@10 472 sacrifice in performance. This flag is also not currently supported
Chris@10 473 for multi-dimensional real DFTs (next section).
Chris@10 474
Chris@10 475 Readers familiar with DFTs of real data will recall that the 0th (the
Chris@10 476 "DC") and `n/2'-th (the "Nyquist" frequency, when `n' is even) elements
Chris@10 477 of the complex output are purely real. Some implementations therefore
Chris@10 478 store the Nyquist element where the DC imaginary part would go, in
Chris@10 479 order to make the input and output arrays the same size. Such packing,
Chris@10 480 however, does not generalize well to multi-dimensional transforms, and
Chris@10 481 the space savings are miniscule in any case; FFTW does not support it.
Chris@10 482
Chris@10 483 An alternative interface for one-dimensional r2c and c2r DFTs can be
Chris@10 484 found in the `r2r' interface (*note The Halfcomplex-format DFT::), with
Chris@10 485 "halfcomplex"-format output that _is_ the same size (and type) as the
Chris@10 486 input array. That interface, although it is not very useful for
Chris@10 487 multi-dimensional transforms, may sometimes yield better performance.
Chris@10 488
Chris@10 489 
Chris@10 490 File: fftw3.info, Node: Multi-Dimensional DFTs of Real Data, Next: More DFTs of Real Data, Prev: One-Dimensional DFTs of Real Data, Up: Tutorial
Chris@10 491
Chris@10 492 2.4 Multi-Dimensional DFTs of Real Data
Chris@10 493 =======================================
Chris@10 494
Chris@10 495 Multi-dimensional DFTs of real data use the following planner routines:
Chris@10 496
Chris@10 497 fftw_plan fftw_plan_dft_r2c_2d(int n0, int n1,
Chris@10 498 double *in, fftw_complex *out,
Chris@10 499 unsigned flags);
Chris@10 500 fftw_plan fftw_plan_dft_r2c_3d(int n0, int n1, int n2,
Chris@10 501 double *in, fftw_complex *out,
Chris@10 502 unsigned flags);
Chris@10 503 fftw_plan fftw_plan_dft_r2c(int rank, const int *n,
Chris@10 504 double *in, fftw_complex *out,
Chris@10 505 unsigned flags);
Chris@10 506
Chris@10 507 as well as the corresponding `c2r' routines with the input/output
Chris@10 508 types swapped. These routines work similarly to their complex
Chris@10 509 analogues, except for the fact that here the complex output array is cut
Chris@10 510 roughly in half and the real array requires padding for in-place
Chris@10 511 transforms (as in 1d, above).
Chris@10 512
Chris@10 513 As before, `n' is the logical size of the array, and the
Chris@10 514 consequences of this on the the format of the complex arrays deserve
Chris@10 515 careful attention. Suppose that the real data has dimensions n[0] x
Chris@10 516 n[1] x n[2] x ... x n[d-1] (in row-major order). Then, after an r2c
Chris@10 517 transform, the output is an n[0] x n[1] x n[2] x ... x (n[d-1]/2 + 1)
Chris@10 518 array of `fftw_complex' values in row-major order, corresponding to
Chris@10 519 slightly over half of the output of the corresponding complex DFT.
Chris@10 520 (The division is rounded down.) The ordering of the data is otherwise
Chris@10 521 exactly the same as in the complex-DFT case.
Chris@10 522
Chris@10 523 For out-of-place transforms, this is the end of the story: the real
Chris@10 524 data is stored as a row-major array of size n[0] x n[1] x n[2] x ... x
Chris@10 525 n[d-1] and the complex data is stored as a row-major array of size
Chris@10 526 n[0] x n[1] x n[2] x ... x (n[d-1]/2 + 1) .
Chris@10 527
Chris@10 528 For in-place transforms, however, extra padding of the real-data
Chris@10 529 array is necessary because the complex array is larger than the real
Chris@10 530 array, and the two arrays share the same memory locations. Thus, for
Chris@10 531 in-place transforms, the final dimension of the real-data array must be
Chris@10 532 padded with extra values to accommodate the size of the complex
Chris@10 533 data--two values if the last dimension is even and one if it is odd. That
Chris@10 534 is, the last dimension of the real data must physically contain 2 *
Chris@10 535 (n[d-1]/2+1) `double' values (exactly enough to hold the complex data).
Chris@10 536 This physical array size does not, however, change the _logical_ array
Chris@10 537 size--only n[d-1] values are actually stored in the last dimension, and
Chris@10 538 n[d-1] is the last dimension passed to the plan-creation routine.
Chris@10 539
Chris@10 540 For example, consider the transform of a two-dimensional real array
Chris@10 541 of size `n0' by `n1'. The output of the r2c transform is a
Chris@10 542 two-dimensional complex array of size `n0' by `n1/2+1', where the `y'
Chris@10 543 dimension has been cut nearly in half because of redundancies in the
Chris@10 544 output. Because `fftw_complex' is twice the size of `double', the
Chris@10 545 output array is slightly bigger than the input array. Thus, if we want
Chris@10 546 to compute the transform in place, we must _pad_ the input array so
Chris@10 547 that it is of size `n0' by `2*(n1/2+1)'. If `n1' is even, then there
Chris@10 548 are two padding elements at the end of each row (which need not be
Chris@10 549 initialized, as they are only used for output).
Chris@10 550
Chris@10 551 These transforms are unnormalized, so an r2c followed by a c2r
Chris@10 552 transform (or vice versa) will result in the original data scaled by
Chris@10 553 the number of real data elements--that is, the product of the (logical)
Chris@10 554 dimensions of the real data.
Chris@10 555
Chris@10 556 (Because the last dimension is treated specially, if it is equal to
Chris@10 557 `1' the transform is _not_ equivalent to a lower-dimensional r2c/c2r
Chris@10 558 transform. In that case, the last complex dimension also has size `1'
Chris@10 559 (`=1/2+1'), and no advantage is gained over the complex transforms.)
Chris@10 560
Chris@10 561 
Chris@10 562 File: fftw3.info, Node: More DFTs of Real Data, Prev: Multi-Dimensional DFTs of Real Data, Up: Tutorial
Chris@10 563
Chris@10 564 2.5 More DFTs of Real Data
Chris@10 565 ==========================
Chris@10 566
Chris@10 567 * Menu:
Chris@10 568
Chris@10 569 * The Halfcomplex-format DFT::
Chris@10 570 * Real even/odd DFTs (cosine/sine transforms)::
Chris@10 571 * The Discrete Hartley Transform::
Chris@10 572
Chris@10 573 FFTW supports several other transform types via a unified "r2r"
Chris@10 574 (real-to-real) interface, so called because it takes a real (`double')
Chris@10 575 array and outputs a real array of the same size. These r2r transforms
Chris@10 576 currently fall into three categories: DFTs of real input and
Chris@10 577 complex-Hermitian output in halfcomplex format, DFTs of real input with
Chris@10 578 even/odd symmetry (a.k.a. discrete cosine/sine transforms, DCTs/DSTs),
Chris@10 579 and discrete Hartley transforms (DHTs), all described in more detail by
Chris@10 580 the following sections.
Chris@10 581
Chris@10 582 The r2r transforms follow the by now familiar interface of creating
Chris@10 583 an `fftw_plan', executing it with `fftw_execute(plan)', and destroying
Chris@10 584 it with `fftw_destroy_plan(plan)'. Furthermore, all r2r transforms
Chris@10 585 share the same planner interface:
Chris@10 586
Chris@10 587 fftw_plan fftw_plan_r2r_1d(int n, double *in, double *out,
Chris@10 588 fftw_r2r_kind kind, unsigned flags);
Chris@10 589 fftw_plan fftw_plan_r2r_2d(int n0, int n1, double *in, double *out,
Chris@10 590 fftw_r2r_kind kind0, fftw_r2r_kind kind1,
Chris@10 591 unsigned flags);
Chris@10 592 fftw_plan fftw_plan_r2r_3d(int n0, int n1, int n2,
Chris@10 593 double *in, double *out,
Chris@10 594 fftw_r2r_kind kind0,
Chris@10 595 fftw_r2r_kind kind1,
Chris@10 596 fftw_r2r_kind kind2,
Chris@10 597 unsigned flags);
Chris@10 598 fftw_plan fftw_plan_r2r(int rank, const int *n, double *in, double *out,
Chris@10 599 const fftw_r2r_kind *kind, unsigned flags);
Chris@10 600
Chris@10 601 Just as for the complex DFT, these plan 1d/2d/3d/multi-dimensional
Chris@10 602 transforms for contiguous arrays in row-major order, transforming (real)
Chris@10 603 input to output of the same size, where `n' specifies the _physical_
Chris@10 604 dimensions of the arrays. All positive `n' are supported (with the
Chris@10 605 exception of `n=1' for the `FFTW_REDFT00' kind, noted in the real-even
Chris@10 606 subsection below); products of small factors are most efficient
Chris@10 607 (factorizing `n-1' and `n+1' for `FFTW_REDFT00' and `FFTW_RODFT00'
Chris@10 608 kinds, described below), but an O(n log n) algorithm is used even for
Chris@10 609 prime sizes.
Chris@10 610
Chris@10 611 Each dimension has a "kind" parameter, of type `fftw_r2r_kind',
Chris@10 612 specifying the kind of r2r transform to be used for that dimension. (In
Chris@10 613 the case of `fftw_plan_r2r', this is an array `kind[rank]' where
Chris@10 614 `kind[i]' is the transform kind for the dimension `n[i]'.) The kind
Chris@10 615 can be one of a set of predefined constants, defined in the following
Chris@10 616 subsections.
Chris@10 617
Chris@10 618 In other words, FFTW computes the separable product of the specified
Chris@10 619 r2r transforms over each dimension, which can be used e.g. for partial
Chris@10 620 differential equations with mixed boundary conditions. (For some r2r
Chris@10 621 kinds, notably the halfcomplex DFT and the DHT, such a separable
Chris@10 622 product is somewhat problematic in more than one dimension, however, as
Chris@10 623 is described below.)
Chris@10 624
Chris@10 625 In the current version of FFTW, all r2r transforms except for the
Chris@10 626 halfcomplex type are computed via pre- or post-processing of
Chris@10 627 halfcomplex transforms, and they are therefore not as fast as they
Chris@10 628 could be. Since most other general DCT/DST codes employ a similar
Chris@10 629 algorithm, however, FFTW's implementation should provide at least
Chris@10 630 competitive performance.
Chris@10 631
Chris@10 632 
Chris@10 633 File: fftw3.info, Node: The Halfcomplex-format DFT, Next: Real even/odd DFTs (cosine/sine transforms), Prev: More DFTs of Real Data, Up: More DFTs of Real Data
Chris@10 634
Chris@10 635 2.5.1 The Halfcomplex-format DFT
Chris@10 636 --------------------------------
Chris@10 637
Chris@10 638 An r2r kind of `FFTW_R2HC' ("r2hc") corresponds to an r2c DFT (*note
Chris@10 639 One-Dimensional DFTs of Real Data::) but with "halfcomplex" format
Chris@10 640 output, and may sometimes be faster and/or more convenient than the
Chris@10 641 latter. The inverse "hc2r" transform is of kind `FFTW_HC2R'. This
Chris@10 642 consists of the non-redundant half of the complex output for a 1d
Chris@10 643 real-input DFT of size `n', stored as a sequence of `n' real numbers
Chris@10 644 (`double') in the format:
Chris@10 645
Chris@10 646 r0, r1, r2, r(n/2), i((n+1)/2-1), ..., i2, i1
Chris@10 647
Chris@10 648 Here, rk is the real part of the kth output, and ik is the imaginary
Chris@10 649 part. (Division by 2 is rounded down.) For a halfcomplex array
Chris@10 650 `hc[n]', the kth component thus has its real part in `hc[k]' and its
Chris@10 651 imaginary part in `hc[n-k]', with the exception of `k' `==' `0' or
Chris@10 652 `n/2' (the latter only if `n' is even)--in these two cases, the
Chris@10 653 imaginary part is zero due to symmetries of the real-input DFT, and is
Chris@10 654 not stored. Thus, the r2hc transform of `n' real values is a
Chris@10 655 halfcomplex array of length `n', and vice versa for hc2r.
Chris@10 656
Chris@10 657 Aside from the differing format, the output of
Chris@10 658 `FFTW_R2HC'/`FFTW_HC2R' is otherwise exactly the same as for the
Chris@10 659 corresponding 1d r2c/c2r transform (i.e. `FFTW_FORWARD'/`FFTW_BACKWARD'
Chris@10 660 transforms, respectively). Recall that these transforms are
Chris@10 661 unnormalized, so r2hc followed by hc2r will result in the original data
Chris@10 662 multiplied by `n'. Furthermore, like the c2r transform, an
Chris@10 663 out-of-place hc2r transform will _destroy its input_ array.
Chris@10 664
Chris@10 665 Although these halfcomplex transforms can be used with the
Chris@10 666 multi-dimensional r2r interface, the interpretation of such a separable
Chris@10 667 product of transforms along each dimension is problematic. For example,
Chris@10 668 consider a two-dimensional `n0' by `n1', r2hc by r2hc transform planned
Chris@10 669 by `fftw_plan_r2r_2d(n0, n1, in, out, FFTW_R2HC, FFTW_R2HC,
Chris@10 670 FFTW_MEASURE)'. Conceptually, FFTW first transforms the rows (of size
Chris@10 671 `n1') to produce halfcomplex rows, and then transforms the columns (of
Chris@10 672 size `n0'). Half of these column transforms, however, are of imaginary
Chris@10 673 parts, and should therefore be multiplied by i and combined with the
Chris@10 674 r2hc transforms of the real columns to produce the 2d DFT amplitudes;
Chris@10 675 FFTW's r2r transform does _not_ perform this combination for you.
Chris@10 676 Thus, if a multi-dimensional real-input/output DFT is required, we
Chris@10 677 recommend using the ordinary r2c/c2r interface (*note Multi-Dimensional
Chris@10 678 DFTs of Real Data::).
Chris@10 679
Chris@10 680 
Chris@10 681 File: fftw3.info, Node: Real even/odd DFTs (cosine/sine transforms), Next: The Discrete Hartley Transform, Prev: The Halfcomplex-format DFT, Up: More DFTs of Real Data
Chris@10 682
Chris@10 683 2.5.2 Real even/odd DFTs (cosine/sine transforms)
Chris@10 684 -------------------------------------------------
Chris@10 685
Chris@10 686 The Fourier transform of a real-even function f(-x) = f(x) is
Chris@10 687 real-even, and i times the Fourier transform of a real-odd function
Chris@10 688 f(-x) = -f(x) is real-odd. Similar results hold for a discrete Fourier
Chris@10 689 transform, and thus for these symmetries the need for complex
Chris@10 690 inputs/outputs is entirely eliminated. Moreover, one gains a factor of
Chris@10 691 two in speed/space from the fact that the data are real, and an
Chris@10 692 additional factor of two from the even/odd symmetry: only the
Chris@10 693 non-redundant (first) half of the array need be stored. The result is
Chris@10 694 the real-even DFT ("REDFT") and the real-odd DFT ("RODFT"), also known
Chris@10 695 as the discrete cosine and sine transforms ("DCT" and "DST"),
Chris@10 696 respectively.
Chris@10 697
Chris@10 698 (In this section, we describe the 1d transforms; multi-dimensional
Chris@10 699 transforms are just a separable product of these transforms operating
Chris@10 700 along each dimension.)
Chris@10 701
Chris@10 702 Because of the discrete sampling, one has an additional choice: is
Chris@10 703 the data even/odd around a sampling point, or around the point halfway
Chris@10 704 between two samples? The latter corresponds to _shifting_ the samples
Chris@10 705 by _half_ an interval, and gives rise to several transform variants
Chris@10 706 denoted by REDFTab and RODFTab: a and b are 0 or 1, and indicate
Chris@10 707 whether the input (a) and/or output (b) are shifted by half a sample (1
Chris@10 708 means it is shifted). These are also known as types I-IV of the DCT
Chris@10 709 and DST, and all four types are supported by FFTW's r2r interface.(1)
Chris@10 710
Chris@10 711 The r2r kinds for the various REDFT and RODFT types supported by
Chris@10 712 FFTW, along with the boundary conditions at both ends of the _input_
Chris@10 713 array (`n' real numbers `in[j=0..n-1]'), are:
Chris@10 714
Chris@10 715 * `FFTW_REDFT00' (DCT-I): even around j=0 and even around j=n-1.
Chris@10 716
Chris@10 717 * `FFTW_REDFT10' (DCT-II, "the" DCT): even around j=-0.5 and even
Chris@10 718 around j=n-0.5.
Chris@10 719
Chris@10 720 * `FFTW_REDFT01' (DCT-III, "the" IDCT): even around j=0 and odd
Chris@10 721 around j=n.
Chris@10 722
Chris@10 723 * `FFTW_REDFT11' (DCT-IV): even around j=-0.5 and odd around j=n-0.5.
Chris@10 724
Chris@10 725 * `FFTW_RODFT00' (DST-I): odd around j=-1 and odd around j=n.
Chris@10 726
Chris@10 727 * `FFTW_RODFT10' (DST-II): odd around j=-0.5 and odd around j=n-0.5.
Chris@10 728
Chris@10 729 * `FFTW_RODFT01' (DST-III): odd around j=-1 and even around j=n-1.
Chris@10 730
Chris@10 731 * `FFTW_RODFT11' (DST-IV): odd around j=-0.5 and even around j=n-0.5.
Chris@10 732
Chris@10 733
Chris@10 734 Note that these symmetries apply to the "logical" array being
Chris@10 735 transformed; *there are no constraints on your physical input data*.
Chris@10 736 So, for example, if you specify a size-5 REDFT00 (DCT-I) of the data
Chris@10 737 abcde, it corresponds to the DFT of the logical even array abcdedcb of
Chris@10 738 size 8. A size-4 REDFT10 (DCT-II) of the data abcd corresponds to the
Chris@10 739 size-8 logical DFT of the even array abcddcba, shifted by half a sample.
Chris@10 740
Chris@10 741 All of these transforms are invertible. The inverse of R*DFT00 is
Chris@10 742 R*DFT00; of R*DFT10 is R*DFT01 and vice versa (these are often called
Chris@10 743 simply "the" DCT and IDCT, respectively); and of R*DFT11 is R*DFT11.
Chris@10 744 However, the transforms computed by FFTW are unnormalized, exactly like
Chris@10 745 the corresponding real and complex DFTs, so computing a transform
Chris@10 746 followed by its inverse yields the original array scaled by N, where N
Chris@10 747 is the _logical_ DFT size. For REDFT00, N=2(n-1); for RODFT00,
Chris@10 748 N=2(n+1); otherwise, N=2n.
Chris@10 749
Chris@10 750 Note that the boundary conditions of the transform output array are
Chris@10 751 given by the input boundary conditions of the inverse transform. Thus,
Chris@10 752 the above transforms are all inequivalent in terms of input/output
Chris@10 753 boundary conditions, even neglecting the 0.5 shift difference.
Chris@10 754
Chris@10 755 FFTW is most efficient when N is a product of small factors; note
Chris@10 756 that this _differs_ from the factorization of the physical size `n' for
Chris@10 757 REDFT00 and RODFT00! There is another oddity: `n=1' REDFT00 transforms
Chris@10 758 correspond to N=0, and so are _not defined_ (the planner will return
Chris@10 759 `NULL'). Otherwise, any positive `n' is supported.
Chris@10 760
Chris@10 761 For the precise mathematical definitions of these transforms as used
Chris@10 762 by FFTW, see *note What FFTW Really Computes::. (For people accustomed
Chris@10 763 to the DCT/DST, FFTW's definitions have a coefficient of 2 in front of
Chris@10 764 the cos/sin functions so that they correspond precisely to an even/odd
Chris@10 765 DFT of size N. Some authors also include additional multiplicative
Chris@10 766 factors of sqrt(2) for selected inputs and outputs; this makes the
Chris@10 767 transform orthogonal, but sacrifices the direct equivalence to a
Chris@10 768 symmetric DFT.)
Chris@10 769
Chris@10 770 Which type do you need?
Chris@10 771 .......................
Chris@10 772
Chris@10 773 Since the required flavor of even/odd DFT depends upon your problem,
Chris@10 774 you are the best judge of this choice, but we can make a few comments
Chris@10 775 on relative efficiency to help you in your selection. In particular,
Chris@10 776 R*DFT01 and R*DFT10 tend to be slightly faster than R*DFT11 (especially
Chris@10 777 for odd sizes), while the R*DFT00 transforms are sometimes
Chris@10 778 significantly slower (especially for even sizes).(2)
Chris@10 779
Chris@10 780 Thus, if only the boundary conditions on the transform inputs are
Chris@10 781 specified, we generally recommend R*DFT10 over R*DFT00 and R*DFT01 over
Chris@10 782 R*DFT11 (unless the half-sample shift or the self-inverse property is
Chris@10 783 significant for your problem).
Chris@10 784
Chris@10 785 If performance is important to you and you are using only small sizes
Chris@10 786 (say n<200), e.g. for multi-dimensional transforms, then you might
Chris@10 787 consider generating hard-coded transforms of those sizes and types that
Chris@10 788 you are interested in (*note Generating your own code::).
Chris@10 789
Chris@10 790 We are interested in hearing what types of symmetric transforms you
Chris@10 791 find most useful.
Chris@10 792
Chris@10 793 ---------- Footnotes ----------
Chris@10 794
Chris@10 795 (1) There are also type V-VIII transforms, which correspond to a
Chris@10 796 logical DFT of _odd_ size N, independent of whether the physical size
Chris@10 797 `n' is odd, but we do not support these variants.
Chris@10 798
Chris@10 799 (2) R*DFT00 is sometimes slower in FFTW because we discovered that
Chris@10 800 the standard algorithm for computing this by a pre/post-processed real
Chris@10 801 DFT--the algorithm used in FFTPACK, Numerical Recipes, and other
Chris@10 802 sources for decades now--has serious numerical problems: it already
Chris@10 803 loses several decimal places of accuracy for 16k sizes. There seem to
Chris@10 804 be only two alternatives in the literature that do not suffer
Chris@10 805 similarly: a recursive decomposition into smaller DCTs, which would
Chris@10 806 require a large set of codelets for efficiency and generality, or
Chris@10 807 sacrificing a factor of 2 in speed to use a real DFT of twice the size.
Chris@10 808 We currently employ the latter technique for general n, as well as a
Chris@10 809 limited form of the former method: a split-radix decomposition when n
Chris@10 810 is odd (N a multiple of 4). For N containing many factors of 2, the
Chris@10 811 split-radix method seems to recover most of the speed of the standard
Chris@10 812 algorithm without the accuracy tradeoff.
Chris@10 813
Chris@10 814 
Chris@10 815 File: fftw3.info, Node: The Discrete Hartley Transform, Prev: Real even/odd DFTs (cosine/sine transforms), Up: More DFTs of Real Data
Chris@10 816
Chris@10 817 2.5.3 The Discrete Hartley Transform
Chris@10 818 ------------------------------------
Chris@10 819
Chris@10 820 If you are planning to use the DHT because you've heard that it is
Chris@10 821 "faster" than the DFT (FFT), *stop here*. The DHT is not faster than
Chris@10 822 the DFT. That story is an old but enduring misconception that was
Chris@10 823 debunked in 1987.
Chris@10 824
Chris@10 825 The discrete Hartley transform (DHT) is an invertible linear
Chris@10 826 transform closely related to the DFT. In the DFT, one multiplies each
Chris@10 827 input by cos - i * sin (a complex exponential), whereas in the DHT each
Chris@10 828 input is multiplied by simply cos + sin. Thus, the DHT transforms `n'
Chris@10 829 real numbers to `n' real numbers, and has the convenient property of
Chris@10 830 being its own inverse. In FFTW, a DHT (of any positive `n') can be
Chris@10 831 specified by an r2r kind of `FFTW_DHT'.
Chris@10 832
Chris@10 833 Like the DFT, in FFTW the DHT is unnormalized, so computing a DHT of
Chris@10 834 size `n' followed by another DHT of the same size will result in the
Chris@10 835 original array multiplied by `n'.
Chris@10 836
Chris@10 837 The DHT was originally proposed as a more efficient alternative to
Chris@10 838 the DFT for real data, but it was subsequently shown that a specialized
Chris@10 839 DFT (such as FFTW's r2hc or r2c transforms) could be just as fast. In
Chris@10 840 FFTW, the DHT is actually computed by post-processing an r2hc
Chris@10 841 transform, so there is ordinarily no reason to prefer it from a
Chris@10 842 performance perspective.(1) However, we have heard rumors that the DHT
Chris@10 843 might be the most appropriate transform in its own right for certain
Chris@10 844 applications, and we would be very interested to hear from anyone who
Chris@10 845 finds it useful.
Chris@10 846
Chris@10 847 If `FFTW_DHT' is specified for multiple dimensions of a
Chris@10 848 multi-dimensional transform, FFTW computes the separable product of 1d
Chris@10 849 DHTs along each dimension. Unfortunately, this is not quite the same
Chris@10 850 thing as a true multi-dimensional DHT; you can compute the latter, if
Chris@10 851 necessary, with at most `rank-1' post-processing passes [see e.g. H.
Chris@10 852 Hao and R. N. Bracewell, Proc. IEEE 75, 264-266 (1987)].
Chris@10 853
Chris@10 854 For the precise mathematical definition of the DHT as used by FFTW,
Chris@10 855 see *note What FFTW Really Computes::.
Chris@10 856
Chris@10 857 ---------- Footnotes ----------
Chris@10 858
Chris@10 859 (1) We provide the DHT mainly as a byproduct of some internal
Chris@10 860 algorithms. FFTW computes a real input/output DFT of _prime_ size by
Chris@10 861 re-expressing it as a DHT plus post/pre-processing and then using
Chris@10 862 Rader's prime-DFT algorithm adapted to the DHT.
Chris@10 863
Chris@10 864 
Chris@10 865 File: fftw3.info, Node: Other Important Topics, Next: FFTW Reference, Prev: Tutorial, Up: Top
Chris@10 866
Chris@10 867 3 Other Important Topics
Chris@10 868 ************************
Chris@10 869
Chris@10 870 * Menu:
Chris@10 871
Chris@10 872 * SIMD alignment and fftw_malloc::
Chris@10 873 * Multi-dimensional Array Format::
Chris@10 874 * Words of Wisdom-Saving Plans::
Chris@10 875 * Caveats in Using Wisdom::
Chris@10 876
Chris@10 877 
Chris@10 878 File: fftw3.info, Node: SIMD alignment and fftw_malloc, Next: Multi-dimensional Array Format, Prev: Other Important Topics, Up: Other Important Topics
Chris@10 879
Chris@10 880 3.1 SIMD alignment and fftw_malloc
Chris@10 881 ==================================
Chris@10 882
Chris@10 883 SIMD, which stands for "Single Instruction Multiple Data," is a set of
Chris@10 884 special operations supported by some processors to perform a single
Chris@10 885 operation on several numbers (usually 2 or 4) simultaneously. SIMD
Chris@10 886 floating-point instructions are available on several popular CPUs:
Chris@10 887 SSE/SSE2/AVX on recent x86/x86-64 processors, AltiVec (single precision)
Chris@10 888 on some PowerPCs (Apple G4 and higher), NEON on some ARM models, and
Chris@10 889 MIPS Paired Single (currently only in FFTW 3.2.x). FFTW can be
Chris@10 890 compiled to support the SIMD instructions on any of these systems.
Chris@10 891
Chris@10 892 A program linking to an FFTW library compiled with SIMD support can
Chris@10 893 obtain a nonnegligible speedup for most complex and r2c/c2r transforms.
Chris@10 894 In order to obtain this speedup, however, the arrays of complex (or
Chris@10 895 real) data passed to FFTW must be specially aligned in memory
Chris@10 896 (typically 16-byte aligned), and often this alignment is more stringent
Chris@10 897 than that provided by the usual `malloc' (etc.) allocation routines.
Chris@10 898
Chris@10 899 In order to guarantee proper alignment for SIMD, therefore, in case
Chris@10 900 your program is ever linked against a SIMD-using FFTW, we recommend
Chris@10 901 allocating your transform data with `fftw_malloc' and de-allocating it
Chris@10 902 with `fftw_free'. These have exactly the same interface and behavior as
Chris@10 903 `malloc'/`free', except that for a SIMD FFTW they ensure that the
Chris@10 904 returned pointer has the necessary alignment (by calling `memalign' or
Chris@10 905 its equivalent on your OS).
Chris@10 906
Chris@10 907 You are not _required_ to use `fftw_malloc'. You can allocate your
Chris@10 908 data in any way that you like, from `malloc' to `new' (in C++) to a
Chris@10 909 fixed-size array declaration. If the array happens not to be properly
Chris@10 910 aligned, FFTW will not use the SIMD extensions.
Chris@10 911
Chris@10 912 Since `fftw_malloc' only ever needs to be used for real and complex
Chris@10 913 arrays, we provide two convenient wrapper routines `fftw_alloc_real(N)'
Chris@10 914 and `fftw_alloc_complex(N)' that are equivalent to
Chris@10 915 `(double*)fftw_malloc(sizeof(double) * N)' and
Chris@10 916 `(fftw_complex*)fftw_malloc(sizeof(fftw_complex) * N)', respectively
Chris@10 917 (or their equivalents in other precisions).
Chris@10 918
Chris@10 919 
Chris@10 920 File: fftw3.info, Node: Multi-dimensional Array Format, Next: Words of Wisdom-Saving Plans, Prev: SIMD alignment and fftw_malloc, Up: Other Important Topics
Chris@10 921
Chris@10 922 3.2 Multi-dimensional Array Format
Chris@10 923 ==================================
Chris@10 924
Chris@10 925 This section describes the format in which multi-dimensional arrays are
Chris@10 926 stored in FFTW. We felt that a detailed discussion of this topic was
Chris@10 927 necessary. Since several different formats are common, this topic is
Chris@10 928 often a source of confusion.
Chris@10 929
Chris@10 930 * Menu:
Chris@10 931
Chris@10 932 * Row-major Format::
Chris@10 933 * Column-major Format::
Chris@10 934 * Fixed-size Arrays in C::
Chris@10 935 * Dynamic Arrays in C::
Chris@10 936 * Dynamic Arrays in C-The Wrong Way::
Chris@10 937
Chris@10 938 
Chris@10 939 File: fftw3.info, Node: Row-major Format, Next: Column-major Format, Prev: Multi-dimensional Array Format, Up: Multi-dimensional Array Format
Chris@10 940
Chris@10 941 3.2.1 Row-major Format
Chris@10 942 ----------------------
Chris@10 943
Chris@10 944 The multi-dimensional arrays passed to `fftw_plan_dft' etcetera are
Chris@10 945 expected to be stored as a single contiguous block in "row-major" order
Chris@10 946 (sometimes called "C order"). Basically, this means that as you step
Chris@10 947 through adjacent memory locations, the first dimension's index varies
Chris@10 948 most slowly and the last dimension's index varies most quickly.
Chris@10 949
Chris@10 950 To be more explicit, let us consider an array of rank d whose
Chris@10 951 dimensions are n[0] x n[1] x n[2] x ... x n[d-1] . Now, we specify a
Chris@10 952 location in the array by a sequence of d (zero-based) indices, one for
Chris@10 953 each dimension: (i[0], i[1], ..., i[d-1]). If the array is stored in
Chris@10 954 row-major order, then this element is located at the position i[d-1] +
Chris@10 955 n[d-1] * (i[d-2] + n[d-2] * (... + n[1] * i[0])).
Chris@10 956
Chris@10 957 Note that, for the ordinary complex DFT, each element of the array
Chris@10 958 must be of type `fftw_complex'; i.e. a (real, imaginary) pair of
Chris@10 959 (double-precision) numbers.
Chris@10 960
Chris@10 961 In the advanced FFTW interface, the physical dimensions n from which
Chris@10 962 the indices are computed can be different from (larger than) the
Chris@10 963 logical dimensions of the transform to be computed, in order to
Chris@10 964 transform a subset of a larger array. Note also that, in the advanced
Chris@10 965 interface, the expression above is multiplied by a "stride" to get the
Chris@10 966 actual array index--this is useful in situations where each element of
Chris@10 967 the multi-dimensional array is actually a data structure (or another
Chris@10 968 array), and you just want to transform a single field. In the basic
Chris@10 969 interface, however, the stride is 1.
Chris@10 970
Chris@10 971 
Chris@10 972 File: fftw3.info, Node: Column-major Format, Next: Fixed-size Arrays in C, Prev: Row-major Format, Up: Multi-dimensional Array Format
Chris@10 973
Chris@10 974 3.2.2 Column-major Format
Chris@10 975 -------------------------
Chris@10 976
Chris@10 977 Readers from the Fortran world are used to arrays stored in
Chris@10 978 "column-major" order (sometimes called "Fortran order"). This is
Chris@10 979 essentially the exact opposite of row-major order in that, here, the
Chris@10 980 _first_ dimension's index varies most quickly.
Chris@10 981
Chris@10 982 If you have an array stored in column-major order and wish to
Chris@10 983 transform it using FFTW, it is quite easy to do. When creating the
Chris@10 984 plan, simply pass the dimensions of the array to the planner in
Chris@10 985 _reverse order_. For example, if your array is a rank three `N x M x
Chris@10 986 L' matrix in column-major order, you should pass the dimensions of the
Chris@10 987 array as if it were an `L x M x N' matrix (which it is, from the
Chris@10 988 perspective of FFTW). This is done for you _automatically_ by the FFTW
Chris@10 989 legacy-Fortran interface (*note Calling FFTW from Legacy Fortran::),
Chris@10 990 but you must do it manually with the modern Fortran interface (*note
Chris@10 991 Reversing array dimensions::).
Chris@10 992
Chris@10 993 
Chris@10 994 File: fftw3.info, Node: Fixed-size Arrays in C, Next: Dynamic Arrays in C, Prev: Column-major Format, Up: Multi-dimensional Array Format
Chris@10 995
Chris@10 996 3.2.3 Fixed-size Arrays in C
Chris@10 997 ----------------------------
Chris@10 998
Chris@10 999 A multi-dimensional array whose size is declared at compile time in C
Chris@10 1000 is _already_ in row-major order. You don't have to do anything special
Chris@10 1001 to transform it. For example:
Chris@10 1002
Chris@10 1003 {
Chris@10 1004 fftw_complex data[N0][N1][N2];
Chris@10 1005 fftw_plan plan;
Chris@10 1006 ...
Chris@10 1007 plan = fftw_plan_dft_3d(N0, N1, N2, &data[0][0][0], &data[0][0][0],
Chris@10 1008 FFTW_FORWARD, FFTW_ESTIMATE);
Chris@10 1009 ...
Chris@10 1010 }
Chris@10 1011
Chris@10 1012 This will plan a 3d in-place transform of size `N0 x N1 x N2'.
Chris@10 1013 Notice how we took the address of the zero-th element to pass to the
Chris@10 1014 planner (we could also have used a typecast).
Chris@10 1015
Chris@10 1016 However, we tend to _discourage_ users from declaring their arrays
Chris@10 1017 in this way, for two reasons. First, this allocates the array on the
Chris@10 1018 stack ("automatic" storage), which has a very limited size on most
Chris@10 1019 operating systems (declaring an array with more than a few thousand
Chris@10 1020 elements will often cause a crash). (You can get around this
Chris@10 1021 limitation on many systems by declaring the array as `static' and/or
Chris@10 1022 global, but that has its own drawbacks.) Second, it may not optimally
Chris@10 1023 align the array for use with a SIMD FFTW (*note SIMD alignment and
Chris@10 1024 fftw_malloc::). Instead, we recommend using `fftw_malloc', as
Chris@10 1025 described below.
Chris@10 1026
Chris@10 1027 
Chris@10 1028 File: fftw3.info, Node: Dynamic Arrays in C, Next: Dynamic Arrays in C-The Wrong Way, Prev: Fixed-size Arrays in C, Up: Multi-dimensional Array Format
Chris@10 1029
Chris@10 1030 3.2.4 Dynamic Arrays in C
Chris@10 1031 -------------------------
Chris@10 1032
Chris@10 1033 We recommend allocating most arrays dynamically, with `fftw_malloc'.
Chris@10 1034 This isn't too hard to do, although it is not as straightforward for
Chris@10 1035 multi-dimensional arrays as it is for one-dimensional arrays.
Chris@10 1036
Chris@10 1037 Creating the array is simple: using a dynamic-allocation routine like
Chris@10 1038 `fftw_malloc', allocate an array big enough to store N `fftw_complex'
Chris@10 1039 values (for a complex DFT), where N is the product of the sizes of the
Chris@10 1040 array dimensions (i.e. the total number of complex values in the
Chris@10 1041 array). For example, here is code to allocate a 5 x 12 x 27 rank-3
Chris@10 1042 array:
Chris@10 1043
Chris@10 1044 fftw_complex *an_array;
Chris@10 1045 an_array = (fftw_complex*) fftw_malloc(5*12*27 * sizeof(fftw_complex));
Chris@10 1046
Chris@10 1047 Accessing the array elements, however, is more tricky--you can't
Chris@10 1048 simply use multiple applications of the `[]' operator like you could
Chris@10 1049 for fixed-size arrays. Instead, you have to explicitly compute the
Chris@10 1050 offset into the array using the formula given earlier for row-major
Chris@10 1051 arrays. For example, to reference the (i,j,k)-th element of the array
Chris@10 1052 allocated above, you would use the expression `an_array[k + 27 * (j +
Chris@10 1053 12 * i)]'.
Chris@10 1054
Chris@10 1055 This pain can be alleviated somewhat by defining appropriate macros,
Chris@10 1056 or, in C++, creating a class and overloading the `()' operator. The
Chris@10 1057 recent C99 standard provides a way to reinterpret the dynamic array as
Chris@10 1058 a "variable-length" multi-dimensional array amenable to `[]', but this
Chris@10 1059 feature is not yet widely supported by compilers.
Chris@10 1060
Chris@10 1061 
Chris@10 1062 File: fftw3.info, Node: Dynamic Arrays in C-The Wrong Way, Prev: Dynamic Arrays in C, Up: Multi-dimensional Array Format
Chris@10 1063
Chris@10 1064 3.2.5 Dynamic Arrays in C--The Wrong Way
Chris@10 1065 ----------------------------------------
Chris@10 1066
Chris@10 1067 A different method for allocating multi-dimensional arrays in C is
Chris@10 1068 often suggested that is incompatible with FFTW: _using it will cause
Chris@10 1069 FFTW to die a painful death_. We discuss the technique here, however,
Chris@10 1070 because it is so commonly known and used. This method is to create
Chris@10 1071 arrays of pointers of arrays of pointers of ...etcetera. For example,
Chris@10 1072 the analogue in this method to the example above is:
Chris@10 1073
Chris@10 1074 int i,j;
Chris@10 1075 fftw_complex ***a_bad_array; /* another way to make a 5x12x27 array */
Chris@10 1076
Chris@10 1077 a_bad_array = (fftw_complex ***) malloc(5 * sizeof(fftw_complex **));
Chris@10 1078 for (i = 0; i < 5; ++i) {
Chris@10 1079 a_bad_array[i] =
Chris@10 1080 (fftw_complex **) malloc(12 * sizeof(fftw_complex *));
Chris@10 1081 for (j = 0; j < 12; ++j)
Chris@10 1082 a_bad_array[i][j] =
Chris@10 1083 (fftw_complex *) malloc(27 * sizeof(fftw_complex));
Chris@10 1084 }
Chris@10 1085
Chris@10 1086 As you can see, this sort of array is inconvenient to allocate (and
Chris@10 1087 deallocate). On the other hand, it has the advantage that the
Chris@10 1088 (i,j,k)-th element can be referenced simply by `a_bad_array[i][j][k]'.
Chris@10 1089
Chris@10 1090 If you like this technique and want to maximize convenience in
Chris@10 1091 accessing the array, but still want to pass the array to FFTW, you can
Chris@10 1092 use a hybrid method. Allocate the array as one contiguous block, but
Chris@10 1093 also declare an array of arrays of pointers that point to appropriate
Chris@10 1094 places in the block. That sort of trick is beyond the scope of this
Chris@10 1095 documentation; for more information on multi-dimensional arrays in C,
Chris@10 1096 see the `comp.lang.c' FAQ (http://c-faq.com/aryptr/dynmuldimary.html).
Chris@10 1097
Chris@10 1098 
Chris@10 1099 File: fftw3.info, Node: Words of Wisdom-Saving Plans, Next: Caveats in Using Wisdom, Prev: Multi-dimensional Array Format, Up: Other Important Topics
Chris@10 1100
Chris@10 1101 3.3 Words of Wisdom--Saving Plans
Chris@10 1102 =================================
Chris@10 1103
Chris@10 1104 FFTW implements a method for saving plans to disk and restoring them.
Chris@10 1105 In fact, what FFTW does is more general than just saving and loading
Chris@10 1106 plans. The mechanism is called "wisdom". Here, we describe this
Chris@10 1107 feature at a high level. *Note FFTW Reference::, for a less casual but
Chris@10 1108 more complete discussion of how to use wisdom in FFTW.
Chris@10 1109
Chris@10 1110 Plans created with the `FFTW_MEASURE', `FFTW_PATIENT', or
Chris@10 1111 `FFTW_EXHAUSTIVE' options produce near-optimal FFT performance, but may
Chris@10 1112 require a long time to compute because FFTW must measure the runtime of
Chris@10 1113 many possible plans and select the best one. This setup is designed
Chris@10 1114 for the situations where so many transforms of the same size must be
Chris@10 1115 computed that the start-up time is irrelevant. For short
Chris@10 1116 initialization times, but slower transforms, we have provided
Chris@10 1117 `FFTW_ESTIMATE'. The `wisdom' mechanism is a way to get the best of
Chris@10 1118 both worlds: you compute a good plan once, save it to disk, and later
Chris@10 1119 reload it as many times as necessary. The wisdom mechanism can
Chris@10 1120 actually save and reload many plans at once, not just one.
Chris@10 1121
Chris@10 1122 Whenever you create a plan, the FFTW planner accumulates wisdom,
Chris@10 1123 which is information sufficient to reconstruct the plan. After
Chris@10 1124 planning, you can save this information to disk by means of the
Chris@10 1125 function:
Chris@10 1126 int fftw_export_wisdom_to_filename(const char *filename);
Chris@10 1127 (This function returns non-zero on success.)
Chris@10 1128
Chris@10 1129 The next time you run the program, you can restore the wisdom with
Chris@10 1130 `fftw_import_wisdom_from_filename' (which also returns non-zero on
Chris@10 1131 success), and then recreate the plan using the same flags as before.
Chris@10 1132 int fftw_import_wisdom_from_filename(const char *filename);
Chris@10 1133
Chris@10 1134 Wisdom is automatically used for any size to which it is applicable,
Chris@10 1135 as long as the planner flags are not more "patient" than those with
Chris@10 1136 which the wisdom was created. For example, wisdom created with
Chris@10 1137 `FFTW_MEASURE' can be used if you later plan with `FFTW_ESTIMATE' or
Chris@10 1138 `FFTW_MEASURE', but not with `FFTW_PATIENT'.
Chris@10 1139
Chris@10 1140 The `wisdom' is cumulative, and is stored in a global, private data
Chris@10 1141 structure managed internally by FFTW. The storage space required is
Chris@10 1142 minimal, proportional to the logarithm of the sizes the wisdom was
Chris@10 1143 generated from. If memory usage is a concern, however, the wisdom can
Chris@10 1144 be forgotten and its associated memory freed by calling:
Chris@10 1145 void fftw_forget_wisdom(void);
Chris@10 1146
Chris@10 1147 Wisdom can be exported to a file, a string, or any other medium.
Chris@10 1148 For details, see *note Wisdom::.
Chris@10 1149
Chris@10 1150 
Chris@10 1151 File: fftw3.info, Node: Caveats in Using Wisdom, Prev: Words of Wisdom-Saving Plans, Up: Other Important Topics
Chris@10 1152
Chris@10 1153 3.4 Caveats in Using Wisdom
Chris@10 1154 ===========================
Chris@10 1155
Chris@10 1156 For in much wisdom is much grief, and he that increaseth knowledge
Chris@10 1157 increaseth sorrow. [Ecclesiastes 1:18]
Chris@10 1158
Chris@10 1159 There are pitfalls to using wisdom, in that it can negate FFTW's
Chris@10 1160 ability to adapt to changing hardware and other conditions. For
Chris@10 1161 example, it would be perfectly possible to export wisdom from a program
Chris@10 1162 running on one processor and import it into a program running on
Chris@10 1163 another processor. Doing so, however, would mean that the second
Chris@10 1164 program would use plans optimized for the first processor, instead of
Chris@10 1165 the one it is running on.
Chris@10 1166
Chris@10 1167 It should be safe to reuse wisdom as long as the hardware and program
Chris@10 1168 binaries remain unchanged. (Actually, the optimal plan may change even
Chris@10 1169 between runs of the same binary on identical hardware, due to
Chris@10 1170 differences in the virtual memory environment, etcetera. Users
Chris@10 1171 seriously interested in performance should worry about this problem,
Chris@10 1172 too.) It is likely that, if the same wisdom is used for two different
Chris@10 1173 program binaries, even running on the same machine, the plans may be
Chris@10 1174 sub-optimal because of differing code alignments. It is therefore wise
Chris@10 1175 to recreate wisdom every time an application is recompiled. The more
Chris@10 1176 the underlying hardware and software changes between the creation of
Chris@10 1177 wisdom and its use, the greater grows the risk of sub-optimal plans.
Chris@10 1178
Chris@10 1179 Nevertheless, if the choice is between using `FFTW_ESTIMATE' or
Chris@10 1180 using possibly-suboptimal wisdom (created on the same machine, but for a
Chris@10 1181 different binary), the wisdom is likely to be better. For this reason,
Chris@10 1182 we provide a function to import wisdom from a standard system-wide
Chris@10 1183 location (`/etc/fftw/wisdom' on Unix):
Chris@10 1184
Chris@10 1185 int fftw_import_system_wisdom(void);
Chris@10 1186
Chris@10 1187 FFTW also provides a standalone program, `fftw-wisdom' (described by
Chris@10 1188 its own `man' page on Unix) with which users can create wisdom, e.g.
Chris@10 1189 for a canonical set of sizes to store in the system wisdom file. *Note
Chris@10 1190 Wisdom Utilities::.
Chris@10 1191
Chris@10 1192 
Chris@10 1193 File: fftw3.info, Node: FFTW Reference, Next: Multi-threaded FFTW, Prev: Other Important Topics, Up: Top
Chris@10 1194
Chris@10 1195 4 FFTW Reference
Chris@10 1196 ****************
Chris@10 1197
Chris@10 1198 This chapter provides a complete reference for all sequential (i.e.,
Chris@10 1199 one-processor) FFTW functions. Parallel transforms are described in
Chris@10 1200 later chapters.
Chris@10 1201
Chris@10 1202 * Menu:
Chris@10 1203
Chris@10 1204 * Data Types and Files::
Chris@10 1205 * Using Plans::
Chris@10 1206 * Basic Interface::
Chris@10 1207 * Advanced Interface::
Chris@10 1208 * Guru Interface::
Chris@10 1209 * New-array Execute Functions::
Chris@10 1210 * Wisdom::
Chris@10 1211 * What FFTW Really Computes::
Chris@10 1212
Chris@10 1213 
Chris@10 1214 File: fftw3.info, Node: Data Types and Files, Next: Using Plans, Prev: FFTW Reference, Up: FFTW Reference
Chris@10 1215
Chris@10 1216 4.1 Data Types and Files
Chris@10 1217 ========================
Chris@10 1218
Chris@10 1219 All programs using FFTW should include its header file:
Chris@10 1220
Chris@10 1221 #include <fftw3.h>
Chris@10 1222
Chris@10 1223 You must also link to the FFTW library. On Unix, this means adding
Chris@10 1224 `-lfftw3 -lm' at the _end_ of the link command.
Chris@10 1225
Chris@10 1226 * Menu:
Chris@10 1227
Chris@10 1228 * Complex numbers::
Chris@10 1229 * Precision::
Chris@10 1230 * Memory Allocation::
Chris@10 1231
Chris@10 1232 
Chris@10 1233 File: fftw3.info, Node: Complex numbers, Next: Precision, Prev: Data Types and Files, Up: Data Types and Files
Chris@10 1234
Chris@10 1235 4.1.1 Complex numbers
Chris@10 1236 ---------------------
Chris@10 1237
Chris@10 1238 The default FFTW interface uses `double' precision for all
Chris@10 1239 floating-point numbers, and defines a `fftw_complex' type to hold
Chris@10 1240 complex numbers as:
Chris@10 1241
Chris@10 1242 typedef double fftw_complex[2];
Chris@10 1243
Chris@10 1244 Here, the `[0]' element holds the real part and the `[1]' element
Chris@10 1245 holds the imaginary part.
Chris@10 1246
Chris@10 1247 Alternatively, if you have a C compiler (such as `gcc') that
Chris@10 1248 supports the C99 revision of the ANSI C standard, you can use C's new
Chris@10 1249 native complex type (which is binary-compatible with the typedef above).
Chris@10 1250 In particular, if you `#include <complex.h>' _before_ `<fftw3.h>', then
Chris@10 1251 `fftw_complex' is defined to be the native complex type and you can
Chris@10 1252 manipulate it with ordinary arithmetic (e.g. `x = y * (3+4*I)', where
Chris@10 1253 `x' and `y' are `fftw_complex' and `I' is the standard symbol for the
Chris@10 1254 imaginary unit);
Chris@10 1255
Chris@10 1256 C++ has its own `complex<T>' template class, defined in the standard
Chris@10 1257 `<complex>' header file. Reportedly, the C++ standards committee has
Chris@10 1258 recently agreed to mandate that the storage format used for this type
Chris@10 1259 be binary-compatible with the C99 type, i.e. an array `T[2]' with
Chris@10 1260 consecutive real `[0]' and imaginary `[1]' parts. (See report
Chris@10 1261 `http://www.open-std.org/jtc1/sc22/WG21/docs/papers/2002/n1388.pdf
Chris@10 1262 WG21/N1388'.) Although not part of the official standard as of this
Chris@10 1263 writing, the proposal stated that: "This solution has been tested with
Chris@10 1264 all current major implementations of the standard library and shown to
Chris@10 1265 be working." To the extent that this is true, if you have a variable
Chris@10 1266 `complex<double> *x', you can pass it directly to FFTW via
Chris@10 1267 `reinterpret_cast<fftw_complex*>(x)'.
Chris@10 1268
Chris@10 1269 
Chris@10 1270 File: fftw3.info, Node: Precision, Next: Memory Allocation, Prev: Complex numbers, Up: Data Types and Files
Chris@10 1271
Chris@10 1272 4.1.2 Precision
Chris@10 1273 ---------------
Chris@10 1274
Chris@10 1275 You can install single and long-double precision versions of FFTW,
Chris@10 1276 which replace `double' with `float' and `long double', respectively
Chris@10 1277 (*note Installation and Customization::). To use these interfaces, you:
Chris@10 1278
Chris@10 1279 * Link to the single/long-double libraries; on Unix, `-lfftw3f' or
Chris@10 1280 `-lfftw3l' instead of (or in addition to) `-lfftw3'. (You can
Chris@10 1281 link to the different-precision libraries simultaneously.)
Chris@10 1282
Chris@10 1283 * Include the _same_ `<fftw3.h>' header file.
Chris@10 1284
Chris@10 1285 * Replace all lowercase instances of `fftw_' with `fftwf_' or
Chris@10 1286 `fftwl_' for single or long-double precision, respectively.
Chris@10 1287 (`fftw_complex' becomes `fftwf_complex', `fftw_execute' becomes
Chris@10 1288 `fftwf_execute', etcetera.)
Chris@10 1289
Chris@10 1290 * Uppercase names, i.e. names beginning with `FFTW_', remain the
Chris@10 1291 same.
Chris@10 1292
Chris@10 1293 * Replace `double' with `float' or `long double' for subroutine
Chris@10 1294 parameters.
Chris@10 1295
Chris@10 1296
Chris@10 1297 Depending upon your compiler and/or hardware, `long double' may not
Chris@10 1298 be any more precise than `double' (or may not be supported at all,
Chris@10 1299 although it is standard in C99).
Chris@10 1300
Chris@10 1301 We also support using the nonstandard `__float128'
Chris@10 1302 quadruple-precision type provided by recent versions of `gcc' on 32-
Chris@10 1303 and 64-bit x86 hardware (*note Installation and Customization::). To
Chris@10 1304 use this type, link with `-lfftw3q -lquadmath -lm' (the `libquadmath'
Chris@10 1305 library provided by `gcc' is needed for quadruple-precision
Chris@10 1306 trigonometric functions) and use `fftwq_' identifiers.
Chris@10 1307
Chris@10 1308 
Chris@10 1309 File: fftw3.info, Node: Memory Allocation, Prev: Precision, Up: Data Types and Files
Chris@10 1310
Chris@10 1311 4.1.3 Memory Allocation
Chris@10 1312 -----------------------
Chris@10 1313
Chris@10 1314 void *fftw_malloc(size_t n);
Chris@10 1315 void fftw_free(void *p);
Chris@10 1316
Chris@10 1317 These are functions that behave identically to `malloc' and `free',
Chris@10 1318 except that they guarantee that the returned pointer obeys any special
Chris@10 1319 alignment restrictions imposed by any algorithm in FFTW (e.g. for SIMD
Chris@10 1320 acceleration). *Note SIMD alignment and fftw_malloc::.
Chris@10 1321
Chris@10 1322 Data allocated by `fftw_malloc' _must_ be deallocated by `fftw_free'
Chris@10 1323 and not by the ordinary `free'.
Chris@10 1324
Chris@10 1325 These routines simply call through to your operating system's
Chris@10 1326 `malloc' or, if necessary, its aligned equivalent (e.g. `memalign'), so
Chris@10 1327 you normally need not worry about any significant time or space
Chris@10 1328 overhead. You are _not required_ to use them to allocate your data,
Chris@10 1329 but we strongly recommend it.
Chris@10 1330
Chris@10 1331 Note: in C++, just as with ordinary `malloc', you must typecast the
Chris@10 1332 output of `fftw_malloc' to whatever pointer type you are allocating.
Chris@10 1333
Chris@10 1334 We also provide the following two convenience functions to allocate
Chris@10 1335 real and complex arrays with `n' elements, which are equivalent to
Chris@10 1336 `(double *) fftw_malloc(sizeof(double) * n)' and `(fftw_complex *)
Chris@10 1337 fftw_malloc(sizeof(fftw_complex) * n)', respectively:
Chris@10 1338
Chris@10 1339 double *fftw_alloc_real(size_t n);
Chris@10 1340 fftw_complex *fftw_alloc_complex(size_t n);
Chris@10 1341
Chris@10 1342 The equivalent functions in other precisions allocate arrays of `n'
Chris@10 1343 elements in that precision. e.g. `fftwf_alloc_real(n)' is equivalent
Chris@10 1344 to `(float *) fftwf_malloc(sizeof(float) * n)'.
Chris@10 1345
Chris@10 1346 
Chris@10 1347 File: fftw3.info, Node: Using Plans, Next: Basic Interface, Prev: Data Types and Files, Up: FFTW Reference
Chris@10 1348
Chris@10 1349 4.2 Using Plans
Chris@10 1350 ===============
Chris@10 1351
Chris@10 1352 Plans for all transform types in FFTW are stored as type `fftw_plan'
Chris@10 1353 (an opaque pointer type), and are created by one of the various
Chris@10 1354 planning routines described in the following sections. An `fftw_plan'
Chris@10 1355 contains all information necessary to compute the transform, including
Chris@10 1356 the pointers to the input and output arrays.
Chris@10 1357
Chris@10 1358 void fftw_execute(const fftw_plan plan);
Chris@10 1359
Chris@10 1360 This executes the `plan', to compute the corresponding transform on
Chris@10 1361 the arrays for which it was planned (which must still exist). The plan
Chris@10 1362 is not modified, and `fftw_execute' can be called as many times as
Chris@10 1363 desired.
Chris@10 1364
Chris@10 1365 To apply a given plan to a different array, you can use the
Chris@10 1366 new-array execute interface. *Note New-array Execute Functions::.
Chris@10 1367
Chris@10 1368 `fftw_execute' (and equivalents) is the only function in FFTW
Chris@10 1369 guaranteed to be thread-safe; see *note Thread safety::.
Chris@10 1370
Chris@10 1371 This function:
Chris@10 1372 void fftw_destroy_plan(fftw_plan plan);
Chris@10 1373 deallocates the `plan' and all its associated data.
Chris@10 1374
Chris@10 1375 FFTW's planner saves some other persistent data, such as the
Chris@10 1376 accumulated wisdom and a list of algorithms available in the current
Chris@10 1377 configuration. If you want to deallocate all of that and reset FFTW to
Chris@10 1378 the pristine state it was in when you started your program, you can
Chris@10 1379 call:
Chris@10 1380
Chris@10 1381 void fftw_cleanup(void);
Chris@10 1382
Chris@10 1383 After calling `fftw_cleanup', all existing plans become undefined,
Chris@10 1384 and you should not attempt to execute them nor to destroy them. You can
Chris@10 1385 however create and execute/destroy new plans, in which case FFTW starts
Chris@10 1386 accumulating wisdom information again.
Chris@10 1387
Chris@10 1388 `fftw_cleanup' does not deallocate your plans, however. To prevent
Chris@10 1389 memory leaks, you must still call `fftw_destroy_plan' before executing
Chris@10 1390 `fftw_cleanup'.
Chris@10 1391
Chris@10 1392 Occasionally, it may useful to know FFTW's internal "cost" metric
Chris@10 1393 that it uses to compare plans to one another; this cost is proportional
Chris@10 1394 to an execution time of the plan, in undocumented units, if the plan
Chris@10 1395 was created with the `FFTW_MEASURE' or other timing-based options, or
Chris@10 1396 alternatively is a heuristic cost function for `FFTW_ESTIMATE' plans.
Chris@10 1397 (The cost values of measured and estimated plans are not comparable,
Chris@10 1398 being in different units. Also, costs from different FFTW versions or
Chris@10 1399 the same version compiled differently may not be in the same units.
Chris@10 1400 Plans created from wisdom have a cost of 0 since no timing measurement
Chris@10 1401 is performed for them. Finally, certain problems for which only one
Chris@10 1402 top-level algorithm was possible may have required no measurements of
Chris@10 1403 the cost of the whole plan, in which case `fftw_cost' will also return
Chris@10 1404 0.) The cost metric for a given plan is returned by:
Chris@10 1405
Chris@10 1406 double fftw_cost(const fftw_plan plan);
Chris@10 1407
Chris@10 1408 The following two routines are provided purely for academic purposes
Chris@10 1409 (that is, for entertainment).
Chris@10 1410
Chris@10 1411 void fftw_flops(const fftw_plan plan,
Chris@10 1412 double *add, double *mul, double *fma);
Chris@10 1413
Chris@10 1414 Given a `plan', set `add', `mul', and `fma' to an exact count of the
Chris@10 1415 number of floating-point additions, multiplications, and fused
Chris@10 1416 multiply-add operations involved in the plan's execution. The total
Chris@10 1417 number of floating-point operations (flops) is `add + mul + 2*fma', or
Chris@10 1418 `add + mul + fma' if the hardware supports fused multiply-add
Chris@10 1419 instructions (although the number of FMA operations is only approximate
Chris@10 1420 because of compiler voodoo). (The number of operations should be an
Chris@10 1421 integer, but we use `double' to avoid overflowing `int' for large
Chris@10 1422 transforms; the arguments are of type `double' even for single and
Chris@10 1423 long-double precision versions of FFTW.)
Chris@10 1424
Chris@10 1425 void fftw_fprint_plan(const fftw_plan plan, FILE *output_file);
Chris@10 1426 void fftw_print_plan(const fftw_plan plan);
Chris@10 1427
Chris@10 1428 This outputs a "nerd-readable" representation of the `plan' to the
Chris@10 1429 given file or to `stdout', respectively.
Chris@10 1430
Chris@10 1431 
Chris@10 1432 File: fftw3.info, Node: Basic Interface, Next: Advanced Interface, Prev: Using Plans, Up: FFTW Reference
Chris@10 1433
Chris@10 1434 4.3 Basic Interface
Chris@10 1435 ===================
Chris@10 1436
Chris@10 1437 Recall that the FFTW API is divided into three parts(1): the "basic
Chris@10 1438 interface" computes a single transform of contiguous data, the "advanced
Chris@10 1439 interface" computes transforms of multiple or strided arrays, and the
Chris@10 1440 "guru interface" supports the most general data layouts,
Chris@10 1441 multiplicities, and strides. This section describes the the basic
Chris@10 1442 interface, which we expect to satisfy the needs of most users.
Chris@10 1443
Chris@10 1444 * Menu:
Chris@10 1445
Chris@10 1446 * Complex DFTs::
Chris@10 1447 * Planner Flags::
Chris@10 1448 * Real-data DFTs::
Chris@10 1449 * Real-data DFT Array Format::
Chris@10 1450 * Real-to-Real Transforms::
Chris@10 1451 * Real-to-Real Transform Kinds::
Chris@10 1452
Chris@10 1453 ---------- Footnotes ----------
Chris@10 1454
Chris@10 1455 (1) Gallia est omnis divisa in partes tres (Julius Caesar).
Chris@10 1456
Chris@10 1457 
Chris@10 1458 File: fftw3.info, Node: Complex DFTs, Next: Planner Flags, Prev: Basic Interface, Up: Basic Interface
Chris@10 1459
Chris@10 1460 4.3.1 Complex DFTs
Chris@10 1461 ------------------
Chris@10 1462
Chris@10 1463 fftw_plan fftw_plan_dft_1d(int n0,
Chris@10 1464 fftw_complex *in, fftw_complex *out,
Chris@10 1465 int sign, unsigned flags);
Chris@10 1466 fftw_plan fftw_plan_dft_2d(int n0, int n1,
Chris@10 1467 fftw_complex *in, fftw_complex *out,
Chris@10 1468 int sign, unsigned flags);
Chris@10 1469 fftw_plan fftw_plan_dft_3d(int n0, int n1, int n2,
Chris@10 1470 fftw_complex *in, fftw_complex *out,
Chris@10 1471 int sign, unsigned flags);
Chris@10 1472 fftw_plan fftw_plan_dft(int rank, const int *n,
Chris@10 1473 fftw_complex *in, fftw_complex *out,
Chris@10 1474 int sign, unsigned flags);
Chris@10 1475
Chris@10 1476 Plan a complex input/output discrete Fourier transform (DFT) in zero
Chris@10 1477 or more dimensions, returning an `fftw_plan' (*note Using Plans::).
Chris@10 1478
Chris@10 1479 Once you have created a plan for a certain transform type and
Chris@10 1480 parameters, then creating another plan of the same type and parameters,
Chris@10 1481 but for different arrays, is fast and shares constant data with the
Chris@10 1482 first plan (if it still exists).
Chris@10 1483
Chris@10 1484 The planner returns `NULL' if the plan cannot be created. In the
Chris@10 1485 standard FFTW distribution, the basic interface is guaranteed to return
Chris@10 1486 a non-`NULL' plan. A plan may be `NULL', however, if you are using a
Chris@10 1487 customized FFTW configuration supporting a restricted set of transforms.
Chris@10 1488
Chris@10 1489 Arguments
Chris@10 1490 .........
Chris@10 1491
Chris@10 1492 * `rank' is the rank of the transform (it should be the size of the
Chris@10 1493 array `*n'), and can be any non-negative integer. (*Note Complex
Chris@10 1494 Multi-Dimensional DFTs::, for the definition of "rank".) The
Chris@10 1495 `_1d', `_2d', and `_3d' planners correspond to a `rank' of `1',
Chris@10 1496 `2', and `3', respectively. The rank may be zero, which is
Chris@10 1497 equivalent to a rank-1 transform of size 1, i.e. a copy of one
Chris@10 1498 number from input to output.
Chris@10 1499
Chris@10 1500 * `n0', `n1', `n2', or `n[0..rank-1]' (as appropriate for each
Chris@10 1501 routine) specify the size of the transform dimensions. They can
Chris@10 1502 be any positive integer.
Chris@10 1503
Chris@10 1504 - Multi-dimensional arrays are stored in row-major order with
Chris@10 1505 dimensions: `n0' x `n1'; or `n0' x `n1' x `n2'; or `n[0]' x
Chris@10 1506 `n[1]' x ... x `n[rank-1]'. *Note Multi-dimensional Array
Chris@10 1507 Format::.
Chris@10 1508
Chris@10 1509 - FFTW is best at handling sizes of the form 2^a 3^b 5^c 7^d
Chris@10 1510 11^e 13^f, where e+f is either 0 or 1, and the other exponents
Chris@10 1511 are arbitrary. Other sizes are computed by means of a slow,
Chris@10 1512 general-purpose algorithm (which nevertheless retains O(n log
Chris@10 1513 n) performance even for prime sizes). It is possible to
Chris@10 1514 customize FFTW for different array sizes; see *note
Chris@10 1515 Installation and Customization::. Transforms whose sizes are
Chris@10 1516 powers of 2 are especially fast.
Chris@10 1517
Chris@10 1518 * `in' and `out' point to the input and output arrays of the
Chris@10 1519 transform, which may be the same (yielding an in-place transform). These
Chris@10 1520 arrays are overwritten during planning, unless `FFTW_ESTIMATE' is
Chris@10 1521 used in the flags. (The arrays need not be initialized, but they
Chris@10 1522 must be allocated.)
Chris@10 1523
Chris@10 1524 If `in == out', the transform is "in-place" and the input array is
Chris@10 1525 overwritten. If `in != out', the two arrays must not overlap (but
Chris@10 1526 FFTW does not check for this condition).
Chris@10 1527
Chris@10 1528 * `sign' is the sign of the exponent in the formula that defines the
Chris@10 1529 Fourier transform. It can be -1 (= `FFTW_FORWARD') or +1 (=
Chris@10 1530 `FFTW_BACKWARD').
Chris@10 1531
Chris@10 1532 * `flags' is a bitwise OR (`|') of zero or more planner flags, as
Chris@10 1533 defined in *note Planner Flags::.
Chris@10 1534
Chris@10 1535
Chris@10 1536 FFTW computes an unnormalized transform: computing a forward
Chris@10 1537 followed by a backward transform (or vice versa) will result in the
Chris@10 1538 original data multiplied by the size of the transform (the product of
Chris@10 1539 the dimensions). For more information, see *note What FFTW Really
Chris@10 1540 Computes::.
Chris@10 1541
Chris@10 1542 
Chris@10 1543 File: fftw3.info, Node: Planner Flags, Next: Real-data DFTs, Prev: Complex DFTs, Up: Basic Interface
Chris@10 1544
Chris@10 1545 4.3.2 Planner Flags
Chris@10 1546 -------------------
Chris@10 1547
Chris@10 1548 All of the planner routines in FFTW accept an integer `flags' argument,
Chris@10 1549 which is a bitwise OR (`|') of zero or more of the flag constants
Chris@10 1550 defined below. These flags control the rigor (and time) of the
Chris@10 1551 planning process, and can also impose (or lift) restrictions on the
Chris@10 1552 type of transform algorithm that is employed.
Chris@10 1553
Chris@10 1554 _Important:_ the planner overwrites the input array during planning
Chris@10 1555 unless a saved plan (*note Wisdom::) is available for that problem, so
Chris@10 1556 you should initialize your input data after creating the plan. The
Chris@10 1557 only exceptions to this are the `FFTW_ESTIMATE' and `FFTW_WISDOM_ONLY'
Chris@10 1558 flags, as mentioned below.
Chris@10 1559
Chris@10 1560 In all cases, if wisdom is available for the given problem that
Chris@10 1561 was created with equal-or-greater planning rigor, then the more
Chris@10 1562 rigorous wisdom is used. For example, in `FFTW_ESTIMATE' mode any
Chris@10 1563 available wisdom is used, whereas in `FFTW_PATIENT' mode only wisdom
Chris@10 1564 created in patient or exhaustive mode can be used. *Note Words of
Chris@10 1565 Wisdom-Saving Plans::.
Chris@10 1566
Chris@10 1567 Planning-rigor flags
Chris@10 1568 ....................
Chris@10 1569
Chris@10 1570 * `FFTW_ESTIMATE' specifies that, instead of actual measurements of
Chris@10 1571 different algorithms, a simple heuristic is used to pick a
Chris@10 1572 (probably sub-optimal) plan quickly. With this flag, the
Chris@10 1573 input/output arrays are not overwritten during planning.
Chris@10 1574
Chris@10 1575 * `FFTW_MEASURE' tells FFTW to find an optimized plan by actually
Chris@10 1576 _computing_ several FFTs and measuring their execution time.
Chris@10 1577 Depending on your machine, this can take some time (often a few
Chris@10 1578 seconds). `FFTW_MEASURE' is the default planning option.
Chris@10 1579
Chris@10 1580 * `FFTW_PATIENT' is like `FFTW_MEASURE', but considers a wider range
Chris@10 1581 of algorithms and often produces a "more optimal" plan (especially
Chris@10 1582 for large transforms), but at the expense of several times longer
Chris@10 1583 planning time (especially for large transforms).
Chris@10 1584
Chris@10 1585 * `FFTW_EXHAUSTIVE' is like `FFTW_PATIENT', but considers an even
Chris@10 1586 wider range of algorithms, including many that we think are
Chris@10 1587 unlikely to be fast, to produce the most optimal plan but with a
Chris@10 1588 substantially increased planning time.
Chris@10 1589
Chris@10 1590 * `FFTW_WISDOM_ONLY' is a special planning mode in which the plan is
Chris@10 1591 only created if wisdom is available for the given problem, and
Chris@10 1592 otherwise a `NULL' plan is returned. This can be combined with
Chris@10 1593 other flags, e.g. `FFTW_WISDOM_ONLY | FFTW_PATIENT' creates a plan
Chris@10 1594 only if wisdom is available that was created in `FFTW_PATIENT' or
Chris@10 1595 `FFTW_EXHAUSTIVE' mode. The `FFTW_WISDOM_ONLY' flag is intended
Chris@10 1596 for users who need to detect whether wisdom is available; for
Chris@10 1597 example, if wisdom is not available one may wish to allocate new
Chris@10 1598 arrays for planning so that user data is not overwritten.
Chris@10 1599
Chris@10 1600
Chris@10 1601 Algorithm-restriction flags
Chris@10 1602 ...........................
Chris@10 1603
Chris@10 1604 * `FFTW_DESTROY_INPUT' specifies that an out-of-place transform is
Chris@10 1605 allowed to _overwrite its input_ array with arbitrary data; this
Chris@10 1606 can sometimes allow more efficient algorithms to be employed.
Chris@10 1607
Chris@10 1608 * `FFTW_PRESERVE_INPUT' specifies that an out-of-place transform must
Chris@10 1609 _not change its input_ array. This is ordinarily the _default_,
Chris@10 1610 except for c2r and hc2r (i.e. complex-to-real) transforms for
Chris@10 1611 which `FFTW_DESTROY_INPUT' is the default. In the latter cases,
Chris@10 1612 passing `FFTW_PRESERVE_INPUT' will attempt to use algorithms that
Chris@10 1613 do not destroy the input, at the expense of worse performance; for
Chris@10 1614 multi-dimensional c2r transforms, however, no input-preserving
Chris@10 1615 algorithms are implemented and the planner will return `NULL' if
Chris@10 1616 one is requested.
Chris@10 1617
Chris@10 1618 * `FFTW_UNALIGNED' specifies that the algorithm may not impose any
Chris@10 1619 unusual alignment requirements on the input/output arrays (i.e. no
Chris@10 1620 SIMD may be used). This flag is normally _not necessary_, since
Chris@10 1621 the planner automatically detects misaligned arrays. The only use
Chris@10 1622 for this flag is if you want to use the new-array execute
Chris@10 1623 interface to execute a given plan on a different array that may
Chris@10 1624 not be aligned like the original. (Using `fftw_malloc' makes this
Chris@10 1625 flag unnecessary even then.)
Chris@10 1626
Chris@10 1627
Chris@10 1628 Limiting planning time
Chris@10 1629 ......................
Chris@10 1630
Chris@10 1631 extern void fftw_set_timelimit(double seconds);
Chris@10 1632
Chris@10 1633 This function instructs FFTW to spend at most `seconds' seconds
Chris@10 1634 (approximately) in the planner. If `seconds == FFTW_NO_TIMELIMIT' (the
Chris@10 1635 default value, which is negative), then planning time is unbounded.
Chris@10 1636 Otherwise, FFTW plans with a progressively wider range of algorithms
Chris@10 1637 until the the given time limit is reached or the given range of
Chris@10 1638 algorithms is explored, returning the best available plan.
Chris@10 1639
Chris@10 1640 For example, specifying `FFTW_PATIENT' first plans in
Chris@10 1641 `FFTW_ESTIMATE' mode, then in `FFTW_MEASURE' mode, then finally (time
Chris@10 1642 permitting) in `FFTW_PATIENT'. If `FFTW_EXHAUSTIVE' is specified
Chris@10 1643 instead, the planner will further progress to `FFTW_EXHAUSTIVE' mode.
Chris@10 1644
Chris@10 1645 Note that the `seconds' argument specifies only a rough limit; in
Chris@10 1646 practice, the planner may use somewhat more time if the time limit is
Chris@10 1647 reached when the planner is in the middle of an operation that cannot
Chris@10 1648 be interrupted. At the very least, the planner will complete planning
Chris@10 1649 in `FFTW_ESTIMATE' mode (which is thus equivalent to a time limit of 0).
Chris@10 1650
Chris@10 1651 
Chris@10 1652 File: fftw3.info, Node: Real-data DFTs, Next: Real-data DFT Array Format, Prev: Planner Flags, Up: Basic Interface
Chris@10 1653
Chris@10 1654 4.3.3 Real-data DFTs
Chris@10 1655 --------------------
Chris@10 1656
Chris@10 1657 fftw_plan fftw_plan_dft_r2c_1d(int n0,
Chris@10 1658 double *in, fftw_complex *out,
Chris@10 1659 unsigned flags);
Chris@10 1660 fftw_plan fftw_plan_dft_r2c_2d(int n0, int n1,
Chris@10 1661 double *in, fftw_complex *out,
Chris@10 1662 unsigned flags);
Chris@10 1663 fftw_plan fftw_plan_dft_r2c_3d(int n0, int n1, int n2,
Chris@10 1664 double *in, fftw_complex *out,
Chris@10 1665 unsigned flags);
Chris@10 1666 fftw_plan fftw_plan_dft_r2c(int rank, const int *n,
Chris@10 1667 double *in, fftw_complex *out,
Chris@10 1668 unsigned flags);
Chris@10 1669
Chris@10 1670 Plan a real-input/complex-output discrete Fourier transform (DFT) in
Chris@10 1671 zero or more dimensions, returning an `fftw_plan' (*note Using Plans::).
Chris@10 1672
Chris@10 1673 Once you have created a plan for a certain transform type and
Chris@10 1674 parameters, then creating another plan of the same type and parameters,
Chris@10 1675 but for different arrays, is fast and shares constant data with the
Chris@10 1676 first plan (if it still exists).
Chris@10 1677
Chris@10 1678 The planner returns `NULL' if the plan cannot be created. A
Chris@10 1679 non-`NULL' plan is always returned by the basic interface unless you
Chris@10 1680 are using a customized FFTW configuration supporting a restricted set
Chris@10 1681 of transforms, or if you use the `FFTW_PRESERVE_INPUT' flag with a
Chris@10 1682 multi-dimensional out-of-place c2r transform (see below).
Chris@10 1683
Chris@10 1684 Arguments
Chris@10 1685 .........
Chris@10 1686
Chris@10 1687 * `rank' is the rank of the transform (it should be the size of the
Chris@10 1688 array `*n'), and can be any non-negative integer. (*Note Complex
Chris@10 1689 Multi-Dimensional DFTs::, for the definition of "rank".) The
Chris@10 1690 `_1d', `_2d', and `_3d' planners correspond to a `rank' of `1',
Chris@10 1691 `2', and `3', respectively. The rank may be zero, which is
Chris@10 1692 equivalent to a rank-1 transform of size 1, i.e. a copy of one
Chris@10 1693 real number (with zero imaginary part) from input to output.
Chris@10 1694
Chris@10 1695 * `n0', `n1', `n2', or `n[0..rank-1]', (as appropriate for each
Chris@10 1696 routine) specify the size of the transform dimensions. They can
Chris@10 1697 be any positive integer. This is different in general from the
Chris@10 1698 _physical_ array dimensions, which are described in *note
Chris@10 1699 Real-data DFT Array Format::.
Chris@10 1700
Chris@10 1701 - FFTW is best at handling sizes of the form 2^a 3^b 5^c 7^d
Chris@10 1702 11^e 13^f, where e+f is either 0 or 1, and the other exponents
Chris@10 1703 are arbitrary. Other sizes are computed by means of a slow,
Chris@10 1704 general-purpose algorithm (which nevertheless retains O(n log
Chris@10 1705 n) performance even for prime sizes). (It is possible to
Chris@10 1706 customize FFTW for different array sizes; see *note
Chris@10 1707 Installation and Customization::.) Transforms whose sizes
Chris@10 1708 are powers of 2 are especially fast, and it is generally
Chris@10 1709 beneficial for the _last_ dimension of an r2c/c2r transform
Chris@10 1710 to be _even_.
Chris@10 1711
Chris@10 1712 * `in' and `out' point to the input and output arrays of the
Chris@10 1713 transform, which may be the same (yielding an in-place transform). These
Chris@10 1714 arrays are overwritten during planning, unless `FFTW_ESTIMATE' is
Chris@10 1715 used in the flags. (The arrays need not be initialized, but they
Chris@10 1716 must be allocated.) For an in-place transform, it is important to
Chris@10 1717 remember that the real array will require padding, described in
Chris@10 1718 *note Real-data DFT Array Format::.
Chris@10 1719
Chris@10 1720 * `flags' is a bitwise OR (`|') of zero or more planner flags, as
Chris@10 1721 defined in *note Planner Flags::.
Chris@10 1722
Chris@10 1723
Chris@10 1724 The inverse transforms, taking complex input (storing the
Chris@10 1725 non-redundant half of a logically Hermitian array) to real output, are
Chris@10 1726 given by:
Chris@10 1727
Chris@10 1728 fftw_plan fftw_plan_dft_c2r_1d(int n0,
Chris@10 1729 fftw_complex *in, double *out,
Chris@10 1730 unsigned flags);
Chris@10 1731 fftw_plan fftw_plan_dft_c2r_2d(int n0, int n1,
Chris@10 1732 fftw_complex *in, double *out,
Chris@10 1733 unsigned flags);
Chris@10 1734 fftw_plan fftw_plan_dft_c2r_3d(int n0, int n1, int n2,
Chris@10 1735 fftw_complex *in, double *out,
Chris@10 1736 unsigned flags);
Chris@10 1737 fftw_plan fftw_plan_dft_c2r(int rank, const int *n,
Chris@10 1738 fftw_complex *in, double *out,
Chris@10 1739 unsigned flags);
Chris@10 1740
Chris@10 1741 The arguments are the same as for the r2c transforms, except that the
Chris@10 1742 input and output data formats are reversed.
Chris@10 1743
Chris@10 1744 FFTW computes an unnormalized transform: computing an r2c followed
Chris@10 1745 by a c2r transform (or vice versa) will result in the original data
Chris@10 1746 multiplied by the size of the transform (the product of the logical
Chris@10 1747 dimensions). An r2c transform produces the same output as a
Chris@10 1748 `FFTW_FORWARD' complex DFT of the same input, and a c2r transform is
Chris@10 1749 correspondingly equivalent to `FFTW_BACKWARD'. For more information,
Chris@10 1750 see *note What FFTW Really Computes::.
Chris@10 1751
Chris@10 1752 
Chris@10 1753 File: fftw3.info, Node: Real-data DFT Array Format, Next: Real-to-Real Transforms, Prev: Real-data DFTs, Up: Basic Interface
Chris@10 1754
Chris@10 1755 4.3.4 Real-data DFT Array Format
Chris@10 1756 --------------------------------
Chris@10 1757
Chris@10 1758 The output of a DFT of real data (r2c) contains symmetries that, in
Chris@10 1759 principle, make half of the outputs redundant (*note What FFTW Really
Chris@10 1760 Computes::). (Similarly for the input of an inverse c2r transform.) In
Chris@10 1761 practice, it is not possible to entirely realize these savings in an
Chris@10 1762 efficient and understandable format that generalizes to
Chris@10 1763 multi-dimensional transforms. Instead, the output of the r2c
Chris@10 1764 transforms is _slightly_ over half of the output of the corresponding
Chris@10 1765 complex transform. We do not "pack" the data in any way, but store it
Chris@10 1766 as an ordinary array of `fftw_complex' values. In fact, this data is
Chris@10 1767 simply a subsection of what would be the array in the corresponding
Chris@10 1768 complex transform.
Chris@10 1769
Chris@10 1770 Specifically, for a real transform of d (= `rank') dimensions n[0] x
Chris@10 1771 n[1] x n[2] x ... x n[d-1] , the complex data is an n[0] x n[1] x n[2]
Chris@10 1772 x ... x (n[d-1]/2 + 1) array of `fftw_complex' values in row-major
Chris@10 1773 order (with the division rounded down). That is, we only store the
Chris@10 1774 _lower_ half (non-negative frequencies), plus one element, of the last
Chris@10 1775 dimension of the data from the ordinary complex transform. (We could
Chris@10 1776 have instead taken half of any other dimension, but implementation
Chris@10 1777 turns out to be simpler if the last, contiguous, dimension is used.)
Chris@10 1778
Chris@10 1779 For an out-of-place transform, the real data is simply an array with
Chris@10 1780 physical dimensions n[0] x n[1] x n[2] x ... x n[d-1] in row-major
Chris@10 1781 order.
Chris@10 1782
Chris@10 1783 For an in-place transform, some complications arise since the
Chris@10 1784 complex data is slightly larger than the real data. In this case, the
Chris@10 1785 final dimension of the real data must be _padded_ with extra values to
Chris@10 1786 accommodate the size of the complex data--two extra if the last
Chris@10 1787 dimension is even and one if it is odd. That is, the last dimension of
Chris@10 1788 the real data must physically contain 2 * (n[d-1]/2+1) `double' values
Chris@10 1789 (exactly enough to hold the complex data). This physical array size
Chris@10 1790 does not, however, change the _logical_ array size--only n[d-1] values
Chris@10 1791 are actually stored in the last dimension, and n[d-1] is the last
Chris@10 1792 dimension passed to the planner.
Chris@10 1793
Chris@10 1794 
Chris@10 1795 File: fftw3.info, Node: Real-to-Real Transforms, Next: Real-to-Real Transform Kinds, Prev: Real-data DFT Array Format, Up: Basic Interface
Chris@10 1796
Chris@10 1797 4.3.5 Real-to-Real Transforms
Chris@10 1798 -----------------------------
Chris@10 1799
Chris@10 1800 fftw_plan fftw_plan_r2r_1d(int n, double *in, double *out,
Chris@10 1801 fftw_r2r_kind kind, unsigned flags);
Chris@10 1802 fftw_plan fftw_plan_r2r_2d(int n0, int n1, double *in, double *out,
Chris@10 1803 fftw_r2r_kind kind0, fftw_r2r_kind kind1,
Chris@10 1804 unsigned flags);
Chris@10 1805 fftw_plan fftw_plan_r2r_3d(int n0, int n1, int n2,
Chris@10 1806 double *in, double *out,
Chris@10 1807 fftw_r2r_kind kind0,
Chris@10 1808 fftw_r2r_kind kind1,
Chris@10 1809 fftw_r2r_kind kind2,
Chris@10 1810 unsigned flags);
Chris@10 1811 fftw_plan fftw_plan_r2r(int rank, const int *n, double *in, double *out,
Chris@10 1812 const fftw_r2r_kind *kind, unsigned flags);
Chris@10 1813
Chris@10 1814 Plan a real input/output (r2r) transform of various kinds in zero or
Chris@10 1815 more dimensions, returning an `fftw_plan' (*note Using Plans::).
Chris@10 1816
Chris@10 1817 Once you have created a plan for a certain transform type and
Chris@10 1818 parameters, then creating another plan of the same type and parameters,
Chris@10 1819 but for different arrays, is fast and shares constant data with the
Chris@10 1820 first plan (if it still exists).
Chris@10 1821
Chris@10 1822 The planner returns `NULL' if the plan cannot be created. A
Chris@10 1823 non-`NULL' plan is always returned by the basic interface unless you
Chris@10 1824 are using a customized FFTW configuration supporting a restricted set
Chris@10 1825 of transforms, or for size-1 `FFTW_REDFT00' kinds (which are not
Chris@10 1826 defined).
Chris@10 1827
Chris@10 1828 Arguments
Chris@10 1829 .........
Chris@10 1830
Chris@10 1831 * `rank' is the dimensionality of the transform (it should be the
Chris@10 1832 size of the arrays `*n' and `*kind'), and can be any non-negative
Chris@10 1833 integer. The `_1d', `_2d', and `_3d' planners correspond to a
Chris@10 1834 `rank' of `1', `2', and `3', respectively. A `rank' of zero is
Chris@10 1835 equivalent to a copy of one number from input to output.
Chris@10 1836
Chris@10 1837 * `n', or `n0'/`n1'/`n2', or `n[rank]', respectively, gives the
Chris@10 1838 (physical) size of the transform dimensions. They can be any
Chris@10 1839 positive integer.
Chris@10 1840
Chris@10 1841 - Multi-dimensional arrays are stored in row-major order with
Chris@10 1842 dimensions: `n0' x `n1'; or `n0' x `n1' x `n2'; or `n[0]' x
Chris@10 1843 `n[1]' x ... x `n[rank-1]'. *Note Multi-dimensional Array
Chris@10 1844 Format::.
Chris@10 1845
Chris@10 1846 - FFTW is generally best at handling sizes of the form 2^a 3^b
Chris@10 1847 5^c 7^d 11^e 13^f, where e+f is either 0 or 1, and the other
Chris@10 1848 exponents are arbitrary. Other sizes are computed by means
Chris@10 1849 of a slow, general-purpose algorithm (which nevertheless
Chris@10 1850 retains O(n log n) performance even for prime sizes). (It
Chris@10 1851 is possible to customize FFTW for different array sizes; see
Chris@10 1852 *note Installation and Customization::.) Transforms whose
Chris@10 1853 sizes are powers of 2 are especially fast.
Chris@10 1854
Chris@10 1855 - For a `REDFT00' or `RODFT00' transform kind in a dimension of
Chris@10 1856 size n, it is n-1 or n+1, respectively, that should be
Chris@10 1857 factorizable in the above form.
Chris@10 1858
Chris@10 1859 * `in' and `out' point to the input and output arrays of the
Chris@10 1860 transform, which may be the same (yielding an in-place transform). These
Chris@10 1861 arrays are overwritten during planning, unless `FFTW_ESTIMATE' is
Chris@10 1862 used in the flags. (The arrays need not be initialized, but they
Chris@10 1863 must be allocated.)
Chris@10 1864
Chris@10 1865 * `kind', or `kind0'/`kind1'/`kind2', or `kind[rank]', is the kind
Chris@10 1866 of r2r transform used for the corresponding dimension. The valid
Chris@10 1867 kind constants are described in *note Real-to-Real Transform
Chris@10 1868 Kinds::. In a multi-dimensional transform, what is computed is
Chris@10 1869 the separable product formed by taking each transform kind along
Chris@10 1870 the corresponding dimension, one dimension after another.
Chris@10 1871
Chris@10 1872 * `flags' is a bitwise OR (`|') of zero or more planner flags, as
Chris@10 1873 defined in *note Planner Flags::.
Chris@10 1874
Chris@10 1875
Chris@10 1876 
Chris@10 1877 File: fftw3.info, Node: Real-to-Real Transform Kinds, Prev: Real-to-Real Transforms, Up: Basic Interface
Chris@10 1878
Chris@10 1879 4.3.6 Real-to-Real Transform Kinds
Chris@10 1880 ----------------------------------
Chris@10 1881
Chris@10 1882 FFTW currently supports 11 different r2r transform kinds, specified by
Chris@10 1883 one of the constants below. For the precise definitions of these
Chris@10 1884 transforms, see *note What FFTW Really Computes::. For a more
Chris@10 1885 colloquial introduction to these transform kinds, see *note More DFTs
Chris@10 1886 of Real Data::.
Chris@10 1887
Chris@10 1888 For dimension of size `n', there is a corresponding "logical"
Chris@10 1889 dimension `N' that determines the normalization (and the optimal
Chris@10 1890 factorization); the formula for `N' is given for each kind below.
Chris@10 1891 Also, with each transform kind is listed its corrsponding inverse
Chris@10 1892 transform. FFTW computes unnormalized transforms: a transform followed
Chris@10 1893 by its inverse will result in the original data multiplied by `N' (or
Chris@10 1894 the product of the `N''s for each dimension, in multi-dimensions).
Chris@10 1895
Chris@10 1896 * `FFTW_R2HC' computes a real-input DFT with output in "halfcomplex"
Chris@10 1897 format, i.e. real and imaginary parts for a transform of size `n'
Chris@10 1898 stored as: r0, r1, r2, r(n/2), i((n+1)/2-1), ..., i2, i1 (Logical
Chris@10 1899 `N=n', inverse is `FFTW_HC2R'.)
Chris@10 1900
Chris@10 1901 * `FFTW_HC2R' computes the reverse of `FFTW_R2HC', above. (Logical
Chris@10 1902 `N=n', inverse is `FFTW_R2HC'.)
Chris@10 1903
Chris@10 1904 * `FFTW_DHT' computes a discrete Hartley transform. (Logical `N=n',
Chris@10 1905 inverse is `FFTW_DHT'.)
Chris@10 1906
Chris@10 1907 * `FFTW_REDFT00' computes an REDFT00 transform, i.e. a DCT-I.
Chris@10 1908 (Logical `N=2*(n-1)', inverse is `FFTW_REDFT00'.)
Chris@10 1909
Chris@10 1910 * `FFTW_REDFT10' computes an REDFT10 transform, i.e. a DCT-II
Chris@10 1911 (sometimes called "the" DCT). (Logical `N=2*n', inverse is
Chris@10 1912 `FFTW_REDFT01'.)
Chris@10 1913
Chris@10 1914 * `FFTW_REDFT01' computes an REDFT01 transform, i.e. a DCT-III
Chris@10 1915 (sometimes called "the" IDCT, being the inverse of DCT-II).
Chris@10 1916 (Logical `N=2*n', inverse is `FFTW_REDFT=10'.)
Chris@10 1917
Chris@10 1918 * `FFTW_REDFT11' computes an REDFT11 transform, i.e. a DCT-IV.
Chris@10 1919 (Logical `N=2*n', inverse is `FFTW_REDFT11'.)
Chris@10 1920
Chris@10 1921 * `FFTW_RODFT00' computes an RODFT00 transform, i.e. a DST-I.
Chris@10 1922 (Logical `N=2*(n+1)', inverse is `FFTW_RODFT00'.)
Chris@10 1923
Chris@10 1924 * `FFTW_RODFT10' computes an RODFT10 transform, i.e. a DST-II.
Chris@10 1925 (Logical `N=2*n', inverse is `FFTW_RODFT01'.)
Chris@10 1926
Chris@10 1927 * `FFTW_RODFT01' computes an RODFT01 transform, i.e. a DST-III.
Chris@10 1928 (Logical `N=2*n', inverse is `FFTW_RODFT=10'.)
Chris@10 1929
Chris@10 1930 * `FFTW_RODFT11' computes an RODFT11 transform, i.e. a DST-IV.
Chris@10 1931 (Logical `N=2*n', inverse is `FFTW_RODFT11'.)
Chris@10 1932
Chris@10 1933
Chris@10 1934 
Chris@10 1935 File: fftw3.info, Node: Advanced Interface, Next: Guru Interface, Prev: Basic Interface, Up: FFTW Reference
Chris@10 1936
Chris@10 1937 4.4 Advanced Interface
Chris@10 1938 ======================
Chris@10 1939
Chris@10 1940 FFTW's "advanced" interface supplements the basic interface with four
Chris@10 1941 new planner routines, providing a new level of flexibility: you can plan
Chris@10 1942 a transform of multiple arrays simultaneously, operate on non-contiguous
Chris@10 1943 (strided) data, and transform a subset of a larger multi-dimensional
Chris@10 1944 array. Other than these additional features, the planner operates in
Chris@10 1945 the same fashion as in the basic interface, and the resulting
Chris@10 1946 `fftw_plan' is used in the same way (*note Using Plans::).
Chris@10 1947
Chris@10 1948 * Menu:
Chris@10 1949
Chris@10 1950 * Advanced Complex DFTs::
Chris@10 1951 * Advanced Real-data DFTs::
Chris@10 1952 * Advanced Real-to-real Transforms::
Chris@10 1953
Chris@10 1954 
Chris@10 1955 File: fftw3.info, Node: Advanced Complex DFTs, Next: Advanced Real-data DFTs, Prev: Advanced Interface, Up: Advanced Interface
Chris@10 1956
Chris@10 1957 4.4.1 Advanced Complex DFTs
Chris@10 1958 ---------------------------
Chris@10 1959
Chris@10 1960 fftw_plan fftw_plan_many_dft(int rank, const int *n, int howmany,
Chris@10 1961 fftw_complex *in, const int *inembed,
Chris@10 1962 int istride, int idist,
Chris@10 1963 fftw_complex *out, const int *onembed,
Chris@10 1964 int ostride, int odist,
Chris@10 1965 int sign, unsigned flags);
Chris@10 1966
Chris@10 1967 This routine plans multiple multidimensional complex DFTs, and it
Chris@10 1968 extends the `fftw_plan_dft' routine (*note Complex DFTs::) to compute
Chris@10 1969 `howmany' transforms, each having rank `rank' and size `n'. In
Chris@10 1970 addition, the transform data need not be contiguous, but it may be laid
Chris@10 1971 out in memory with an arbitrary stride. To account for these
Chris@10 1972 possibilities, `fftw_plan_many_dft' adds the new parameters `howmany',
Chris@10 1973 {`i',`o'}`nembed', {`i',`o'}`stride', and {`i',`o'}`dist'. The FFTW
Chris@10 1974 basic interface (*note Complex DFTs::) provides routines specialized
Chris@10 1975 for ranks 1, 2, and 3, but the advanced interface handles only the
Chris@10 1976 general-rank case.
Chris@10 1977
Chris@10 1978 `howmany' is the number of transforms to compute. The resulting
Chris@10 1979 plan computes `howmany' transforms, where the input of the `k'-th
Chris@10 1980 transform is at location `in+k*idist' (in C pointer arithmetic), and
Chris@10 1981 its output is at location `out+k*odist'. Plans obtained in this way
Chris@10 1982 can often be faster than calling FFTW multiple times for the individual
Chris@10 1983 transforms. The basic `fftw_plan_dft' interface corresponds to
Chris@10 1984 `howmany=1' (in which case the `dist' parameters are ignored).
Chris@10 1985
Chris@10 1986 Each of the `howmany' transforms has rank `rank' and size `n', as in
Chris@10 1987 the basic interface. In addition, the advanced interface allows the
Chris@10 1988 input and output arrays of each transform to be row-major subarrays of
Chris@10 1989 larger rank-`rank' arrays, described by `inembed' and `onembed'
Chris@10 1990 parameters, respectively. {`i',`o'}`nembed' must be arrays of length
Chris@10 1991 `rank', and `n' should be elementwise less than or equal to
Chris@10 1992 {`i',`o'}`nembed'. Passing `NULL' for an `nembed' parameter is
Chris@10 1993 equivalent to passing `n' (i.e. same physical and logical dimensions,
Chris@10 1994 as in the basic interface.)
Chris@10 1995
Chris@10 1996 The `stride' parameters indicate that the `j'-th element of the
Chris@10 1997 input or output arrays is located at `j*istride' or `j*ostride',
Chris@10 1998 respectively. (For a multi-dimensional array, `j' is the ordinary
Chris@10 1999 row-major index.) When combined with the `k'-th transform in a
Chris@10 2000 `howmany' loop, from above, this means that the (`j',`k')-th element is
Chris@10 2001 at `j*stride+k*dist'. (The basic `fftw_plan_dft' interface corresponds
Chris@10 2002 to a stride of 1.)
Chris@10 2003
Chris@10 2004 For in-place transforms, the input and output `stride' and `dist'
Chris@10 2005 parameters should be the same; otherwise, the planner may return `NULL'.
Chris@10 2006
Chris@10 2007 Arrays `n', `inembed', and `onembed' are not used after this
Chris@10 2008 function returns. You can safely free or reuse them.
Chris@10 2009
Chris@10 2010 *Examples*: One transform of one 5 by 6 array contiguous in memory:
Chris@10 2011 int rank = 2;
Chris@10 2012 int n[] = {5, 6};
Chris@10 2013 int howmany = 1;
Chris@10 2014 int idist = odist = 0; /* unused because howmany = 1 */
Chris@10 2015 int istride = ostride = 1; /* array is contiguous in memory */
Chris@10 2016 int *inembed = n, *onembed = n;
Chris@10 2017
Chris@10 2018 Transform of three 5 by 6 arrays, each contiguous in memory, stored
Chris@10 2019 in memory one after another:
Chris@10 2020 int rank = 2;
Chris@10 2021 int n[] = {5, 6};
Chris@10 2022 int howmany = 3;
Chris@10 2023 int idist = odist = n[0]*n[1]; /* = 30, the distance in memory
Chris@10 2024 between the first element
Chris@10 2025 of the first array and the
Chris@10 2026 first element of the second array */
Chris@10 2027 int istride = ostride = 1; /* array is contiguous in memory */
Chris@10 2028 int *inembed = n, *onembed = n;
Chris@10 2029
Chris@10 2030 Transform each column of a 2d array with 10 rows and 3 columns:
Chris@10 2031 int rank = 1; /* not 2: we are computing 1d transforms */
Chris@10 2032 int n[] = {10}; /* 1d transforms of length 10 */
Chris@10 2033 int howmany = 3;
Chris@10 2034 int idist = odist = 1;
Chris@10 2035 int istride = ostride = 3; /* distance between two elements in
Chris@10 2036 the same column */
Chris@10 2037 int *inembed = n, *onembed = n;
Chris@10 2038
Chris@10 2039 
Chris@10 2040 File: fftw3.info, Node: Advanced Real-data DFTs, Next: Advanced Real-to-real Transforms, Prev: Advanced Complex DFTs, Up: Advanced Interface
Chris@10 2041
Chris@10 2042 4.4.2 Advanced Real-data DFTs
Chris@10 2043 -----------------------------
Chris@10 2044
Chris@10 2045 fftw_plan fftw_plan_many_dft_r2c(int rank, const int *n, int howmany,
Chris@10 2046 double *in, const int *inembed,
Chris@10 2047 int istride, int idist,
Chris@10 2048 fftw_complex *out, const int *onembed,
Chris@10 2049 int ostride, int odist,
Chris@10 2050 unsigned flags);
Chris@10 2051 fftw_plan fftw_plan_many_dft_c2r(int rank, const int *n, int howmany,
Chris@10 2052 fftw_complex *in, const int *inembed,
Chris@10 2053 int istride, int idist,
Chris@10 2054 double *out, const int *onembed,
Chris@10 2055 int ostride, int odist,
Chris@10 2056 unsigned flags);
Chris@10 2057
Chris@10 2058 Like `fftw_plan_many_dft', these two functions add `howmany',
Chris@10 2059 `nembed', `stride', and `dist' parameters to the `fftw_plan_dft_r2c'
Chris@10 2060 and `fftw_plan_dft_c2r' functions, but otherwise behave the same as the
Chris@10 2061 basic interface.
Chris@10 2062
Chris@10 2063 The interpretation of `howmany', `stride', and `dist' are the same
Chris@10 2064 as for `fftw_plan_many_dft', above. Note that the `stride' and `dist'
Chris@10 2065 for the real array are in units of `double', and for the complex array
Chris@10 2066 are in units of `fftw_complex'.
Chris@10 2067
Chris@10 2068 If an `nembed' parameter is `NULL', it is interpreted as what it
Chris@10 2069 would be in the basic interface, as described in *note Real-data DFT
Chris@10 2070 Array Format::. That is, for the complex array the size is assumed to
Chris@10 2071 be the same as `n', but with the last dimension cut roughly in half.
Chris@10 2072 For the real array, the size is assumed to be `n' if the transform is
Chris@10 2073 out-of-place, or `n' with the last dimension "padded" if the transform
Chris@10 2074 is in-place.
Chris@10 2075
Chris@10 2076 If an `nembed' parameter is non-`NULL', it is interpreted as the
Chris@10 2077 physical size of the corresponding array, in row-major order, just as
Chris@10 2078 for `fftw_plan_many_dft'. In this case, each dimension of `nembed'
Chris@10 2079 should be `>=' what it would be in the basic interface (e.g. the halved
Chris@10 2080 or padded `n').
Chris@10 2081
Chris@10 2082 Arrays `n', `inembed', and `onembed' are not used after this
Chris@10 2083 function returns. You can safely free or reuse them.
Chris@10 2084
Chris@10 2085 
Chris@10 2086 File: fftw3.info, Node: Advanced Real-to-real Transforms, Prev: Advanced Real-data DFTs, Up: Advanced Interface
Chris@10 2087
Chris@10 2088 4.4.3 Advanced Real-to-real Transforms
Chris@10 2089 --------------------------------------
Chris@10 2090
Chris@10 2091 fftw_plan fftw_plan_many_r2r(int rank, const int *n, int howmany,
Chris@10 2092 double *in, const int *inembed,
Chris@10 2093 int istride, int idist,
Chris@10 2094 double *out, const int *onembed,
Chris@10 2095 int ostride, int odist,
Chris@10 2096 const fftw_r2r_kind *kind, unsigned flags);
Chris@10 2097
Chris@10 2098 Like `fftw_plan_many_dft', this functions adds `howmany', `nembed',
Chris@10 2099 `stride', and `dist' parameters to the `fftw_plan_r2r' function, but
Chris@10 2100 otherwise behave the same as the basic interface. The interpretation
Chris@10 2101 of those additional parameters are the same as for
Chris@10 2102 `fftw_plan_many_dft'. (Of course, the `stride' and `dist' parameters
Chris@10 2103 are now in units of `double', not `fftw_complex'.)
Chris@10 2104
Chris@10 2105 Arrays `n', `inembed', `onembed', and `kind' are not used after this
Chris@10 2106 function returns. You can safely free or reuse them.
Chris@10 2107
Chris@10 2108 
Chris@10 2109 File: fftw3.info, Node: Guru Interface, Next: New-array Execute Functions, Prev: Advanced Interface, Up: FFTW Reference
Chris@10 2110
Chris@10 2111 4.5 Guru Interface
Chris@10 2112 ==================
Chris@10 2113
Chris@10 2114 The "guru" interface to FFTW is intended to expose as much as possible
Chris@10 2115 of the flexibility in the underlying FFTW architecture. It allows one
Chris@10 2116 to compute multi-dimensional "vectors" (loops) of multi-dimensional
Chris@10 2117 transforms, where each vector/transform dimension has an independent
Chris@10 2118 size and stride. One can also use more general complex-number formats,
Chris@10 2119 e.g. separate real and imaginary arrays.
Chris@10 2120
Chris@10 2121 For those users who require the flexibility of the guru interface,
Chris@10 2122 it is important that they pay special attention to the documentation
Chris@10 2123 lest they shoot themselves in the foot.
Chris@10 2124
Chris@10 2125 * Menu:
Chris@10 2126
Chris@10 2127 * Interleaved and split arrays::
Chris@10 2128 * Guru vector and transform sizes::
Chris@10 2129 * Guru Complex DFTs::
Chris@10 2130 * Guru Real-data DFTs::
Chris@10 2131 * Guru Real-to-real Transforms::
Chris@10 2132 * 64-bit Guru Interface::
Chris@10 2133
Chris@10 2134 
Chris@10 2135 File: fftw3.info, Node: Interleaved and split arrays, Next: Guru vector and transform sizes, Prev: Guru Interface, Up: Guru Interface
Chris@10 2136
Chris@10 2137 4.5.1 Interleaved and split arrays
Chris@10 2138 ----------------------------------
Chris@10 2139
Chris@10 2140 The guru interface supports two representations of complex numbers,
Chris@10 2141 which we call the interleaved and the split format.
Chris@10 2142
Chris@10 2143 The "interleaved" format is the same one used by the basic and
Chris@10 2144 advanced interfaces, and it is documented in *note Complex numbers::.
Chris@10 2145 In the interleaved format, you provide pointers to the real part of a
Chris@10 2146 complex number, and the imaginary part understood to be stored in the
Chris@10 2147 next memory location.
Chris@10 2148
Chris@10 2149 The "split" format allows separate pointers to the real and
Chris@10 2150 imaginary parts of a complex array.
Chris@10 2151
Chris@10 2152 Technically, the interleaved format is redundant, because you can
Chris@10 2153 always express an interleaved array in terms of a split array with
Chris@10 2154 appropriate pointers and strides. On the other hand, the interleaved
Chris@10 2155 format is simpler to use, and it is common in practice. Hence, FFTW
Chris@10 2156 supports it as a special case.
Chris@10 2157
Chris@10 2158 
Chris@10 2159 File: fftw3.info, Node: Guru vector and transform sizes, Next: Guru Complex DFTs, Prev: Interleaved and split arrays, Up: Guru Interface
Chris@10 2160
Chris@10 2161 4.5.2 Guru vector and transform sizes
Chris@10 2162 -------------------------------------
Chris@10 2163
Chris@10 2164 The guru interface introduces one basic new data structure,
Chris@10 2165 `fftw_iodim', that is used to specify sizes and strides for
Chris@10 2166 multi-dimensional transforms and vectors:
Chris@10 2167
Chris@10 2168 typedef struct {
Chris@10 2169 int n;
Chris@10 2170 int is;
Chris@10 2171 int os;
Chris@10 2172 } fftw_iodim;
Chris@10 2173
Chris@10 2174 Here, `n' is the size of the dimension, and `is' and `os' are the
Chris@10 2175 strides of that dimension for the input and output arrays. (The stride
Chris@10 2176 is the separation of consecutive elements along this dimension.)
Chris@10 2177
Chris@10 2178 The meaning of the stride parameter depends on the type of the array
Chris@10 2179 that the stride refers to. _If the array is interleaved complex,
Chris@10 2180 strides are expressed in units of complex numbers (`fftw_complex'). If
Chris@10 2181 the array is split complex or real, strides are expressed in units of
Chris@10 2182 real numbers (`double')._ This convention is consistent with the usual
Chris@10 2183 pointer arithmetic in the C language. An interleaved array is denoted
Chris@10 2184 by a pointer `p' to `fftw_complex', so that `p+1' points to the next
Chris@10 2185 complex number. Split arrays are denoted by pointers to `double', in
Chris@10 2186 which case pointer arithmetic operates in units of `sizeof(double)'.
Chris@10 2187
Chris@10 2188 The guru planner interfaces all take a (`rank', `dims[rank]') pair
Chris@10 2189 describing the transform size, and a (`howmany_rank',
Chris@10 2190 `howmany_dims[howmany_rank]') pair describing the "vector" size (a
Chris@10 2191 multi-dimensional loop of transforms to perform), where `dims' and
Chris@10 2192 `howmany_dims' are arrays of `fftw_iodim'.
Chris@10 2193
Chris@10 2194 For example, the `howmany' parameter in the advanced complex-DFT
Chris@10 2195 interface corresponds to `howmany_rank' = 1, `howmany_dims[0].n' =
Chris@10 2196 `howmany', `howmany_dims[0].is' = `idist', and `howmany_dims[0].os' =
Chris@10 2197 `odist'. (To compute a single transform, you can just use
Chris@10 2198 `howmany_rank' = 0.)
Chris@10 2199
Chris@10 2200 A row-major multidimensional array with dimensions `n[rank]' (*note
Chris@10 2201 Row-major Format::) corresponds to `dims[i].n' = `n[i]' and the
Chris@10 2202 recurrence `dims[i].is' = `n[i+1] * dims[i+1].is' (similarly for `os').
Chris@10 2203 The stride of the last (`i=rank-1') dimension is the overall stride of
Chris@10 2204 the array. e.g. to be equivalent to the advanced complex-DFT
Chris@10 2205 interface, you would have `dims[rank-1].is' = `istride' and
Chris@10 2206 `dims[rank-1].os' = `ostride'.
Chris@10 2207
Chris@10 2208 In general, we only guarantee FFTW to return a non-`NULL' plan if
Chris@10 2209 the vector and transform dimensions correspond to a set of distinct
Chris@10 2210 indices, and for in-place transforms the input/output strides should be
Chris@10 2211 the same.
Chris@10 2212
Chris@10 2213 
Chris@10 2214 File: fftw3.info, Node: Guru Complex DFTs, Next: Guru Real-data DFTs, Prev: Guru vector and transform sizes, Up: Guru Interface
Chris@10 2215
Chris@10 2216 4.5.3 Guru Complex DFTs
Chris@10 2217 -----------------------
Chris@10 2218
Chris@10 2219 fftw_plan fftw_plan_guru_dft(
Chris@10 2220 int rank, const fftw_iodim *dims,
Chris@10 2221 int howmany_rank, const fftw_iodim *howmany_dims,
Chris@10 2222 fftw_complex *in, fftw_complex *out,
Chris@10 2223 int sign, unsigned flags);
Chris@10 2224
Chris@10 2225 fftw_plan fftw_plan_guru_split_dft(
Chris@10 2226 int rank, const fftw_iodim *dims,
Chris@10 2227 int howmany_rank, const fftw_iodim *howmany_dims,
Chris@10 2228 double *ri, double *ii, double *ro, double *io,
Chris@10 2229 unsigned flags);
Chris@10 2230
Chris@10 2231 These two functions plan a complex-data, multi-dimensional DFT for
Chris@10 2232 the interleaved and split format, respectively. Transform dimensions
Chris@10 2233 are given by (`rank', `dims') over a multi-dimensional vector (loop) of
Chris@10 2234 dimensions (`howmany_rank', `howmany_dims'). `dims' and `howmany_dims'
Chris@10 2235 should point to `fftw_iodim' arrays of length `rank' and
Chris@10 2236 `howmany_rank', respectively.
Chris@10 2237
Chris@10 2238 `flags' is a bitwise OR (`|') of zero or more planner flags, as
Chris@10 2239 defined in *note Planner Flags::.
Chris@10 2240
Chris@10 2241 In the `fftw_plan_guru_dft' function, the pointers `in' and `out'
Chris@10 2242 point to the interleaved input and output arrays, respectively. The
Chris@10 2243 sign can be either -1 (= `FFTW_FORWARD') or +1 (= `FFTW_BACKWARD'). If
Chris@10 2244 the pointers are equal, the transform is in-place.
Chris@10 2245
Chris@10 2246 In the `fftw_plan_guru_split_dft' function, `ri' and `ii' point to
Chris@10 2247 the real and imaginary input arrays, and `ro' and `io' point to the
Chris@10 2248 real and imaginary output arrays. The input and output pointers may be
Chris@10 2249 the same, indicating an in-place transform. For example, for
Chris@10 2250 `fftw_complex' pointers `in' and `out', the corresponding parameters
Chris@10 2251 are:
Chris@10 2252
Chris@10 2253 ri = (double *) in;
Chris@10 2254 ii = (double *) in + 1;
Chris@10 2255 ro = (double *) out;
Chris@10 2256 io = (double *) out + 1;
Chris@10 2257
Chris@10 2258 Because `fftw_plan_guru_split_dft' accepts split arrays, strides are
Chris@10 2259 expressed in units of `double'. For a contiguous `fftw_complex' array,
Chris@10 2260 the overall stride of the transform should be 2, the distance between
Chris@10 2261 consecutive real parts or between consecutive imaginary parts; see
Chris@10 2262 *note Guru vector and transform sizes::. Note that the dimension
Chris@10 2263 strides are applied equally to the real and imaginary parts; real and
Chris@10 2264 imaginary arrays with different strides are not supported.
Chris@10 2265
Chris@10 2266 There is no `sign' parameter in `fftw_plan_guru_split_dft'. This
Chris@10 2267 function always plans for an `FFTW_FORWARD' transform. To plan for an
Chris@10 2268 `FFTW_BACKWARD' transform, you can exploit the identity that the
Chris@10 2269 backwards DFT is equal to the forwards DFT with the real and imaginary
Chris@10 2270 parts swapped. For example, in the case of the `fftw_complex' arrays
Chris@10 2271 above, the `FFTW_BACKWARD' transform is computed by the parameters:
Chris@10 2272
Chris@10 2273 ri = (double *) in + 1;
Chris@10 2274 ii = (double *) in;
Chris@10 2275 ro = (double *) out + 1;
Chris@10 2276 io = (double *) out;
Chris@10 2277
Chris@10 2278 
Chris@10 2279 File: fftw3.info, Node: Guru Real-data DFTs, Next: Guru Real-to-real Transforms, Prev: Guru Complex DFTs, Up: Guru Interface
Chris@10 2280
Chris@10 2281 4.5.4 Guru Real-data DFTs
Chris@10 2282 -------------------------
Chris@10 2283
Chris@10 2284 fftw_plan fftw_plan_guru_dft_r2c(
Chris@10 2285 int rank, const fftw_iodim *dims,
Chris@10 2286 int howmany_rank, const fftw_iodim *howmany_dims,
Chris@10 2287 double *in, fftw_complex *out,
Chris@10 2288 unsigned flags);
Chris@10 2289
Chris@10 2290 fftw_plan fftw_plan_guru_split_dft_r2c(
Chris@10 2291 int rank, const fftw_iodim *dims,
Chris@10 2292 int howmany_rank, const fftw_iodim *howmany_dims,
Chris@10 2293 double *in, double *ro, double *io,
Chris@10 2294 unsigned flags);
Chris@10 2295
Chris@10 2296 fftw_plan fftw_plan_guru_dft_c2r(
Chris@10 2297 int rank, const fftw_iodim *dims,
Chris@10 2298 int howmany_rank, const fftw_iodim *howmany_dims,
Chris@10 2299 fftw_complex *in, double *out,
Chris@10 2300 unsigned flags);
Chris@10 2301
Chris@10 2302 fftw_plan fftw_plan_guru_split_dft_c2r(
Chris@10 2303 int rank, const fftw_iodim *dims,
Chris@10 2304 int howmany_rank, const fftw_iodim *howmany_dims,
Chris@10 2305 double *ri, double *ii, double *out,
Chris@10 2306 unsigned flags);
Chris@10 2307
Chris@10 2308 Plan a real-input (r2c) or real-output (c2r), multi-dimensional DFT
Chris@10 2309 with transform dimensions given by (`rank', `dims') over a
Chris@10 2310 multi-dimensional vector (loop) of dimensions (`howmany_rank',
Chris@10 2311 `howmany_dims'). `dims' and `howmany_dims' should point to
Chris@10 2312 `fftw_iodim' arrays of length `rank' and `howmany_rank', respectively.
Chris@10 2313 As for the basic and advanced interfaces, an r2c transform is
Chris@10 2314 `FFTW_FORWARD' and a c2r transform is `FFTW_BACKWARD'.
Chris@10 2315
Chris@10 2316 The _last_ dimension of `dims' is interpreted specially: that
Chris@10 2317 dimension of the real array has size `dims[rank-1].n', but that
Chris@10 2318 dimension of the complex array has size `dims[rank-1].n/2+1' (division
Chris@10 2319 rounded down). The strides, on the other hand, are taken to be exactly
Chris@10 2320 as specified. It is up to the user to specify the strides
Chris@10 2321 appropriately for the peculiar dimensions of the data, and we do not
Chris@10 2322 guarantee that the planner will succeed (return non-`NULL') for any
Chris@10 2323 dimensions other than those described in *note Real-data DFT Array
Chris@10 2324 Format:: and generalized in *note Advanced Real-data DFTs::. (That is,
Chris@10 2325 for an in-place transform, each individual dimension should be able to
Chris@10 2326 operate in place.)
Chris@10 2327
Chris@10 2328 `in' and `out' point to the input and output arrays for r2c and c2r
Chris@10 2329 transforms, respectively. For split arrays, `ri' and `ii' point to the
Chris@10 2330 real and imaginary input arrays for a c2r transform, and `ro' and `io'
Chris@10 2331 point to the real and imaginary output arrays for an r2c transform.
Chris@10 2332 `in' and `ro' or `ri' and `out' may be the same, indicating an in-place
Chris@10 2333 transform. (In-place transforms where `in' and `io' or `ii' and `out'
Chris@10 2334 are the same are not currently supported.)
Chris@10 2335
Chris@10 2336 `flags' is a bitwise OR (`|') of zero or more planner flags, as
Chris@10 2337 defined in *note Planner Flags::.
Chris@10 2338
Chris@10 2339 In-place transforms of rank greater than 1 are currently only
Chris@10 2340 supported for interleaved arrays. For split arrays, the planner will
Chris@10 2341 return `NULL'.
Chris@10 2342
Chris@10 2343 
Chris@10 2344 File: fftw3.info, Node: Guru Real-to-real Transforms, Next: 64-bit Guru Interface, Prev: Guru Real-data DFTs, Up: Guru Interface
Chris@10 2345
Chris@10 2346 4.5.5 Guru Real-to-real Transforms
Chris@10 2347 ----------------------------------
Chris@10 2348
Chris@10 2349 fftw_plan fftw_plan_guru_r2r(int rank, const fftw_iodim *dims,
Chris@10 2350 int howmany_rank,
Chris@10 2351 const fftw_iodim *howmany_dims,
Chris@10 2352 double *in, double *out,
Chris@10 2353 const fftw_r2r_kind *kind,
Chris@10 2354 unsigned flags);
Chris@10 2355
Chris@10 2356 Plan a real-to-real (r2r) multi-dimensional `FFTW_FORWARD' transform
Chris@10 2357 with transform dimensions given by (`rank', `dims') over a
Chris@10 2358 multi-dimensional vector (loop) of dimensions (`howmany_rank',
Chris@10 2359 `howmany_dims'). `dims' and `howmany_dims' should point to
Chris@10 2360 `fftw_iodim' arrays of length `rank' and `howmany_rank', respectively.
Chris@10 2361
Chris@10 2362 The transform kind of each dimension is given by the `kind'
Chris@10 2363 parameter, which should point to an array of length `rank'. Valid
Chris@10 2364 `fftw_r2r_kind' constants are given in *note Real-to-Real Transform
Chris@10 2365 Kinds::.
Chris@10 2366
Chris@10 2367 `in' and `out' point to the real input and output arrays; they may
Chris@10 2368 be the same, indicating an in-place transform.
Chris@10 2369
Chris@10 2370 `flags' is a bitwise OR (`|') of zero or more planner flags, as
Chris@10 2371 defined in *note Planner Flags::.
Chris@10 2372
Chris@10 2373 
Chris@10 2374 File: fftw3.info, Node: 64-bit Guru Interface, Prev: Guru Real-to-real Transforms, Up: Guru Interface
Chris@10 2375
Chris@10 2376 4.5.6 64-bit Guru Interface
Chris@10 2377 ---------------------------
Chris@10 2378
Chris@10 2379 When compiled in 64-bit mode on a 64-bit architecture (where addresses
Chris@10 2380 are 64 bits wide), FFTW uses 64-bit quantities internally for all
Chris@10 2381 transform sizes, strides, and so on--you don't have to do anything
Chris@10 2382 special to exploit this. However, in the ordinary FFTW interfaces, you
Chris@10 2383 specify the transform size by an `int' quantity, which is normally only
Chris@10 2384 32 bits wide. This means that, even though FFTW is using 64-bit sizes
Chris@10 2385 internally, you cannot specify a single transform dimension larger than
Chris@10 2386 2^31-1 numbers.
Chris@10 2387
Chris@10 2388 We expect that few users will require transforms larger than this,
Chris@10 2389 but, for those who do, we provide a 64-bit version of the guru
Chris@10 2390 interface in which all sizes are specified as integers of type
Chris@10 2391 `ptrdiff_t' instead of `int'. (`ptrdiff_t' is a signed integer type
Chris@10 2392 defined by the C standard to be wide enough to represent address
Chris@10 2393 differences, and thus must be at least 64 bits wide on a 64-bit
Chris@10 2394 machine.) We stress that there is _no performance advantage_ to using
Chris@10 2395 this interface--the same internal FFTW code is employed regardless--and
Chris@10 2396 it is only necessary if you want to specify very large transform sizes.
Chris@10 2397
Chris@10 2398 In particular, the 64-bit guru interface is a set of planner routines
Chris@10 2399 that are exactly the same as the guru planner routines, except that
Chris@10 2400 they are named with `guru64' instead of `guru' and they take arguments
Chris@10 2401 of type `fftw_iodim64' instead of `fftw_iodim'. For example, instead
Chris@10 2402 of `fftw_plan_guru_dft', we have `fftw_plan_guru64_dft'.
Chris@10 2403
Chris@10 2404 fftw_plan fftw_plan_guru64_dft(
Chris@10 2405 int rank, const fftw_iodim64 *dims,
Chris@10 2406 int howmany_rank, const fftw_iodim64 *howmany_dims,
Chris@10 2407 fftw_complex *in, fftw_complex *out,
Chris@10 2408 int sign, unsigned flags);
Chris@10 2409
Chris@10 2410 The `fftw_iodim64' type is similar to `fftw_iodim', with the same
Chris@10 2411 interpretation, except that it uses type `ptrdiff_t' instead of type
Chris@10 2412 `int'.
Chris@10 2413
Chris@10 2414 typedef struct {
Chris@10 2415 ptrdiff_t n;
Chris@10 2416 ptrdiff_t is;
Chris@10 2417 ptrdiff_t os;
Chris@10 2418 } fftw_iodim64;
Chris@10 2419
Chris@10 2420 Every other `fftw_plan_guru' function also has a `fftw_plan_guru64'
Chris@10 2421 equivalent, but we do not repeat their documentation here since they
Chris@10 2422 are identical to the 32-bit versions except as noted above.
Chris@10 2423
Chris@10 2424 
Chris@10 2425 File: fftw3.info, Node: New-array Execute Functions, Next: Wisdom, Prev: Guru Interface, Up: FFTW Reference
Chris@10 2426
Chris@10 2427 4.6 New-array Execute Functions
Chris@10 2428 ===============================
Chris@10 2429
Chris@10 2430 Normally, one executes a plan for the arrays with which the plan was
Chris@10 2431 created, by calling `fftw_execute(plan)' as described in *note Using
Chris@10 2432 Plans::. However, it is possible for sophisticated users to apply a
Chris@10 2433 given plan to a _different_ array using the "new-array execute"
Chris@10 2434 functions detailed below, provided that the following conditions are
Chris@10 2435 met:
Chris@10 2436
Chris@10 2437 * The array size, strides, etcetera are the same (since those are
Chris@10 2438 set by the plan).
Chris@10 2439
Chris@10 2440 * The input and output arrays are the same (in-place) or different
Chris@10 2441 (out-of-place) if the plan was originally created to be in-place or
Chris@10 2442 out-of-place, respectively.
Chris@10 2443
Chris@10 2444 * For split arrays, the separations between the real and imaginary
Chris@10 2445 parts, `ii-ri' and `io-ro', are the same as they were for the
Chris@10 2446 input and output arrays when the plan was created. (This
Chris@10 2447 condition is automatically satisfied for interleaved arrays.)
Chris@10 2448
Chris@10 2449 * The "alignment" of the new input/output arrays is the same as that
Chris@10 2450 of the input/output arrays when the plan was created, unless the
Chris@10 2451 plan was created with the `FFTW_UNALIGNED' flag. Here, the
Chris@10 2452 alignment is a platform-dependent quantity (for example, it is the
Chris@10 2453 address modulo 16 if SSE SIMD instructions are used, but the
Chris@10 2454 address modulo 4 for non-SIMD single-precision FFTW on the same
Chris@10 2455 machine). In general, only arrays allocated with `fftw_malloc'
Chris@10 2456 are guaranteed to be equally aligned (*note SIMD alignment and
Chris@10 2457 fftw_malloc::).
Chris@10 2458
Chris@10 2459
Chris@10 2460 The alignment issue is especially critical, because if you don't use
Chris@10 2461 `fftw_malloc' then you may have little control over the alignment of
Chris@10 2462 arrays in memory. For example, neither the C++ `new' function nor the
Chris@10 2463 Fortran `allocate' statement provide strong enough guarantees about
Chris@10 2464 data alignment. If you don't use `fftw_malloc', therefore, you
Chris@10 2465 probably have to use `FFTW_UNALIGNED' (which disables most SIMD
Chris@10 2466 support). If possible, it is probably better for you to simply create
Chris@10 2467 multiple plans (creating a new plan is quick once one exists for a
Chris@10 2468 given size), or better yet re-use the same array for your transforms.
Chris@10 2469
Chris@10 2470 If you are tempted to use the new-array execute interface because you
Chris@10 2471 want to transform a known bunch of arrays of the same size, you should
Chris@10 2472 probably go use the advanced interface instead (*note Advanced
Chris@10 2473 Interface::)).
Chris@10 2474
Chris@10 2475 The new-array execute functions are:
Chris@10 2476
Chris@10 2477 void fftw_execute_dft(
Chris@10 2478 const fftw_plan p,
Chris@10 2479 fftw_complex *in, fftw_complex *out);
Chris@10 2480
Chris@10 2481 void fftw_execute_split_dft(
Chris@10 2482 const fftw_plan p,
Chris@10 2483 double *ri, double *ii, double *ro, double *io);
Chris@10 2484
Chris@10 2485 void fftw_execute_dft_r2c(
Chris@10 2486 const fftw_plan p,
Chris@10 2487 double *in, fftw_complex *out);
Chris@10 2488
Chris@10 2489 void fftw_execute_split_dft_r2c(
Chris@10 2490 const fftw_plan p,
Chris@10 2491 double *in, double *ro, double *io);
Chris@10 2492
Chris@10 2493 void fftw_execute_dft_c2r(
Chris@10 2494 const fftw_plan p,
Chris@10 2495 fftw_complex *in, double *out);
Chris@10 2496
Chris@10 2497 void fftw_execute_split_dft_c2r(
Chris@10 2498 const fftw_plan p,
Chris@10 2499 double *ri, double *ii, double *out);
Chris@10 2500
Chris@10 2501 void fftw_execute_r2r(
Chris@10 2502 const fftw_plan p,
Chris@10 2503 double *in, double *out);
Chris@10 2504
Chris@10 2505 These execute the `plan' to compute the corresponding transform on
Chris@10 2506 the input/output arrays specified by the subsequent arguments. The
Chris@10 2507 input/output array arguments have the same meanings as the ones passed
Chris@10 2508 to the guru planner routines in the preceding sections. The `plan' is
Chris@10 2509 not modified, and these routines can be called as many times as
Chris@10 2510 desired, or intermixed with calls to the ordinary `fftw_execute'.
Chris@10 2511
Chris@10 2512 The `plan' _must_ have been created for the transform type
Chris@10 2513 corresponding to the execute function, e.g. it must be a complex-DFT
Chris@10 2514 plan for `fftw_execute_dft'. Any of the planner routines for that
Chris@10 2515 transform type, from the basic to the guru interface, could have been
Chris@10 2516 used to create the plan, however.
Chris@10 2517
Chris@10 2518 
Chris@10 2519 File: fftw3.info, Node: Wisdom, Next: What FFTW Really Computes, Prev: New-array Execute Functions, Up: FFTW Reference
Chris@10 2520
Chris@10 2521 4.7 Wisdom
Chris@10 2522 ==========
Chris@10 2523
Chris@10 2524 This section documents the FFTW mechanism for saving and restoring
Chris@10 2525 plans from disk. This mechanism is called "wisdom".
Chris@10 2526
Chris@10 2527 * Menu:
Chris@10 2528
Chris@10 2529 * Wisdom Export::
Chris@10 2530 * Wisdom Import::
Chris@10 2531 * Forgetting Wisdom::
Chris@10 2532 * Wisdom Utilities::
Chris@10 2533
Chris@10 2534 
Chris@10 2535 File: fftw3.info, Node: Wisdom Export, Next: Wisdom Import, Prev: Wisdom, Up: Wisdom
Chris@10 2536
Chris@10 2537 4.7.1 Wisdom Export
Chris@10 2538 -------------------
Chris@10 2539
Chris@10 2540 int fftw_export_wisdom_to_filename(const char *filename);
Chris@10 2541 void fftw_export_wisdom_to_file(FILE *output_file);
Chris@10 2542 char *fftw_export_wisdom_to_string(void);
Chris@10 2543 void fftw_export_wisdom(void (*write_char)(char c, void *), void *data);
Chris@10 2544
Chris@10 2545 These functions allow you to export all currently accumulated wisdom
Chris@10 2546 in a form from which it can be later imported and restored, even during
Chris@10 2547 a separate run of the program. (*Note Words of Wisdom-Saving Plans::.)
Chris@10 2548 The current store of wisdom is not affected by calling any of these
Chris@10 2549 routines.
Chris@10 2550
Chris@10 2551 `fftw_export_wisdom' exports the wisdom to any output medium, as
Chris@10 2552 specified by the callback function `write_char'. `write_char' is a
Chris@10 2553 `putc'-like function that writes the character `c' to some output; its
Chris@10 2554 second parameter is the `data' pointer passed to `fftw_export_wisdom'.
Chris@10 2555 For convenience, the following three "wrapper" routines are provided:
Chris@10 2556
Chris@10 2557 `fftw_export_wisdom_to_filename' writes wisdom to a file named
Chris@10 2558 `filename' (which is created or overwritten), returning `1' on success
Chris@10 2559 and `0' on failure. A lower-level function, which requires you to open
Chris@10 2560 and close the file yourself (e.g. if you want to write wisdom to a
Chris@10 2561 portion of a larger file) is `fftw_export_wisdom_to_file'. This writes
Chris@10 2562 the wisdom to the current position in `output_file', which should be
Chris@10 2563 open with write permission; upon exit, the file remains open and is
Chris@10 2564 positioned at the end of the wisdom data.
Chris@10 2565
Chris@10 2566 `fftw_export_wisdom_to_string' returns a pointer to a
Chris@10 2567 `NULL'-terminated string holding the wisdom data. This string is
Chris@10 2568 dynamically allocated, and it is the responsibility of the caller to
Chris@10 2569 deallocate it with `free' when it is no longer needed.
Chris@10 2570
Chris@10 2571 All of these routines export the wisdom in the same format, which we
Chris@10 2572 will not document here except to say that it is LISP-like ASCII text
Chris@10 2573 that is insensitive to white space.
Chris@10 2574
Chris@10 2575 
Chris@10 2576 File: fftw3.info, Node: Wisdom Import, Next: Forgetting Wisdom, Prev: Wisdom Export, Up: Wisdom
Chris@10 2577
Chris@10 2578 4.7.2 Wisdom Import
Chris@10 2579 -------------------
Chris@10 2580
Chris@10 2581 int fftw_import_system_wisdom(void);
Chris@10 2582 int fftw_import_wisdom_from_filename(const char *filename);
Chris@10 2583 int fftw_import_wisdom_from_string(const char *input_string);
Chris@10 2584 int fftw_import_wisdom(int (*read_char)(void *), void *data);
Chris@10 2585
Chris@10 2586 These functions import wisdom into a program from data stored by the
Chris@10 2587 `fftw_export_wisdom' functions above. (*Note Words of Wisdom-Saving
Chris@10 2588 Plans::.) The imported wisdom replaces any wisdom already accumulated
Chris@10 2589 by the running program.
Chris@10 2590
Chris@10 2591 `fftw_import_wisdom' imports wisdom from any input medium, as
Chris@10 2592 specified by the callback function `read_char'. `read_char' is a
Chris@10 2593 `getc'-like function that returns the next character in the input; its
Chris@10 2594 parameter is the `data' pointer passed to `fftw_import_wisdom'. If the
Chris@10 2595 end of the input data is reached (which should never happen for valid
Chris@10 2596 data), `read_char' should return `EOF' (as defined in `<stdio.h>').
Chris@10 2597 For convenience, the following three "wrapper" routines are provided:
Chris@10 2598
Chris@10 2599 `fftw_import_wisdom_from_filename' reads wisdom from a file named
Chris@10 2600 `filename'. A lower-level function, which requires you to open and
Chris@10 2601 close the file yourself (e.g. if you want to read wisdom from a portion
Chris@10 2602 of a larger file) is `fftw_import_wisdom_from_file'. This reads wisdom
Chris@10 2603 from the current position in `input_file' (which should be open with
Chris@10 2604 read permission); upon exit, the file remains open, but the position of
Chris@10 2605 the read pointer is unspecified.
Chris@10 2606
Chris@10 2607 `fftw_import_wisdom_from_string' reads wisdom from the
Chris@10 2608 `NULL'-terminated string `input_string'.
Chris@10 2609
Chris@10 2610 `fftw_import_system_wisdom' reads wisdom from an
Chris@10 2611 implementation-defined standard file (`/etc/fftw/wisdom' on Unix and
Chris@10 2612 GNU systems).
Chris@10 2613
Chris@10 2614 The return value of these import routines is `1' if the wisdom was
Chris@10 2615 read successfully and `0' otherwise. Note that, in all of these
Chris@10 2616 functions, any data in the input stream past the end of the wisdom data
Chris@10 2617 is simply ignored.
Chris@10 2618
Chris@10 2619 
Chris@10 2620 File: fftw3.info, Node: Forgetting Wisdom, Next: Wisdom Utilities, Prev: Wisdom Import, Up: Wisdom
Chris@10 2621
Chris@10 2622 4.7.3 Forgetting Wisdom
Chris@10 2623 -----------------------
Chris@10 2624
Chris@10 2625 void fftw_forget_wisdom(void);
Chris@10 2626
Chris@10 2627 Calling `fftw_forget_wisdom' causes all accumulated `wisdom' to be
Chris@10 2628 discarded and its associated memory to be freed. (New `wisdom' can
Chris@10 2629 still be gathered subsequently, however.)
Chris@10 2630
Chris@10 2631 
Chris@10 2632 File: fftw3.info, Node: Wisdom Utilities, Prev: Forgetting Wisdom, Up: Wisdom
Chris@10 2633
Chris@10 2634 4.7.4 Wisdom Utilities
Chris@10 2635 ----------------------
Chris@10 2636
Chris@10 2637 FFTW includes two standalone utility programs that deal with wisdom. We
Chris@10 2638 merely summarize them here, since they come with their own `man' pages
Chris@10 2639 for Unix and GNU systems (with HTML versions on our web site).
Chris@10 2640
Chris@10 2641 The first program is `fftw-wisdom' (or `fftwf-wisdom' in single
Chris@10 2642 precision, etcetera), which can be used to create a wisdom file
Chris@10 2643 containing plans for any of the transform sizes and types supported by
Chris@10 2644 FFTW. It is preferable to create wisdom directly from your executable
Chris@10 2645 (*note Caveats in Using Wisdom::), but this program is useful for
Chris@10 2646 creating global wisdom files for `fftw_import_system_wisdom'.
Chris@10 2647
Chris@10 2648 The second program is `fftw-wisdom-to-conf', which takes a wisdom
Chris@10 2649 file as input and produces a "configuration routine" as output. The
Chris@10 2650 latter is a C subroutine that you can compile and link into your
Chris@10 2651 program, replacing a routine of the same name in the FFTW library, that
Chris@10 2652 determines which parts of FFTW are callable by your program.
Chris@10 2653 `fftw-wisdom-to-conf' produces a configuration routine that links to
Chris@10 2654 only those parts of FFTW needed by the saved plans in the wisdom,
Chris@10 2655 greatly reducing the size of statically linked executables (which should
Chris@10 2656 only attempt to create plans corresponding to those in the wisdom,
Chris@10 2657 however).
Chris@10 2658
Chris@10 2659 
Chris@10 2660 File: fftw3.info, Node: What FFTW Really Computes, Prev: Wisdom, Up: FFTW Reference
Chris@10 2661
Chris@10 2662 4.8 What FFTW Really Computes
Chris@10 2663 =============================
Chris@10 2664
Chris@10 2665 In this section, we provide precise mathematical definitions for the
Chris@10 2666 transforms that FFTW computes. These transform definitions are fairly
Chris@10 2667 standard, but some authors follow slightly different conventions for the
Chris@10 2668 normalization of the transform (the constant factor in front) and the
Chris@10 2669 sign of the complex exponent. We begin by presenting the
Chris@10 2670 one-dimensional (1d) transform definitions, and then give the
Chris@10 2671 straightforward extension to multi-dimensional transforms.
Chris@10 2672
Chris@10 2673 * Menu:
Chris@10 2674
Chris@10 2675 * The 1d Discrete Fourier Transform (DFT)::
Chris@10 2676 * The 1d Real-data DFT::
Chris@10 2677 * 1d Real-even DFTs (DCTs)::
Chris@10 2678 * 1d Real-odd DFTs (DSTs)::
Chris@10 2679 * 1d Discrete Hartley Transforms (DHTs)::
Chris@10 2680 * Multi-dimensional Transforms::
Chris@10 2681
Chris@10 2682 
Chris@10 2683 File: fftw3.info, Node: The 1d Discrete Fourier Transform (DFT), Next: The 1d Real-data DFT, Prev: What FFTW Really Computes, Up: What FFTW Really Computes
Chris@10 2684
Chris@10 2685 4.8.1 The 1d Discrete Fourier Transform (DFT)
Chris@10 2686 ---------------------------------------------
Chris@10 2687
Chris@10 2688 The forward (`FFTW_FORWARD') discrete Fourier transform (DFT) of a 1d
Chris@10 2689 complex array X of size n computes an array Y, where: Y[k] = sum for j = 0 to (n - 1) of X[j] * exp(-2 pi j k sqrt(-1)/n) .
Chris@10 2690 The backward (`FFTW_BACKWARD') DFT computes: Y[k] = sum for j = 0 to (n - 1) of X[j] * exp(2 pi j k sqrt(-1)/n) .
Chris@10 2691 FFTW computes an unnormalized transform, in that there is no
Chris@10 2692 coefficient in front of the summation in the DFT. In other words,
Chris@10 2693 applying the forward and then the backward transform will multiply the
Chris@10 2694 input by n.
Chris@10 2695
Chris@10 2696 From above, an `FFTW_FORWARD' transform corresponds to a sign of -1
Chris@10 2697 in the exponent of the DFT. Note also that we use the standard
Chris@10 2698 "in-order" output ordering--the k-th output corresponds to the
Chris@10 2699 frequency k/n (or k/T, where T is your total sampling period). For
Chris@10 2700 those who like to think in terms of positive and negative frequencies,
Chris@10 2701 this means that the positive frequencies are stored in the first half
Chris@10 2702 of the output and the negative frequencies are stored in backwards
Chris@10 2703 order in the second half of the output. (The frequency -k/n is the
Chris@10 2704 same as the frequency (n-k)/n.)
Chris@10 2705
Chris@10 2706 
Chris@10 2707 File: fftw3.info, Node: The 1d Real-data DFT, Next: 1d Real-even DFTs (DCTs), Prev: The 1d Discrete Fourier Transform (DFT), Up: What FFTW Really Computes
Chris@10 2708
Chris@10 2709 4.8.2 The 1d Real-data DFT
Chris@10 2710 --------------------------
Chris@10 2711
Chris@10 2712 The real-input (r2c) DFT in FFTW computes the _forward_ transform Y of
Chris@10 2713 the size `n' real array X, exactly as defined above, i.e. Y[k] = sum for j = 0 to (n - 1) of X[j] * exp(-2 pi j k sqrt(-1)/n) .
Chris@10 2714 This output array Y can easily be shown to possess the "Hermitian"
Chris@10 2715 symmetry Y[k] = Y[n-k]*, where we take Y to be periodic so that Y[n] =
Chris@10 2716 Y[0].
Chris@10 2717
Chris@10 2718 As a result of this symmetry, half of the output Y is redundant
Chris@10 2719 (being the complex conjugate of the other half), and so the 1d r2c
Chris@10 2720 transforms only output elements 0...n/2 of Y (n/2+1 complex numbers),
Chris@10 2721 where the division by 2 is rounded down.
Chris@10 2722
Chris@10 2723 Moreover, the Hermitian symmetry implies that Y[0] and, if n is
Chris@10 2724 even, the Y[n/2] element, are purely real. So, for the `R2HC' r2r
Chris@10 2725 transform, these elements are not stored in the halfcomplex output
Chris@10 2726 format.
Chris@10 2727
Chris@10 2728 The c2r and `H2RC' r2r transforms compute the backward DFT of the
Chris@10 2729 _complex_ array X with Hermitian symmetry, stored in the r2c/`R2HC'
Chris@10 2730 output formats, respectively, where the backward transform is defined
Chris@10 2731 exactly as for the complex case: Y[k] = sum for j = 0 to (n - 1) of X[j] * exp(2 pi j k sqrt(-1)/n) .
Chris@10 2732 The outputs `Y' of this transform can easily be seen to be purely
Chris@10 2733 real, and are stored as an array of real numbers.
Chris@10 2734
Chris@10 2735 Like FFTW's complex DFT, these transforms are unnormalized. In other
Chris@10 2736 words, applying the real-to-complex (forward) and then the
Chris@10 2737 complex-to-real (backward) transform will multiply the input by n.
Chris@10 2738
Chris@10 2739 
Chris@10 2740 File: fftw3.info, Node: 1d Real-even DFTs (DCTs), Next: 1d Real-odd DFTs (DSTs), Prev: The 1d Real-data DFT, Up: What FFTW Really Computes
Chris@10 2741
Chris@10 2742 4.8.3 1d Real-even DFTs (DCTs)
Chris@10 2743 ------------------------------
Chris@10 2744
Chris@10 2745 The Real-even symmetry DFTs in FFTW are exactly equivalent to the
Chris@10 2746 unnormalized forward (and backward) DFTs as defined above, where the
Chris@10 2747 input array X of length N is purely real and is also "even" symmetry.
Chris@10 2748 In this case, the output array is likewise real and even symmetry.
Chris@10 2749
Chris@10 2750 For the case of `REDFT00', this even symmetry means that X[j] =
Chris@10 2751 X[N-j], where we take X to be periodic so that X[N] = X[0]. Because of
Chris@10 2752 this redundancy, only the first n real numbers are actually stored,
Chris@10 2753 where N = 2(n-1).
Chris@10 2754
Chris@10 2755 The proper definition of even symmetry for `REDFT10', `REDFT01', and
Chris@10 2756 `REDFT11' transforms is somewhat more intricate because of the shifts
Chris@10 2757 by 1/2 of the input and/or output, although the corresponding boundary
Chris@10 2758 conditions are given in *note Real even/odd DFTs (cosine/sine
Chris@10 2759 transforms)::. Because of the even symmetry, however, the sine terms
Chris@10 2760 in the DFT all cancel and the remaining cosine terms are written
Chris@10 2761 explicitly below. This formulation often leads people to call such a
Chris@10 2762 transform a "discrete cosine transform" (DCT), although it is really
Chris@10 2763 just a special case of the DFT.
Chris@10 2764
Chris@10 2765 In each of the definitions below, we transform a real array X of
Chris@10 2766 length n to a real array Y of length n:
Chris@10 2767
Chris@10 2768 REDFT00 (DCT-I)
Chris@10 2769 ...............
Chris@10 2770
Chris@10 2771 An `REDFT00' transform (type-I DCT) in FFTW is defined by: Y[k] = X[0]
Chris@10 2772 + (-1)^k X[n-1] + 2 (sum for j = 1 to n-2 of X[j] cos(pi jk /(n-1))).
Chris@10 2773 Note that this transform is not defined for n=1. For n=2, the
Chris@10 2774 summation term above is dropped as you might expect.
Chris@10 2775
Chris@10 2776 REDFT10 (DCT-II)
Chris@10 2777 ................
Chris@10 2778
Chris@10 2779 An `REDFT10' transform (type-II DCT, sometimes called "the" DCT) in
Chris@10 2780 FFTW is defined by: Y[k] = 2 (sum for j = 0 to n-1 of X[j] cos(pi
Chris@10 2781 (j+1/2) k / n)).
Chris@10 2782
Chris@10 2783 REDFT01 (DCT-III)
Chris@10 2784 .................
Chris@10 2785
Chris@10 2786 An `REDFT01' transform (type-III DCT) in FFTW is defined by: Y[k] =
Chris@10 2787 X[0] + 2 (sum for j = 1 to n-1 of X[j] cos(pi j (k+1/2) / n)). In the
Chris@10 2788 case of n=1, this reduces to Y[0] = X[0]. Up to a scale factor (see
Chris@10 2789 below), this is the inverse of `REDFT10' ("the" DCT), and so the
Chris@10 2790 `REDFT01' (DCT-III) is sometimes called the "IDCT".
Chris@10 2791
Chris@10 2792 REDFT11 (DCT-IV)
Chris@10 2793 ................
Chris@10 2794
Chris@10 2795 An `REDFT11' transform (type-IV DCT) in FFTW is defined by: Y[k] = 2
Chris@10 2796 (sum for j = 0 to n-1 of X[j] cos(pi (j+1/2) (k+1/2) / n)).
Chris@10 2797
Chris@10 2798 Inverses and Normalization
Chris@10 2799 ..........................
Chris@10 2800
Chris@10 2801 These definitions correspond directly to the unnormalized DFTs used
Chris@10 2802 elsewhere in FFTW (hence the factors of 2 in front of the summations).
Chris@10 2803 The unnormalized inverse of `REDFT00' is `REDFT00', of `REDFT10' is
Chris@10 2804 `REDFT01' and vice versa, and of `REDFT11' is `REDFT11'. Each
Chris@10 2805 unnormalized inverse results in the original array multiplied by N,
Chris@10 2806 where N is the _logical_ DFT size. For `REDFT00', N=2(n-1) (note that
Chris@10 2807 n=1 is not defined); otherwise, N=2n.
Chris@10 2808
Chris@10 2809 In defining the discrete cosine transform, some authors also include
Chris@10 2810 additional factors of sqrt(2) (or its inverse) multiplying selected
Chris@10 2811 inputs and/or outputs. This is a mostly cosmetic change that makes the
Chris@10 2812 transform orthogonal, but sacrifices the direct equivalence to a
Chris@10 2813 symmetric DFT.
Chris@10 2814
Chris@10 2815 
Chris@10 2816 File: fftw3.info, Node: 1d Real-odd DFTs (DSTs), Next: 1d Discrete Hartley Transforms (DHTs), Prev: 1d Real-even DFTs (DCTs), Up: What FFTW Really Computes
Chris@10 2817
Chris@10 2818 4.8.4 1d Real-odd DFTs (DSTs)
Chris@10 2819 -----------------------------
Chris@10 2820
Chris@10 2821 The Real-odd symmetry DFTs in FFTW are exactly equivalent to the
Chris@10 2822 unnormalized forward (and backward) DFTs as defined above, where the
Chris@10 2823 input array X of length N is purely real and is also "odd" symmetry. In
Chris@10 2824 this case, the output is odd symmetry and purely imaginary.
Chris@10 2825
Chris@10 2826 For the case of `RODFT00', this odd symmetry means that X[j] =
Chris@10 2827 -X[N-j], where we take X to be periodic so that X[N] = X[0]. Because
Chris@10 2828 of this redundancy, only the first n real numbers starting at j=1 are
Chris@10 2829 actually stored (the j=0 element is zero), where N = 2(n+1).
Chris@10 2830
Chris@10 2831 The proper definition of odd symmetry for `RODFT10', `RODFT01', and
Chris@10 2832 `RODFT11' transforms is somewhat more intricate because of the shifts
Chris@10 2833 by 1/2 of the input and/or output, although the corresponding boundary
Chris@10 2834 conditions are given in *note Real even/odd DFTs (cosine/sine
Chris@10 2835 transforms)::. Because of the odd symmetry, however, the cosine terms
Chris@10 2836 in the DFT all cancel and the remaining sine terms are written
Chris@10 2837 explicitly below. This formulation often leads people to call such a
Chris@10 2838 transform a "discrete sine transform" (DST), although it is really just
Chris@10 2839 a special case of the DFT.
Chris@10 2840
Chris@10 2841 In each of the definitions below, we transform a real array X of
Chris@10 2842 length n to a real array Y of length n:
Chris@10 2843
Chris@10 2844 RODFT00 (DST-I)
Chris@10 2845 ...............
Chris@10 2846
Chris@10 2847 An `RODFT00' transform (type-I DST) in FFTW is defined by: Y[k] = 2
Chris@10 2848 (sum for j = 0 to n-1 of X[j] sin(pi (j+1)(k+1) / (n+1))).
Chris@10 2849
Chris@10 2850 RODFT10 (DST-II)
Chris@10 2851 ................
Chris@10 2852
Chris@10 2853 An `RODFT10' transform (type-II DST) in FFTW is defined by: Y[k] = 2
Chris@10 2854 (sum for j = 0 to n-1 of X[j] sin(pi (j+1/2) (k+1) / n)).
Chris@10 2855
Chris@10 2856 RODFT01 (DST-III)
Chris@10 2857 .................
Chris@10 2858
Chris@10 2859 An `RODFT01' transform (type-III DST) in FFTW is defined by: Y[k] =
Chris@10 2860 (-1)^k X[n-1] + 2 (sum for j = 0 to n-2 of X[j] sin(pi (j+1) (k+1/2) /
Chris@10 2861 n)). In the case of n=1, this reduces to Y[0] = X[0].
Chris@10 2862
Chris@10 2863 RODFT11 (DST-IV)
Chris@10 2864 ................
Chris@10 2865
Chris@10 2866 An `RODFT11' transform (type-IV DST) in FFTW is defined by: Y[k] = 2
Chris@10 2867 (sum for j = 0 to n-1 of X[j] sin(pi (j+1/2) (k+1/2) / n)).
Chris@10 2868
Chris@10 2869 Inverses and Normalization
Chris@10 2870 ..........................
Chris@10 2871
Chris@10 2872 These definitions correspond directly to the unnormalized DFTs used
Chris@10 2873 elsewhere in FFTW (hence the factors of 2 in front of the summations).
Chris@10 2874 The unnormalized inverse of `RODFT00' is `RODFT00', of `RODFT10' is
Chris@10 2875 `RODFT01' and vice versa, and of `RODFT11' is `RODFT11'. Each
Chris@10 2876 unnormalized inverse results in the original array multiplied by N,
Chris@10 2877 where N is the _logical_ DFT size. For `RODFT00', N=2(n+1); otherwise,
Chris@10 2878 N=2n.
Chris@10 2879
Chris@10 2880 In defining the discrete sine transform, some authors also include
Chris@10 2881 additional factors of sqrt(2) (or its inverse) multiplying selected
Chris@10 2882 inputs and/or outputs. This is a mostly cosmetic change that makes the
Chris@10 2883 transform orthogonal, but sacrifices the direct equivalence to an
Chris@10 2884 antisymmetric DFT.
Chris@10 2885
Chris@10 2886 
Chris@10 2887 File: fftw3.info, Node: 1d Discrete Hartley Transforms (DHTs), Next: Multi-dimensional Transforms, Prev: 1d Real-odd DFTs (DSTs), Up: What FFTW Really Computes
Chris@10 2888
Chris@10 2889 4.8.5 1d Discrete Hartley Transforms (DHTs)
Chris@10 2890 -------------------------------------------
Chris@10 2891
Chris@10 2892 The discrete Hartley transform (DHT) of a 1d real array X of size n
Chris@10 2893 computes a real array Y of the same size, where: Y[k] = sum for j = 0 to (n - 1) of X[j] * [cos(2 pi j k / n) + sin(2 pi j k / n)].
Chris@10 2894 FFTW computes an unnormalized transform, in that there is no
Chris@10 2895 coefficient in front of the summation in the DHT. In other words,
Chris@10 2896 applying the transform twice (the DHT is its own inverse) will multiply
Chris@10 2897 the input by n.
Chris@10 2898
Chris@10 2899 
Chris@10 2900 File: fftw3.info, Node: Multi-dimensional Transforms, Prev: 1d Discrete Hartley Transforms (DHTs), Up: What FFTW Really Computes
Chris@10 2901
Chris@10 2902 4.8.6 Multi-dimensional Transforms
Chris@10 2903 ----------------------------------
Chris@10 2904
Chris@10 2905 The multi-dimensional transforms of FFTW, in general, compute simply the
Chris@10 2906 separable product of the given 1d transform along each dimension of the
Chris@10 2907 array. Since each of these transforms is unnormalized, computing the
Chris@10 2908 forward followed by the backward/inverse multi-dimensional transform
Chris@10 2909 will result in the original array scaled by the product of the
Chris@10 2910 normalization factors for each dimension (e.g. the product of the
Chris@10 2911 dimension sizes, for a multi-dimensional DFT).
Chris@10 2912
Chris@10 2913 The definition of FFTW's multi-dimensional DFT of real data (r2c)
Chris@10 2914 deserves special attention. In this case, we logically compute the full
Chris@10 2915 multi-dimensional DFT of the input data; since the input data are purely
Chris@10 2916 real, the output data have the Hermitian symmetry and therefore only one
Chris@10 2917 non-redundant half need be stored. More specifically, for an n[0] x
Chris@10 2918 n[1] x n[2] x ... x n[d-1] multi-dimensional real-input DFT, the full
Chris@10 2919 (logical) complex output array Y[k[0], k[1], ..., k[d-1]] has the
Chris@10 2920 symmetry: Y[k[0], k[1], ..., k[d-1]] = Y[n[0] - k[0], n[1] - k[1], ...,
Chris@10 2921 n[d-1] - k[d-1]]* (where each dimension is periodic). Because of this
Chris@10 2922 symmetry, we only store the k[d-1] = 0...n[d-1]/2 elements of the
Chris@10 2923 _last_ dimension (division by 2 is rounded down). (We could instead
Chris@10 2924 have cut any other dimension in half, but the last dimension proved
Chris@10 2925 computationally convenient.) This results in the peculiar array format
Chris@10 2926 described in more detail by *note Real-data DFT Array Format::.
Chris@10 2927
Chris@10 2928 The multi-dimensional c2r transform is simply the unnormalized
Chris@10 2929 inverse of the r2c transform. i.e. it is the same as FFTW's complex
Chris@10 2930 backward multi-dimensional DFT, operating on a Hermitian input array in
Chris@10 2931 the peculiar format mentioned above and outputting a real array (since
Chris@10 2932 the DFT output is purely real).
Chris@10 2933
Chris@10 2934 We should remind the user that the separable product of 1d transforms
Chris@10 2935 along each dimension, as computed by FFTW, is not always the same thing
Chris@10 2936 as the usual multi-dimensional transform. A multi-dimensional `R2HC'
Chris@10 2937 (or `HC2R') transform is not identical to the multi-dimensional DFT,
Chris@10 2938 requiring some post-processing to combine the requisite real and
Chris@10 2939 imaginary parts, as was described in *note The Halfcomplex-format
Chris@10 2940 DFT::. Likewise, FFTW's multidimensional `FFTW_DHT' r2r transform is
Chris@10 2941 not the same thing as the logical multi-dimensional discrete Hartley
Chris@10 2942 transform defined in the literature, as discussed in *note The Discrete
Chris@10 2943 Hartley Transform::.
Chris@10 2944
Chris@10 2945 
Chris@10 2946 File: fftw3.info, Node: Multi-threaded FFTW, Next: Distributed-memory FFTW with MPI, Prev: FFTW Reference, Up: Top
Chris@10 2947
Chris@10 2948 5 Multi-threaded FFTW
Chris@10 2949 *********************
Chris@10 2950
Chris@10 2951 In this chapter we document the parallel FFTW routines for
Chris@10 2952 shared-memory parallel hardware. These routines, which support
Chris@10 2953 parallel one- and multi-dimensional transforms of both real and complex
Chris@10 2954 data, are the easiest way to take advantage of multiple processors with
Chris@10 2955 FFTW. They work just like the corresponding uniprocessor transform
Chris@10 2956 routines, except that you have an extra initialization routine to call,
Chris@10 2957 and there is a routine to set the number of threads to employ. Any
Chris@10 2958 program that uses the uniprocessor FFTW can therefore be trivially
Chris@10 2959 modified to use the multi-threaded FFTW.
Chris@10 2960
Chris@10 2961 A shared-memory machine is one in which all CPUs can directly access
Chris@10 2962 the same main memory, and such machines are now common due to the
Chris@10 2963 ubiquity of multi-core CPUs. FFTW's multi-threading support allows you
Chris@10 2964 to utilize these additional CPUs transparently from a single program.
Chris@10 2965 However, this does not necessarily translate into performance
Chris@10 2966 gains--when multiple threads/CPUs are employed, there is an overhead
Chris@10 2967 required for synchronization that may outweigh the computatational
Chris@10 2968 parallelism. Therefore, you can only benefit from threads if your
Chris@10 2969 problem is sufficiently large.
Chris@10 2970
Chris@10 2971 * Menu:
Chris@10 2972
Chris@10 2973 * Installation and Supported Hardware/Software::
Chris@10 2974 * Usage of Multi-threaded FFTW::
Chris@10 2975 * How Many Threads to Use?::
Chris@10 2976 * Thread safety::
Chris@10 2977
Chris@10 2978 
Chris@10 2979 File: fftw3.info, Node: Installation and Supported Hardware/Software, Next: Usage of Multi-threaded FFTW, Prev: Multi-threaded FFTW, Up: Multi-threaded FFTW
Chris@10 2980
Chris@10 2981 5.1 Installation and Supported Hardware/Software
Chris@10 2982 ================================================
Chris@10 2983
Chris@10 2984 All of the FFTW threads code is located in the `threads' subdirectory
Chris@10 2985 of the FFTW package. On Unix systems, the FFTW threads libraries and
Chris@10 2986 header files can be automatically configured, compiled, and installed
Chris@10 2987 along with the uniprocessor FFTW libraries simply by including
Chris@10 2988 `--enable-threads' in the flags to the `configure' script (*note
Chris@10 2989 Installation on Unix::), or `--enable-openmp' to use OpenMP
Chris@10 2990 (http://www.openmp.org) threads.
Chris@10 2991
Chris@10 2992 The threads routines require your operating system to have some sort
Chris@10 2993 of shared-memory threads support. Specifically, the FFTW threads
Chris@10 2994 package works with POSIX threads (available on most Unix variants, from
Chris@10 2995 GNU/Linux to MacOS X) and Win32 threads. OpenMP threads, which are
Chris@10 2996 supported in many common compilers (e.g. gcc) are also supported, and
Chris@10 2997 may give better performance on some systems. (OpenMP threads are also
Chris@10 2998 useful if you are employing OpenMP in your own code, in order to
Chris@10 2999 minimize conflicts between threading models.) If you have a
Chris@10 3000 shared-memory machine that uses a different threads API, it should be a
Chris@10 3001 simple matter of programming to include support for it; see the file
Chris@10 3002 `threads/threads.c' for more detail.
Chris@10 3003
Chris@10 3004 You can compile FFTW with _both_ `--enable-threads' and
Chris@10 3005 `--enable-openmp' at the same time, since they install libraries with
Chris@10 3006 different names (`fftw3_threads' and `fftw3_omp', as described below).
Chris@10 3007 However, your programs may only link to _one_ of these two libraries at
Chris@10 3008 a time.
Chris@10 3009
Chris@10 3010 Ideally, of course, you should also have multiple processors in
Chris@10 3011 order to get any benefit from the threaded transforms.
Chris@10 3012
Chris@10 3013 
Chris@10 3014 File: fftw3.info, Node: Usage of Multi-threaded FFTW, Next: How Many Threads to Use?, Prev: Installation and Supported Hardware/Software, Up: Multi-threaded FFTW
Chris@10 3015
Chris@10 3016 5.2 Usage of Multi-threaded FFTW
Chris@10 3017 ================================
Chris@10 3018
Chris@10 3019 Here, it is assumed that the reader is already familiar with the usage
Chris@10 3020 of the uniprocessor FFTW routines, described elsewhere in this manual.
Chris@10 3021 We only describe what one has to change in order to use the
Chris@10 3022 multi-threaded routines.
Chris@10 3023
Chris@10 3024 First, programs using the parallel complex transforms should be
Chris@10 3025 linked with `-lfftw3_threads -lfftw3 -lm' on Unix, or `-lfftw3_omp
Chris@10 3026 -lfftw3 -lm' if you compiled with OpenMP. You will also need to link
Chris@10 3027 with whatever library is responsible for threads on your system (e.g.
Chris@10 3028 `-lpthread' on GNU/Linux) or include whatever compiler flag enables
Chris@10 3029 OpenMP (e.g. `-fopenmp' with gcc).
Chris@10 3030
Chris@10 3031 Second, before calling _any_ FFTW routines, you should call the
Chris@10 3032 function:
Chris@10 3033
Chris@10 3034 int fftw_init_threads(void);
Chris@10 3035
Chris@10 3036 This function, which need only be called once, performs any one-time
Chris@10 3037 initialization required to use threads on your system. It returns zero
Chris@10 3038 if there was some error (which should not happen under normal
Chris@10 3039 circumstances) and a non-zero value otherwise.
Chris@10 3040
Chris@10 3041 Third, before creating a plan that you want to parallelize, you
Chris@10 3042 should call:
Chris@10 3043
Chris@10 3044 void fftw_plan_with_nthreads(int nthreads);
Chris@10 3045
Chris@10 3046 The `nthreads' argument indicates the number of threads you want
Chris@10 3047 FFTW to use (or actually, the maximum number). All plans subsequently
Chris@10 3048 created with any planner routine will use that many threads. You can
Chris@10 3049 call `fftw_plan_with_nthreads', create some plans, call
Chris@10 3050 `fftw_plan_with_nthreads' again with a different argument, and create
Chris@10 3051 some more plans for a new number of threads. Plans already created
Chris@10 3052 before a call to `fftw_plan_with_nthreads' are unaffected. If you pass
Chris@10 3053 an `nthreads' argument of `1' (the default), threads are disabled for
Chris@10 3054 subsequent plans.
Chris@10 3055
Chris@10 3056 With OpenMP, to configure FFTW to use all of the currently running
Chris@10 3057 OpenMP threads (set by `omp_set_num_threads(nthreads)' or by the
Chris@10 3058 `OMP_NUM_THREADS' environment variable), you can do:
Chris@10 3059 `fftw_plan_with_nthreads(omp_get_max_threads())'. (The `omp_' OpenMP
Chris@10 3060 functions are declared via `#include <omp.h>'.)
Chris@10 3061
Chris@10 3062 Given a plan, you then execute it as usual with
Chris@10 3063 `fftw_execute(plan)', and the execution will use the number of threads
Chris@10 3064 specified when the plan was created. When done, you destroy it as
Chris@10 3065 usual with `fftw_destroy_plan'. As described in *note Thread safety::,
Chris@10 3066 plan _execution_ is thread-safe, but plan creation and destruction are
Chris@10 3067 _not_: you should create/destroy plans only from a single thread, but
Chris@10 3068 can safely execute multiple plans in parallel.
Chris@10 3069
Chris@10 3070 There is one additional routine: if you want to get rid of all memory
Chris@10 3071 and other resources allocated internally by FFTW, you can call:
Chris@10 3072
Chris@10 3073 void fftw_cleanup_threads(void);
Chris@10 3074
Chris@10 3075 which is much like the `fftw_cleanup()' function except that it also
Chris@10 3076 gets rid of threads-related data. You must _not_ execute any
Chris@10 3077 previously created plans after calling this function.
Chris@10 3078
Chris@10 3079 We should also mention one other restriction: if you save wisdom
Chris@10 3080 from a program using the multi-threaded FFTW, that wisdom _cannot be
Chris@10 3081 used_ by a program using only the single-threaded FFTW (i.e. not calling
Chris@10 3082 `fftw_init_threads'). *Note Words of Wisdom-Saving Plans::.
Chris@10 3083
Chris@10 3084 
Chris@10 3085 File: fftw3.info, Node: How Many Threads to Use?, Next: Thread safety, Prev: Usage of Multi-threaded FFTW, Up: Multi-threaded FFTW
Chris@10 3086
Chris@10 3087 5.3 How Many Threads to Use?
Chris@10 3088 ============================
Chris@10 3089
Chris@10 3090 There is a fair amount of overhead involved in synchronizing threads,
Chris@10 3091 so the optimal number of threads to use depends upon the size of the
Chris@10 3092 transform as well as on the number of processors you have.
Chris@10 3093
Chris@10 3094 As a general rule, you don't want to use more threads than you have
Chris@10 3095 processors. (Using more threads will work, but there will be extra
Chris@10 3096 overhead with no benefit.) In fact, if the problem size is too small,
Chris@10 3097 you may want to use fewer threads than you have processors.
Chris@10 3098
Chris@10 3099 You will have to experiment with your system to see what level of
Chris@10 3100 parallelization is best for your problem size. Typically, the problem
Chris@10 3101 will have to involve at least a few thousand data points before threads
Chris@10 3102 become beneficial. If you plan with `FFTW_PATIENT', it will
Chris@10 3103 automatically disable threads for sizes that don't benefit from
Chris@10 3104 parallelization.
Chris@10 3105
Chris@10 3106 
Chris@10 3107 File: fftw3.info, Node: Thread safety, Prev: How Many Threads to Use?, Up: Multi-threaded FFTW
Chris@10 3108
Chris@10 3109 5.4 Thread safety
Chris@10 3110 =================
Chris@10 3111
Chris@10 3112 Users writing multi-threaded programs (including OpenMP) must concern
Chris@10 3113 themselves with the "thread safety" of the libraries they use--that is,
Chris@10 3114 whether it is safe to call routines in parallel from multiple threads.
Chris@10 3115 FFTW can be used in such an environment, but some care must be taken
Chris@10 3116 because the planner routines share data (e.g. wisdom and trigonometric
Chris@10 3117 tables) between calls and plans.
Chris@10 3118
Chris@10 3119 The upshot is that the only thread-safe (re-entrant) routine in FFTW
Chris@10 3120 is `fftw_execute' (and the new-array variants thereof). All other
Chris@10 3121 routines (e.g. the planner) should only be called from one thread at a
Chris@10 3122 time. So, for example, you can wrap a semaphore lock around any calls
Chris@10 3123 to the planner; even more simply, you can just create all of your plans
Chris@10 3124 from one thread. We do not think this should be an important
Chris@10 3125 restriction (FFTW is designed for the situation where the only
Chris@10 3126 performance-sensitive code is the actual execution of the transform),
Chris@10 3127 and the benefits of shared data between plans are great.
Chris@10 3128
Chris@10 3129 Note also that, since the plan is not modified by `fftw_execute', it
Chris@10 3130 is safe to execute the _same plan_ in parallel by multiple threads.
Chris@10 3131 However, since a given plan operates by default on a fixed array, you
Chris@10 3132 need to use one of the new-array execute functions (*note New-array
Chris@10 3133 Execute Functions::) so that different threads compute the transform of
Chris@10 3134 different data.
Chris@10 3135
Chris@10 3136 (Users should note that these comments only apply to programs using
Chris@10 3137 shared-memory threads or OpenMP. Parallelism using MPI or forked
Chris@10 3138 processes involves a separate address-space and global variables for
Chris@10 3139 each process, and is not susceptible to problems of this sort.)
Chris@10 3140
Chris@10 3141 If you are configured FFTW with the `--enable-debug' or
Chris@10 3142 `--enable-debug-malloc' flags (*note Installation on Unix::), then
Chris@10 3143 `fftw_execute' is not thread-safe. These flags are not documented
Chris@10 3144 because they are intended only for developing and debugging FFTW, but
Chris@10 3145 if you must use `--enable-debug' then you should also specifically pass
Chris@10 3146 `--disable-debug-malloc' for `fftw_execute' to be thread-safe.
Chris@10 3147
Chris@10 3148 
Chris@10 3149 File: fftw3.info, Node: Distributed-memory FFTW with MPI, Next: Calling FFTW from Modern Fortran, Prev: Multi-threaded FFTW, Up: Top
Chris@10 3150
Chris@10 3151 6 Distributed-memory FFTW with MPI
Chris@10 3152 **********************************
Chris@10 3153
Chris@10 3154 In this chapter we document the parallel FFTW routines for parallel
Chris@10 3155 systems supporting the MPI message-passing interface. Unlike the
Chris@10 3156 shared-memory threads described in the previous chapter, MPI allows you
Chris@10 3157 to use _distributed-memory_ parallelism, where each CPU has its own
Chris@10 3158 separate memory, and which can scale up to clusters of many thousands
Chris@10 3159 of processors. This capability comes at a price, however: each process
Chris@10 3160 only stores a _portion_ of the data to be transformed, which means that
Chris@10 3161 the data structures and programming-interface are quite different from
Chris@10 3162 the serial or threads versions of FFTW.
Chris@10 3163
Chris@10 3164 Distributed-memory parallelism is especially useful when you are
Chris@10 3165 transforming arrays so large that they do not fit into the memory of a
Chris@10 3166 single processor. The storage per-process required by FFTW's MPI
Chris@10 3167 routines is proportional to the total array size divided by the number
Chris@10 3168 of processes. Conversely, distributed-memory parallelism can easily
Chris@10 3169 pose an unacceptably high communications overhead for small problems;
Chris@10 3170 the threshold problem size for which parallelism becomes advantageous
Chris@10 3171 will depend on the precise problem you are interested in, your
Chris@10 3172 hardware, and your MPI implementation.
Chris@10 3173
Chris@10 3174 A note on terminology: in MPI, you divide the data among a set of
Chris@10 3175 "processes" which each run in their own memory address space.
Chris@10 3176 Generally, each process runs on a different physical processor, but
Chris@10 3177 this is not required. A set of processes in MPI is described by an
Chris@10 3178 opaque data structure called a "communicator," the most common of which
Chris@10 3179 is the predefined communicator `MPI_COMM_WORLD' which refers to _all_
Chris@10 3180 processes. For more information on these and other concepts common to
Chris@10 3181 all MPI programs, we refer the reader to the documentation at the MPI
Chris@10 3182 home page (http://www.mcs.anl.gov/research/projects/mpi/).
Chris@10 3183
Chris@10 3184 We assume in this chapter that the reader is familiar with the usage
Chris@10 3185 of the serial (uniprocessor) FFTW, and focus only on the concepts new
Chris@10 3186 to the MPI interface.
Chris@10 3187
Chris@10 3188 * Menu:
Chris@10 3189
Chris@10 3190 * FFTW MPI Installation::
Chris@10 3191 * Linking and Initializing MPI FFTW::
Chris@10 3192 * 2d MPI example::
Chris@10 3193 * MPI Data Distribution::
Chris@10 3194 * Multi-dimensional MPI DFTs of Real Data::
Chris@10 3195 * Other Multi-dimensional Real-data MPI Transforms::
Chris@10 3196 * FFTW MPI Transposes::
Chris@10 3197 * FFTW MPI Wisdom::
Chris@10 3198 * Avoiding MPI Deadlocks::
Chris@10 3199 * FFTW MPI Performance Tips::
Chris@10 3200 * Combining MPI and Threads::
Chris@10 3201 * FFTW MPI Reference::
Chris@10 3202 * FFTW MPI Fortran Interface::
Chris@10 3203
Chris@10 3204 
Chris@10 3205 File: fftw3.info, Node: FFTW MPI Installation, Next: Linking and Initializing MPI FFTW, Prev: Distributed-memory FFTW with MPI, Up: Distributed-memory FFTW with MPI
Chris@10 3206
Chris@10 3207 6.1 FFTW MPI Installation
Chris@10 3208 =========================
Chris@10 3209
Chris@10 3210 All of the FFTW MPI code is located in the `mpi' subdirectory of the
Chris@10 3211 FFTW package. On Unix systems, the FFTW MPI libraries and header files
Chris@10 3212 are automatically configured, compiled, and installed along with the
Chris@10 3213 uniprocessor FFTW libraries simply by including `--enable-mpi' in the
Chris@10 3214 flags to the `configure' script (*note Installation on Unix::).
Chris@10 3215
Chris@10 3216 Any implementation of the MPI standard, version 1 or later, should
Chris@10 3217 work with FFTW. The `configure' script will attempt to automatically
Chris@10 3218 detect how to compile and link code using your MPI implementation. In
Chris@10 3219 some cases, especially if you have multiple different MPI
Chris@10 3220 implementations installed or have an unusual MPI software package, you
Chris@10 3221 may need to provide this information explicitly.
Chris@10 3222
Chris@10 3223 Most commonly, one compiles MPI code by invoking a special compiler
Chris@10 3224 command, typically `mpicc' for C code. The `configure' script knows
Chris@10 3225 the most common names for this command, but you can specify the MPI
Chris@10 3226 compilation command explicitly by setting the `MPICC' variable, as in
Chris@10 3227 `./configure MPICC=mpicc ...'.
Chris@10 3228
Chris@10 3229 If, instead of a special compiler command, you need to link a certain
Chris@10 3230 library, you can specify the link command via the `MPILIBS' variable,
Chris@10 3231 as in `./configure MPILIBS=-lmpi ...'. Note that if your MPI library
Chris@10 3232 is installed in a non-standard location (one the compiler does not know
Chris@10 3233 about by default), you may also have to specify the location of the
Chris@10 3234 library and header files via `LDFLAGS' and `CPPFLAGS' variables,
Chris@10 3235 respectively, as in `./configure LDFLAGS=-L/path/to/mpi/libs
Chris@10 3236 CPPFLAGS=-I/path/to/mpi/include ...'.
Chris@10 3237
Chris@10 3238 
Chris@10 3239 File: fftw3.info, Node: Linking and Initializing MPI FFTW, Next: 2d MPI example, Prev: FFTW MPI Installation, Up: Distributed-memory FFTW with MPI
Chris@10 3240
Chris@10 3241 6.2 Linking and Initializing MPI FFTW
Chris@10 3242 =====================================
Chris@10 3243
Chris@10 3244 Programs using the MPI FFTW routines should be linked with `-lfftw3_mpi
Chris@10 3245 -lfftw3 -lm' on Unix in double precision, `-lfftw3f_mpi -lfftw3f -lm'
Chris@10 3246 in single precision, and so on (*note Precision::). You will also need
Chris@10 3247 to link with whatever library is responsible for MPI on your system; in
Chris@10 3248 most MPI implementations, there is a special compiler alias named
Chris@10 3249 `mpicc' to compile and link MPI code.
Chris@10 3250
Chris@10 3251 Before calling any FFTW routines except possibly `fftw_init_threads'
Chris@10 3252 (*note Combining MPI and Threads::), but after calling `MPI_Init', you
Chris@10 3253 should call the function:
Chris@10 3254
Chris@10 3255 void fftw_mpi_init(void);
Chris@10 3256
Chris@10 3257 If, at the end of your program, you want to get rid of all memory and
Chris@10 3258 other resources allocated internally by FFTW, for both the serial and
Chris@10 3259 MPI routines, you can call:
Chris@10 3260
Chris@10 3261 void fftw_mpi_cleanup(void);
Chris@10 3262
Chris@10 3263 which is much like the `fftw_cleanup()' function except that it also
Chris@10 3264 gets rid of FFTW's MPI-related data. You must _not_ execute any
Chris@10 3265 previously created plans after calling this function.
Chris@10 3266
Chris@10 3267 
Chris@10 3268 File: fftw3.info, Node: 2d MPI example, Next: MPI Data Distribution, Prev: Linking and Initializing MPI FFTW, Up: Distributed-memory FFTW with MPI
Chris@10 3269
Chris@10 3270 6.3 2d MPI example
Chris@10 3271 ==================
Chris@10 3272
Chris@10 3273 Before we document the FFTW MPI interface in detail, we begin with a
Chris@10 3274 simple example outlining how one would perform a two-dimensional `N0'
Chris@10 3275 by `N1' complex DFT.
Chris@10 3276
Chris@10 3277 #include <fftw3-mpi.h>
Chris@10 3278
Chris@10 3279 int main(int argc, char **argv)
Chris@10 3280 {
Chris@10 3281 const ptrdiff_t N0 = ..., N1 = ...;
Chris@10 3282 fftw_plan plan;
Chris@10 3283 fftw_complex *data;
Chris@10 3284 ptrdiff_t alloc_local, local_n0, local_0_start, i, j;
Chris@10 3285
Chris@10 3286 MPI_Init(&argc, &argv);
Chris@10 3287 fftw_mpi_init();
Chris@10 3288
Chris@10 3289 /* get local data size and allocate */
Chris@10 3290 alloc_local = fftw_mpi_local_size_2d(N0, N1, MPI_COMM_WORLD,
Chris@10 3291 &local_n0, &local_0_start);
Chris@10 3292 data = fftw_alloc_complex(alloc_local);
Chris@10 3293
Chris@10 3294 /* create plan for in-place forward DFT */
Chris@10 3295 plan = fftw_mpi_plan_dft_2d(N0, N1, data, data, MPI_COMM_WORLD,
Chris@10 3296 FFTW_FORWARD, FFTW_ESTIMATE);
Chris@10 3297
Chris@10 3298 /* initialize data to some function my_function(x,y) */
Chris@10 3299 for (i = 0; i < local_n0; ++i) for (j = 0; j < N1; ++j)
Chris@10 3300 data[i*N1 + j] = my_function(local_0_start + i, j);
Chris@10 3301
Chris@10 3302 /* compute transforms, in-place, as many times as desired */
Chris@10 3303 fftw_execute(plan);
Chris@10 3304
Chris@10 3305 fftw_destroy_plan(plan);
Chris@10 3306
Chris@10 3307 MPI_Finalize();
Chris@10 3308 }
Chris@10 3309
Chris@10 3310 As can be seen above, the MPI interface follows the same basic style
Chris@10 3311 of allocate/plan/execute/destroy as the serial FFTW routines. All of
Chris@10 3312 the MPI-specific routines are prefixed with `fftw_mpi_' instead of
Chris@10 3313 `fftw_'. There are a few important differences, however:
Chris@10 3314
Chris@10 3315 First, we must call `fftw_mpi_init()' after calling `MPI_Init'
Chris@10 3316 (required in all MPI programs) and before calling any other `fftw_mpi_'
Chris@10 3317 routine.
Chris@10 3318
Chris@10 3319 Second, when we create the plan with `fftw_mpi_plan_dft_2d',
Chris@10 3320 analogous to `fftw_plan_dft_2d', we pass an additional argument: the
Chris@10 3321 communicator, indicating which processes will participate in the
Chris@10 3322 transform (here `MPI_COMM_WORLD', indicating all processes). Whenever
Chris@10 3323 you create, execute, or destroy a plan for an MPI transform, you must
Chris@10 3324 call the corresponding FFTW routine on _all_ processes in the
Chris@10 3325 communicator for that transform. (That is, these are _collective_
Chris@10 3326 calls.) Note that the plan for the MPI transform uses the standard
Chris@10 3327 `fftw_execute' and `fftw_destroy' routines (on the other hand, there
Chris@10 3328 are MPI-specific new-array execute functions documented below).
Chris@10 3329
Chris@10 3330 Third, all of the FFTW MPI routines take `ptrdiff_t' arguments
Chris@10 3331 instead of `int' as for the serial FFTW. `ptrdiff_t' is a standard C
Chris@10 3332 integer type which is (at least) 32 bits wide on a 32-bit machine and
Chris@10 3333 64 bits wide on a 64-bit machine. This is to make it easy to specify
Chris@10 3334 very large parallel transforms on a 64-bit machine. (You can specify
Chris@10 3335 64-bit transform sizes in the serial FFTW, too, but only by using the
Chris@10 3336 `guru64' planner interface. *Note 64-bit Guru Interface::.)
Chris@10 3337
Chris@10 3338 Fourth, and most importantly, you don't allocate the entire
Chris@10 3339 two-dimensional array on each process. Instead, you call
Chris@10 3340 `fftw_mpi_local_size_2d' to find out what _portion_ of the array
Chris@10 3341 resides on each processor, and how much space to allocate. Here, the
Chris@10 3342 portion of the array on each process is a `local_n0' by `N1' slice of
Chris@10 3343 the total array, starting at index `local_0_start'. The total number
Chris@10 3344 of `fftw_complex' numbers to allocate is given by the `alloc_local'
Chris@10 3345 return value, which _may_ be greater than `local_n0 * N1' (in case some
Chris@10 3346 intermediate calculations require additional storage). The data
Chris@10 3347 distribution in FFTW's MPI interface is described in more detail by the
Chris@10 3348 next section.
Chris@10 3349
Chris@10 3350 Given the portion of the array that resides on the local process, it
Chris@10 3351 is straightforward to initialize the data (here to a function
Chris@10 3352 `myfunction') and otherwise manipulate it. Of course, at the end of
Chris@10 3353 the program you may want to output the data somehow, but synchronizing
Chris@10 3354 this output is up to you and is beyond the scope of this manual. (One
Chris@10 3355 good way to output a large multi-dimensional distributed array in MPI
Chris@10 3356 to a portable binary file is to use the free HDF5 library; see the HDF
Chris@10 3357 home page (http://www.hdfgroup.org/).)
Chris@10 3358
Chris@10 3359 
Chris@10 3360 File: fftw3.info, Node: MPI Data Distribution, Next: Multi-dimensional MPI DFTs of Real Data, Prev: 2d MPI example, Up: Distributed-memory FFTW with MPI
Chris@10 3361
Chris@10 3362 6.4 MPI Data Distribution
Chris@10 3363 =========================
Chris@10 3364
Chris@10 3365 The most important concept to understand in using FFTW's MPI interface
Chris@10 3366 is the data distribution. With a serial or multithreaded FFT, all of
Chris@10 3367 the inputs and outputs are stored as a single contiguous chunk of
Chris@10 3368 memory. With a distributed-memory FFT, the inputs and outputs are
Chris@10 3369 broken into disjoint blocks, one per process.
Chris@10 3370
Chris@10 3371 In particular, FFTW uses a _1d block distribution_ of the data,
Chris@10 3372 distributed along the _first dimension_. For example, if you want to
Chris@10 3373 perform a 100 x 200 complex DFT, distributed over 4 processes, each
Chris@10 3374 process will get a 25 x 200 slice of the data. That is, process 0
Chris@10 3375 will get rows 0 through 24, process 1 will get rows 25 through 49,
Chris@10 3376 process 2 will get rows 50 through 74, and process 3 will get rows 75
Chris@10 3377 through 99. If you take the same array but distribute it over 3
Chris@10 3378 processes, then it is not evenly divisible so the different processes
Chris@10 3379 will have unequal chunks. FFTW's default choice in this case is to
Chris@10 3380 assign 34 rows to processes 0 and 1, and 32 rows to process 2.
Chris@10 3381
Chris@10 3382 FFTW provides several `fftw_mpi_local_size' routines that you can
Chris@10 3383 call to find out what portion of an array is stored on the current
Chris@10 3384 process. In most cases, you should use the default block sizes picked
Chris@10 3385 by FFTW, but it is also possible to specify your own block size. For
Chris@10 3386 example, with a 100 x 200 array on three processes, you can tell FFTW
Chris@10 3387 to use a block size of 40, which would assign 40 rows to processes 0
Chris@10 3388 and 1, and 20 rows to process 2. FFTW's default is to divide the data
Chris@10 3389 equally among the processes if possible, and as best it can otherwise.
Chris@10 3390 The rows are always assigned in "rank order," i.e. process 0 gets the
Chris@10 3391 first block of rows, then process 1, and so on. (You can change this
Chris@10 3392 by using `MPI_Comm_split' to create a new communicator with re-ordered
Chris@10 3393 processes.) However, you should always call the `fftw_mpi_local_size'
Chris@10 3394 routines, if possible, rather than trying to predict FFTW's
Chris@10 3395 distribution choices.
Chris@10 3396
Chris@10 3397 In particular, it is critical that you allocate the storage size that
Chris@10 3398 is returned by `fftw_mpi_local_size', which is _not_ necessarily the
Chris@10 3399 size of the local slice of the array. The reason is that intermediate
Chris@10 3400 steps of FFTW's algorithms involve transposing the array and
Chris@10 3401 redistributing the data, so at these intermediate steps FFTW may
Chris@10 3402 require more local storage space (albeit always proportional to the
Chris@10 3403 total size divided by the number of processes). The
Chris@10 3404 `fftw_mpi_local_size' functions know how much storage is required for
Chris@10 3405 these intermediate steps and tell you the correct amount to allocate.
Chris@10 3406
Chris@10 3407 * Menu:
Chris@10 3408
Chris@10 3409 * Basic and advanced distribution interfaces::
Chris@10 3410 * Load balancing::
Chris@10 3411 * Transposed distributions::
Chris@10 3412 * One-dimensional distributions::
Chris@10 3413
Chris@10 3414 
Chris@10 3415 File: fftw3.info, Node: Basic and advanced distribution interfaces, Next: Load balancing, Prev: MPI Data Distribution, Up: MPI Data Distribution
Chris@10 3416
Chris@10 3417 6.4.1 Basic and advanced distribution interfaces
Chris@10 3418 ------------------------------------------------
Chris@10 3419
Chris@10 3420 As with the planner interface, the `fftw_mpi_local_size' distribution
Chris@10 3421 interface is broken into basic and advanced (`_many') interfaces, where
Chris@10 3422 the latter allows you to specify the block size manually and also to
Chris@10 3423 request block sizes when computing multiple transforms simultaneously.
Chris@10 3424 These functions are documented more exhaustively by the FFTW MPI
Chris@10 3425 Reference, but we summarize the basic ideas here using a couple of
Chris@10 3426 two-dimensional examples.
Chris@10 3427
Chris@10 3428 For the 100 x 200 complex-DFT example, above, we would find the
Chris@10 3429 distribution by calling the following function in the basic interface:
Chris@10 3430
Chris@10 3431 ptrdiff_t fftw_mpi_local_size_2d(ptrdiff_t n0, ptrdiff_t n1, MPI_Comm comm,
Chris@10 3432 ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
Chris@10 3433
Chris@10 3434 Given the total size of the data to be transformed (here, `n0 = 100'
Chris@10 3435 and `n1 = 200') and an MPI communicator (`comm'), this function
Chris@10 3436 provides three numbers.
Chris@10 3437
Chris@10 3438 First, it describes the shape of the local data: the current process
Chris@10 3439 should store a `local_n0' by `n1' slice of the overall dataset, in
Chris@10 3440 row-major order (`n1' dimension contiguous), starting at index
Chris@10 3441 `local_0_start'. That is, if the total dataset is viewed as a `n0' by
Chris@10 3442 `n1' matrix, the current process should store the rows `local_0_start'
Chris@10 3443 to `local_0_start+local_n0-1'. Obviously, if you are running with only
Chris@10 3444 a single MPI process, that process will store the entire array:
Chris@10 3445 `local_0_start' will be zero and `local_n0' will be `n0'. *Note
Chris@10 3446 Row-major Format::.
Chris@10 3447
Chris@10 3448 Second, the return value is the total number of data elements (e.g.,
Chris@10 3449 complex numbers for a complex DFT) that should be allocated for the
Chris@10 3450 input and output arrays on the current process (ideally with
Chris@10 3451 `fftw_malloc' or an `fftw_alloc' function, to ensure optimal
Chris@10 3452 alignment). It might seem that this should always be equal to
Chris@10 3453 `local_n0 * n1', but this is _not_ the case. FFTW's distributed FFT
Chris@10 3454 algorithms require data redistributions at intermediate stages of the
Chris@10 3455 transform, and in some circumstances this may require slightly larger
Chris@10 3456 local storage. This is discussed in more detail below, under *note
Chris@10 3457 Load balancing::.
Chris@10 3458
Chris@10 3459 The advanced-interface `local_size' function for multidimensional
Chris@10 3460 transforms returns the same three things (`local_n0', `local_0_start',
Chris@10 3461 and the total number of elements to allocate), but takes more inputs:
Chris@10 3462
Chris@10 3463 ptrdiff_t fftw_mpi_local_size_many(int rnk, const ptrdiff_t *n,
Chris@10 3464 ptrdiff_t howmany,
Chris@10 3465 ptrdiff_t block0,
Chris@10 3466 MPI_Comm comm,
Chris@10 3467 ptrdiff_t *local_n0,
Chris@10 3468 ptrdiff_t *local_0_start);
Chris@10 3469
Chris@10 3470 The two-dimensional case above corresponds to `rnk = 2' and an array
Chris@10 3471 `n' of length 2 with `n[0] = n0' and `n[1] = n1'. This routine is for
Chris@10 3472 any `rnk > 1'; one-dimensional transforms have their own interface
Chris@10 3473 because they work slightly differently, as discussed below.
Chris@10 3474
Chris@10 3475 First, the advanced interface allows you to perform multiple
Chris@10 3476 transforms at once, of interleaved data, as specified by the `howmany'
Chris@10 3477 parameter. (`hoamany' is 1 for a single transform.)
Chris@10 3478
Chris@10 3479 Second, here you can specify your desired block size in the `n0'
Chris@10 3480 dimension, `block0'. To use FFTW's default block size, pass
Chris@10 3481 `FFTW_MPI_DEFAULT_BLOCK' (0) for `block0'. Otherwise, on `P'
Chris@10 3482 processes, FFTW will return `local_n0' equal to `block0' on the first
Chris@10 3483 `P / block0' processes (rounded down), return `local_n0' equal to `n0 -
Chris@10 3484 block0 * (P / block0)' on the next process, and `local_n0' equal to
Chris@10 3485 zero on any remaining processes. In general, we recommend using the
Chris@10 3486 default block size (which corresponds to `n0 / P', rounded up).
Chris@10 3487
Chris@10 3488 For example, suppose you have `P = 4' processes and `n0 = 21'. The
Chris@10 3489 default will be a block size of `6', which will give `local_n0 = 6' on
Chris@10 3490 the first three processes and `local_n0 = 3' on the last process.
Chris@10 3491 Instead, however, you could specify `block0 = 5' if you wanted, which
Chris@10 3492 would give `local_n0 = 5' on processes 0 to 2, `local_n0 = 6' on
Chris@10 3493 process 3. (This choice, while it may look superficially more
Chris@10 3494 "balanced," has the same critical path as FFTW's default but requires
Chris@10 3495 more communications.)
Chris@10 3496
Chris@10 3497 
Chris@10 3498 File: fftw3.info, Node: Load balancing, Next: Transposed distributions, Prev: Basic and advanced distribution interfaces, Up: MPI Data Distribution
Chris@10 3499
Chris@10 3500 6.4.2 Load balancing
Chris@10 3501 --------------------
Chris@10 3502
Chris@10 3503 Ideally, when you parallelize a transform over some P processes, each
Chris@10 3504 process should end up with work that takes equal time. Otherwise, all
Chris@10 3505 of the processes end up waiting on whichever process is slowest. This
Chris@10 3506 goal is known as "load balancing." In this section, we describe the
Chris@10 3507 circumstances under which FFTW is able to load-balance well, and in
Chris@10 3508 particular how you should choose your transform size in order to load
Chris@10 3509 balance.
Chris@10 3510
Chris@10 3511 Load balancing is especially difficult when you are parallelizing
Chris@10 3512 over heterogeneous machines; for example, if one of your processors is a
Chris@10 3513 old 486 and another is a Pentium IV, obviously you should give the
Chris@10 3514 Pentium more work to do than the 486 since the latter is much slower.
Chris@10 3515 FFTW does not deal with this problem, however--it assumes that your
Chris@10 3516 processes run on hardware of comparable speed, and that the goal is
Chris@10 3517 therefore to divide the problem as equally as possible.
Chris@10 3518
Chris@10 3519 For a multi-dimensional complex DFT, FFTW can divide the problem
Chris@10 3520 equally among the processes if: (i) the _first_ dimension `n0' is
Chris@10 3521 divisible by P; and (ii), the _product_ of the subsequent dimensions is
Chris@10 3522 divisible by P. (For the advanced interface, where you can specify
Chris@10 3523 multiple simultaneous transforms via some "vector" length `howmany', a
Chris@10 3524 factor of `howmany' is included in the product of the subsequent
Chris@10 3525 dimensions.)
Chris@10 3526
Chris@10 3527 For a one-dimensional complex DFT, the length `N' of the data should
Chris@10 3528 be divisible by P _squared_ to be able to divide the problem equally
Chris@10 3529 among the processes.
Chris@10 3530
Chris@10 3531 
Chris@10 3532 File: fftw3.info, Node: Transposed distributions, Next: One-dimensional distributions, Prev: Load balancing, Up: MPI Data Distribution
Chris@10 3533
Chris@10 3534 6.4.3 Transposed distributions
Chris@10 3535 ------------------------------
Chris@10 3536
Chris@10 3537 Internally, FFTW's MPI transform algorithms work by first computing
Chris@10 3538 transforms of the data local to each process, then by globally
Chris@10 3539 _transposing_ the data in some fashion to redistribute the data among
Chris@10 3540 the processes, transforming the new data local to each process, and
Chris@10 3541 transposing back. For example, a two-dimensional `n0' by `n1' array,
Chris@10 3542 distributed across the `n0' dimension, is transformd by: (i)
Chris@10 3543 transforming the `n1' dimension, which are local to each process; (ii)
Chris@10 3544 transposing to an `n1' by `n0' array, distributed across the `n1'
Chris@10 3545 dimension; (iii) transforming the `n0' dimension, which is now local to
Chris@10 3546 each process; (iv) transposing back.
Chris@10 3547
Chris@10 3548 However, in many applications it is acceptable to compute a
Chris@10 3549 multidimensional DFT whose results are produced in transposed order
Chris@10 3550 (e.g., `n1' by `n0' in two dimensions). This provides a significant
Chris@10 3551 performance advantage, because it means that the final transposition
Chris@10 3552 step can be omitted. FFTW supports this optimization, which you
Chris@10 3553 specify by passing the flag `FFTW_MPI_TRANSPOSED_OUT' to the planner
Chris@10 3554 routines. To compute the inverse transform of transposed output, you
Chris@10 3555 specify `FFTW_MPI_TRANSPOSED_IN' to tell it that the input is
Chris@10 3556 transposed. In this section, we explain how to interpret the output
Chris@10 3557 format of such a transform.
Chris@10 3558
Chris@10 3559 Suppose you have are transforming multi-dimensional data with (at
Chris@10 3560 least two) dimensions n[0] x n[1] x n[2] x ... x n[d-1] . As always,
Chris@10 3561 it is distributed along the first dimension n[0] . Now, if we compute
Chris@10 3562 its DFT with the `FFTW_MPI_TRANSPOSED_OUT' flag, the resulting output
Chris@10 3563 data are stored with the first _two_ dimensions transposed: n[1] x n[0]
Chris@10 3564 x n[2] x ... x n[d-1] , distributed along the n[1] dimension.
Chris@10 3565 Conversely, if we take the n[1] x n[0] x n[2] x ... x n[d-1] data and
Chris@10 3566 transform it with the `FFTW_MPI_TRANSPOSED_IN' flag, then the format
Chris@10 3567 goes back to the original n[0] x n[1] x n[2] x ... x n[d-1] array.
Chris@10 3568
Chris@10 3569 There are two ways to find the portion of the transposed array that
Chris@10 3570 resides on the current process. First, you can simply call the
Chris@10 3571 appropriate `local_size' function, passing n[1] x n[0] x n[2] x ... x
Chris@10 3572 n[d-1] (the transposed dimensions). This would mean calling the
Chris@10 3573 `local_size' function twice, once for the transposed and once for the
Chris@10 3574 non-transposed dimensions. Alternatively, you can call one of the
Chris@10 3575 `local_size_transposed' functions, which returns both the
Chris@10 3576 non-transposed and transposed data distribution from a single call.
Chris@10 3577 For example, for a 3d transform with transposed output (or input), you
Chris@10 3578 might call:
Chris@10 3579
Chris@10 3580 ptrdiff_t fftw_mpi_local_size_3d_transposed(
Chris@10 3581 ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2, MPI_Comm comm,
Chris@10 3582 ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
Chris@10 3583 ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
Chris@10 3584
Chris@10 3585 Here, `local_n0' and `local_0_start' give the size and starting
Chris@10 3586 index of the `n0' dimension for the _non_-transposed data, as in the
Chris@10 3587 previous sections. For _transposed_ data (e.g. the output for
Chris@10 3588 `FFTW_MPI_TRANSPOSED_OUT'), `local_n1' and `local_1_start' give the
Chris@10 3589 size and starting index of the `n1' dimension, which is the first
Chris@10 3590 dimension of the transposed data (`n1' by `n0' by `n2').
Chris@10 3591
Chris@10 3592 (Note that `FFTW_MPI_TRANSPOSED_IN' is completely equivalent to
Chris@10 3593 performing `FFTW_MPI_TRANSPOSED_OUT' and passing the first two
Chris@10 3594 dimensions to the planner in reverse order, or vice versa. If you pass
Chris@10 3595 _both_ the `FFTW_MPI_TRANSPOSED_IN' and `FFTW_MPI_TRANSPOSED_OUT'
Chris@10 3596 flags, it is equivalent to swapping the first two dimensions passed to
Chris@10 3597 the planner and passing _neither_ flag.)
Chris@10 3598
Chris@10 3599 
Chris@10 3600 File: fftw3.info, Node: One-dimensional distributions, Prev: Transposed distributions, Up: MPI Data Distribution
Chris@10 3601
Chris@10 3602 6.4.4 One-dimensional distributions
Chris@10 3603 -----------------------------------
Chris@10 3604
Chris@10 3605 For one-dimensional distributed DFTs using FFTW, matters are slightly
Chris@10 3606 more complicated because the data distribution is more closely tied to
Chris@10 3607 how the algorithm works. In particular, you can no longer pass an
Chris@10 3608 arbitrary block size and must accept FFTW's default; also, the block
Chris@10 3609 sizes may be different for input and output. Also, the data
Chris@10 3610 distribution depends on the flags and transform direction, in order for
Chris@10 3611 forward and backward transforms to work correctly.
Chris@10 3612
Chris@10 3613 ptrdiff_t fftw_mpi_local_size_1d(ptrdiff_t n0, MPI_Comm comm,
Chris@10 3614 int sign, unsigned flags,
Chris@10 3615 ptrdiff_t *local_ni, ptrdiff_t *local_i_start,
Chris@10 3616 ptrdiff_t *local_no, ptrdiff_t *local_o_start);
Chris@10 3617
Chris@10 3618 This function computes the data distribution for a 1d transform of
Chris@10 3619 size `n0' with the given transform `sign' and `flags'. Both input and
Chris@10 3620 output data use block distributions. The input on the current process
Chris@10 3621 will consist of `local_ni' numbers starting at index `local_i_start';
Chris@10 3622 e.g. if only a single process is used, then `local_ni' will be `n0' and
Chris@10 3623 `local_i_start' will be `0'. Similarly for the output, with `local_no'
Chris@10 3624 numbers starting at index `local_o_start'. The return value of
Chris@10 3625 `fftw_mpi_local_size_1d' will be the total number of elements to
Chris@10 3626 allocate on the current process (which might be slightly larger than
Chris@10 3627 the local size due to intermediate steps in the algorithm).
Chris@10 3628
Chris@10 3629 As mentioned above (*note Load balancing::), the data will be divided
Chris@10 3630 equally among the processes if `n0' is divisible by the _square_ of the
Chris@10 3631 number of processes. In this case, `local_ni' will equal `local_no'.
Chris@10 3632 Otherwise, they may be different.
Chris@10 3633
Chris@10 3634 For some applications, such as convolutions, the order of the output
Chris@10 3635 data is irrelevant. In this case, performance can be improved by
Chris@10 3636 specifying that the output data be stored in an FFTW-defined
Chris@10 3637 "scrambled" format. (In particular, this is the analogue of transposed
Chris@10 3638 output in the multidimensional case: scrambled output saves a
Chris@10 3639 communications step.) If you pass `FFTW_MPI_SCRAMBLED_OUT' in the
Chris@10 3640 flags, then the output is stored in this (undocumented) scrambled
Chris@10 3641 order. Conversely, to perform the inverse transform of data in
Chris@10 3642 scrambled order, pass the `FFTW_MPI_SCRAMBLED_IN' flag.
Chris@10 3643
Chris@10 3644 In MPI FFTW, only composite sizes `n0' can be parallelized; we have
Chris@10 3645 not yet implemented a parallel algorithm for large prime sizes.
Chris@10 3646
Chris@10 3647 
Chris@10 3648 File: fftw3.info, Node: Multi-dimensional MPI DFTs of Real Data, Next: Other Multi-dimensional Real-data MPI Transforms, Prev: MPI Data Distribution, Up: Distributed-memory FFTW with MPI
Chris@10 3649
Chris@10 3650 6.5 Multi-dimensional MPI DFTs of Real Data
Chris@10 3651 ===========================================
Chris@10 3652
Chris@10 3653 FFTW's MPI interface also supports multi-dimensional DFTs of real data,
Chris@10 3654 similar to the serial r2c and c2r interfaces. (Parallel
Chris@10 3655 one-dimensional real-data DFTs are not currently supported; you must
Chris@10 3656 use a complex transform and set the imaginary parts of the inputs to
Chris@10 3657 zero.)
Chris@10 3658
Chris@10 3659 The key points to understand for r2c and c2r MPI transforms (compared
Chris@10 3660 to the MPI complex DFTs or the serial r2c/c2r transforms), are:
Chris@10 3661
Chris@10 3662 * Just as for serial transforms, r2c/c2r DFTs transform n[0] x n[1]
Chris@10 3663 x n[2] x ... x n[d-1] real data to/from n[0] x n[1] x n[2] x ...
Chris@10 3664 x (n[d-1]/2 + 1) complex data: the last dimension of the complex
Chris@10 3665 data is cut in half (rounded down), plus one. As for the serial
Chris@10 3666 transforms, the sizes you pass to the `plan_dft_r2c' and
Chris@10 3667 `plan_dft_c2r' are the n[0] x n[1] x n[2] x ... x n[d-1]
Chris@10 3668 dimensions of the real data.
Chris@10 3669
Chris@10 3670 * Although the real data is _conceptually_ n[0] x n[1] x n[2] x ...
Chris@10 3671 x n[d-1] , it is _physically_ stored as an n[0] x n[1] x n[2] x
Chris@10 3672 ... x [2 (n[d-1]/2 + 1)] array, where the last dimension has been
Chris@10 3673 _padded_ to make it the same size as the complex output. This is
Chris@10 3674 much like the in-place serial r2c/c2r interface (*note
Chris@10 3675 Multi-Dimensional DFTs of Real Data::), except that in MPI the
Chris@10 3676 padding is required even for out-of-place data. The extra padding
Chris@10 3677 numbers are ignored by FFTW (they are _not_ like zero-padding the
Chris@10 3678 transform to a larger size); they are only used to determine the
Chris@10 3679 data layout.
Chris@10 3680
Chris@10 3681 * The data distribution in MPI for _both_ the real and complex data
Chris@10 3682 is determined by the shape of the _complex_ data. That is, you
Chris@10 3683 call the appropriate `local size' function for the n[0] x n[1] x
Chris@10 3684 n[2] x ... x (n[d-1]/2 + 1)
Chris@10 3685
Chris@10 3686 complex data, and then use the _same_ distribution for the real
Chris@10 3687 data except that the last complex dimension is replaced by a
Chris@10 3688 (padded) real dimension of twice the length.
Chris@10 3689
Chris@10 3690
Chris@10 3691 For example suppose we are performing an out-of-place r2c transform
Chris@10 3692 of L x M x N real data [padded to L x M x 2(N/2+1) ], resulting in L x
Chris@10 3693 M x N/2+1 complex data. Similar to the example in *note 2d MPI
Chris@10 3694 example::, we might do something like:
Chris@10 3695
Chris@10 3696 #include <fftw3-mpi.h>
Chris@10 3697
Chris@10 3698 int main(int argc, char **argv)
Chris@10 3699 {
Chris@10 3700 const ptrdiff_t L = ..., M = ..., N = ...;
Chris@10 3701 fftw_plan plan;
Chris@10 3702 double *rin;
Chris@10 3703 fftw_complex *cout;
Chris@10 3704 ptrdiff_t alloc_local, local_n0, local_0_start, i, j, k;
Chris@10 3705
Chris@10 3706 MPI_Init(&argc, &argv);
Chris@10 3707 fftw_mpi_init();
Chris@10 3708
Chris@10 3709 /* get local data size and allocate */
Chris@10 3710 alloc_local = fftw_mpi_local_size_3d(L, M, N/2+1, MPI_COMM_WORLD,
Chris@10 3711 &local_n0, &local_0_start);
Chris@10 3712 rin = fftw_alloc_real(2 * alloc_local);
Chris@10 3713 cout = fftw_alloc_complex(alloc_local);
Chris@10 3714
Chris@10 3715 /* create plan for out-of-place r2c DFT */
Chris@10 3716 plan = fftw_mpi_plan_dft_r2c_3d(L, M, N, rin, cout, MPI_COMM_WORLD,
Chris@10 3717 FFTW_MEASURE);
Chris@10 3718
Chris@10 3719 /* initialize rin to some function my_func(x,y,z) */
Chris@10 3720 for (i = 0; i < local_n0; ++i)
Chris@10 3721 for (j = 0; j < M; ++j)
Chris@10 3722 for (k = 0; k < N; ++k)
Chris@10 3723 rin[(i*M + j) * (2*(N/2+1)) + k] = my_func(local_0_start+i, j, k);
Chris@10 3724
Chris@10 3725 /* compute transforms as many times as desired */
Chris@10 3726 fftw_execute(plan);
Chris@10 3727
Chris@10 3728 fftw_destroy_plan(plan);
Chris@10 3729
Chris@10 3730 MPI_Finalize();
Chris@10 3731 }
Chris@10 3732
Chris@10 3733 Note that we allocated `rin' using `fftw_alloc_real' with an
Chris@10 3734 argument of `2 * alloc_local': since `alloc_local' is the number of
Chris@10 3735 _complex_ values to allocate, the number of _real_ values is twice as
Chris@10 3736 many. The `rin' array is then local_n0 x M x 2(N/2+1) in row-major
Chris@10 3737 order, so its `(i,j,k)' element is at the index `(i*M + j) *
Chris@10 3738 (2*(N/2+1)) + k' (*note Multi-dimensional Array Format::).
Chris@10 3739
Chris@10 3740 As for the complex transforms, improved performance can be obtained
Chris@10 3741 by specifying that the output is the transpose of the input or vice
Chris@10 3742 versa (*note Transposed distributions::). In our L x M x N r2c
Chris@10 3743 example, including `FFTW_TRANSPOSED_OUT' in the flags means that the
Chris@10 3744 input would be a padded L x M x 2(N/2+1) real array distributed over
Chris@10 3745 the `L' dimension, while the output would be a M x L x N/2+1 complex
Chris@10 3746 array distributed over the `M' dimension. To perform the inverse c2r
Chris@10 3747 transform with the same data distributions, you would use the
Chris@10 3748 `FFTW_TRANSPOSED_IN' flag.
Chris@10 3749
Chris@10 3750 
Chris@10 3751 File: fftw3.info, Node: Other Multi-dimensional Real-data MPI Transforms, Next: FFTW MPI Transposes, Prev: Multi-dimensional MPI DFTs of Real Data, Up: Distributed-memory FFTW with MPI
Chris@10 3752
Chris@10 3753 6.6 Other multi-dimensional Real-Data MPI Transforms
Chris@10 3754 ====================================================
Chris@10 3755
Chris@10 3756 FFTW's MPI interface also supports multi-dimensional `r2r' transforms
Chris@10 3757 of all kinds supported by the serial interface (e.g. discrete cosine
Chris@10 3758 and sine transforms, discrete Hartley transforms, etc.). Only
Chris@10 3759 multi-dimensional `r2r' transforms, not one-dimensional transforms, are
Chris@10 3760 currently parallelized.
Chris@10 3761
Chris@10 3762 These are used much like the multidimensional complex DFTs discussed
Chris@10 3763 above, except that the data is real rather than complex, and one needs
Chris@10 3764 to pass an r2r transform kind (`fftw_r2r_kind') for each dimension as
Chris@10 3765 in the serial FFTW (*note More DFTs of Real Data::).
Chris@10 3766
Chris@10 3767 For example, one might perform a two-dimensional L x M that is an
Chris@10 3768 REDFT10 (DCT-II) in the first dimension and an RODFT10 (DST-II) in the
Chris@10 3769 second dimension with code like:
Chris@10 3770
Chris@10 3771 const ptrdiff_t L = ..., M = ...;
Chris@10 3772 fftw_plan plan;
Chris@10 3773 double *data;
Chris@10 3774 ptrdiff_t alloc_local, local_n0, local_0_start, i, j;
Chris@10 3775
Chris@10 3776 /* get local data size and allocate */
Chris@10 3777 alloc_local = fftw_mpi_local_size_2d(L, M, MPI_COMM_WORLD,
Chris@10 3778 &local_n0, &local_0_start);
Chris@10 3779 data = fftw_alloc_real(alloc_local);
Chris@10 3780
Chris@10 3781 /* create plan for in-place REDFT10 x RODFT10 */
Chris@10 3782 plan = fftw_mpi_plan_r2r_2d(L, M, data, data, MPI_COMM_WORLD,
Chris@10 3783 FFTW_REDFT10, FFTW_RODFT10, FFTW_MEASURE);
Chris@10 3784
Chris@10 3785 /* initialize data to some function my_function(x,y) */
Chris@10 3786 for (i = 0; i < local_n0; ++i) for (j = 0; j < M; ++j)
Chris@10 3787 data[i*M + j] = my_function(local_0_start + i, j);
Chris@10 3788
Chris@10 3789 /* compute transforms, in-place, as many times as desired */
Chris@10 3790 fftw_execute(plan);
Chris@10 3791
Chris@10 3792 fftw_destroy_plan(plan);
Chris@10 3793
Chris@10 3794 Notice that we use the same `local_size' functions as we did for
Chris@10 3795 complex data, only now we interpret the sizes in terms of real rather
Chris@10 3796 than complex values, and correspondingly use `fftw_alloc_real'.
Chris@10 3797
Chris@10 3798 
Chris@10 3799 File: fftw3.info, Node: FFTW MPI Transposes, Next: FFTW MPI Wisdom, Prev: Other Multi-dimensional Real-data MPI Transforms, Up: Distributed-memory FFTW with MPI
Chris@10 3800
Chris@10 3801 6.7 FFTW MPI Transposes
Chris@10 3802 =======================
Chris@10 3803
Chris@10 3804 The FFTW's MPI Fourier transforms rely on one or more _global
Chris@10 3805 transposition_ step for their communications. For example, the
Chris@10 3806 multidimensional transforms work by transforming along some dimensions,
Chris@10 3807 then transposing to make the first dimension local and transforming
Chris@10 3808 that, then transposing back. Because global transposition of a
Chris@10 3809 block-distributed matrix has many other potential uses besides FFTs,
Chris@10 3810 FFTW's transpose routines can be called directly, as documented in this
Chris@10 3811 section.
Chris@10 3812
Chris@10 3813 * Menu:
Chris@10 3814
Chris@10 3815 * Basic distributed-transpose interface::
Chris@10 3816 * Advanced distributed-transpose interface::
Chris@10 3817 * An improved replacement for MPI_Alltoall::
Chris@10 3818
Chris@10 3819 
Chris@10 3820 File: fftw3.info, Node: Basic distributed-transpose interface, Next: Advanced distributed-transpose interface, Prev: FFTW MPI Transposes, Up: FFTW MPI Transposes
Chris@10 3821
Chris@10 3822 6.7.1 Basic distributed-transpose interface
Chris@10 3823 -------------------------------------------
Chris@10 3824
Chris@10 3825 In particular, suppose that we have an `n0' by `n1' array in row-major
Chris@10 3826 order, block-distributed across the `n0' dimension. To transpose this
Chris@10 3827 into an `n1' by `n0' array block-distributed across the `n1' dimension,
Chris@10 3828 we would create a plan by calling the following function:
Chris@10 3829
Chris@10 3830 fftw_plan fftw_mpi_plan_transpose(ptrdiff_t n0, ptrdiff_t n1,
Chris@10 3831 double *in, double *out,
Chris@10 3832 MPI_Comm comm, unsigned flags);
Chris@10 3833
Chris@10 3834 The input and output arrays (`in' and `out') can be the same. The
Chris@10 3835 transpose is actually executed by calling `fftw_execute' on the plan,
Chris@10 3836 as usual.
Chris@10 3837
Chris@10 3838 The `flags' are the usual FFTW planner flags, but support two
Chris@10 3839 additional flags: `FFTW_MPI_TRANSPOSED_OUT' and/or
Chris@10 3840 `FFTW_MPI_TRANSPOSED_IN'. What these flags indicate, for transpose
Chris@10 3841 plans, is that the output and/or input, respectively, are _locally_
Chris@10 3842 transposed. That is, on each process input data is normally stored as
Chris@10 3843 a `local_n0' by `n1' array in row-major order, but for an
Chris@10 3844 `FFTW_MPI_TRANSPOSED_IN' plan the input data is stored as `n1' by
Chris@10 3845 `local_n0' in row-major order. Similarly, `FFTW_MPI_TRANSPOSED_OUT'
Chris@10 3846 means that the output is `n0' by `local_n1' instead of `local_n1' by
Chris@10 3847 `n0'.
Chris@10 3848
Chris@10 3849 To determine the local size of the array on each process before and
Chris@10 3850 after the transpose, as well as the amount of storage that must be
Chris@10 3851 allocated, one should call `fftw_mpi_local_size_2d_transposed', just as
Chris@10 3852 for a 2d DFT as described in the previous section:
Chris@10 3853
Chris@10 3854 ptrdiff_t fftw_mpi_local_size_2d_transposed
Chris@10 3855 (ptrdiff_t n0, ptrdiff_t n1, MPI_Comm comm,
Chris@10 3856 ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
Chris@10 3857 ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
Chris@10 3858
Chris@10 3859 Again, the return value is the local storage to allocate, which in
Chris@10 3860 this case is the number of _real_ (`double') values rather than complex
Chris@10 3861 numbers as in the previous examples.
Chris@10 3862
Chris@10 3863 
Chris@10 3864 File: fftw3.info, Node: Advanced distributed-transpose interface, Next: An improved replacement for MPI_Alltoall, Prev: Basic distributed-transpose interface, Up: FFTW MPI Transposes
Chris@10 3865
Chris@10 3866 6.7.2 Advanced distributed-transpose interface
Chris@10 3867 ----------------------------------------------
Chris@10 3868
Chris@10 3869 The above routines are for a transpose of a matrix of numbers (of type
Chris@10 3870 `double'), using FFTW's default block sizes. More generally, one can
Chris@10 3871 perform transposes of _tuples_ of numbers, with user-specified block
Chris@10 3872 sizes for the input and output:
Chris@10 3873
Chris@10 3874 fftw_plan fftw_mpi_plan_many_transpose
Chris@10 3875 (ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t howmany,
Chris@10 3876 ptrdiff_t block0, ptrdiff_t block1,
Chris@10 3877 double *in, double *out, MPI_Comm comm, unsigned flags);
Chris@10 3878
Chris@10 3879 In this case, one is transposing an `n0' by `n1' matrix of
Chris@10 3880 `howmany'-tuples (e.g. `howmany = 2' for complex numbers). The input
Chris@10 3881 is distributed along the `n0' dimension with block size `block0', and
Chris@10 3882 the `n1' by `n0' output is distributed along the `n1' dimension with
Chris@10 3883 block size `block1'. If `FFTW_MPI_DEFAULT_BLOCK' (0) is passed for a
Chris@10 3884 block size then FFTW uses its default block size. To get the local
Chris@10 3885 size of the data on each process, you should then call
Chris@10 3886 `fftw_mpi_local_size_many_transposed'.
Chris@10 3887
Chris@10 3888 
Chris@10 3889 File: fftw3.info, Node: An improved replacement for MPI_Alltoall, Prev: Advanced distributed-transpose interface, Up: FFTW MPI Transposes
Chris@10 3890
Chris@10 3891 6.7.3 An improved replacement for MPI_Alltoall
Chris@10 3892 ----------------------------------------------
Chris@10 3893
Chris@10 3894 We close this section by noting that FFTW's MPI transpose routines can
Chris@10 3895 be thought of as a generalization for the `MPI_Alltoall' function
Chris@10 3896 (albeit only for floating-point types), and in some circumstances can
Chris@10 3897 function as an improved replacement.
Chris@10 3898
Chris@10 3899 `MPI_Alltoall' is defined by the MPI standard as:
Chris@10 3900
Chris@10 3901 int MPI_Alltoall(void *sendbuf, int sendcount, MPI_Datatype sendtype,
Chris@10 3902 void *recvbuf, int recvcnt, MPI_Datatype recvtype,
Chris@10 3903 MPI_Comm comm);
Chris@10 3904
Chris@10 3905 In particular, for `double*' arrays `in' and `out', consider the
Chris@10 3906 call:
Chris@10 3907
Chris@10 3908 MPI_Alltoall(in, howmany, MPI_DOUBLE, out, howmany MPI_DOUBLE, comm);
Chris@10 3909
Chris@10 3910 This is completely equivalent to:
Chris@10 3911
Chris@10 3912 MPI_Comm_size(comm, &P);
Chris@10 3913 plan = fftw_mpi_plan_many_transpose(P, P, howmany, 1, 1, in, out, comm, FFTW_ESTIMATE);
Chris@10 3914 fftw_execute(plan);
Chris@10 3915 fftw_destroy_plan(plan);
Chris@10 3916
Chris@10 3917 That is, computing a P x P transpose on `P' processes, with a block
Chris@10 3918 size of 1, is just a standard all-to-all communication.
Chris@10 3919
Chris@10 3920 However, using the FFTW routine instead of `MPI_Alltoall' may have
Chris@10 3921 certain advantages. First of all, FFTW's routine can operate in-place
Chris@10 3922 (`in == out') whereas `MPI_Alltoall' can only operate out-of-place.
Chris@10 3923
Chris@10 3924 Second, even for out-of-place plans, FFTW's routine may be faster,
Chris@10 3925 especially if you need to perform the all-to-all communication many
Chris@10 3926 times and can afford to use `FFTW_MEASURE' or `FFTW_PATIENT'. It
Chris@10 3927 should certainly be no slower, not including the time to create the
Chris@10 3928 plan, since one of the possible algorithms that FFTW uses for an
Chris@10 3929 out-of-place transpose _is_ simply to call `MPI_Alltoall'. However,
Chris@10 3930 FFTW also considers several other possible algorithms that, depending
Chris@10 3931 on your MPI implementation and your hardware, may be faster.
Chris@10 3932
Chris@10 3933 
Chris@10 3934 File: fftw3.info, Node: FFTW MPI Wisdom, Next: Avoiding MPI Deadlocks, Prev: FFTW MPI Transposes, Up: Distributed-memory FFTW with MPI
Chris@10 3935
Chris@10 3936 6.8 FFTW MPI Wisdom
Chris@10 3937 ===================
Chris@10 3938
Chris@10 3939 FFTW's "wisdom" facility (*note Words of Wisdom-Saving Plans::) can be
Chris@10 3940 used to save MPI plans as well as to save uniprocessor plans. However,
Chris@10 3941 for MPI there are several unavoidable complications.
Chris@10 3942
Chris@10 3943 First, the MPI standard does not guarantee that every process can
Chris@10 3944 perform file I/O (at least, not using C stdio routines)--in general, we
Chris@10 3945 may only assume that process 0 is capable of I/O.(1) So, if we want to
Chris@10 3946 export the wisdom from a single process to a file, we must first export
Chris@10 3947 the wisdom to a string, then send it to process 0, then write it to a
Chris@10 3948 file.
Chris@10 3949
Chris@10 3950 Second, in principle we may want to have separate wisdom for every
Chris@10 3951 process, since in general the processes may run on different hardware
Chris@10 3952 even for a single MPI program. However, in practice FFTW's MPI code is
Chris@10 3953 designed for the case of homogeneous hardware (*note Load balancing::),
Chris@10 3954 and in this case it is convenient to use the same wisdom for every
Chris@10 3955 process. Thus, we need a mechanism to synchronize the wisdom.
Chris@10 3956
Chris@10 3957 To address both of these problems, FFTW provides the following two
Chris@10 3958 functions:
Chris@10 3959
Chris@10 3960 void fftw_mpi_broadcast_wisdom(MPI_Comm comm);
Chris@10 3961 void fftw_mpi_gather_wisdom(MPI_Comm comm);
Chris@10 3962
Chris@10 3963 Given a communicator `comm', `fftw_mpi_broadcast_wisdom' will
Chris@10 3964 broadcast the wisdom from process 0 to all other processes.
Chris@10 3965 Conversely, `fftw_mpi_gather_wisdom' will collect wisdom from all
Chris@10 3966 processes onto process 0. (If the plans created for the same problem
Chris@10 3967 by different processes are not the same, `fftw_mpi_gather_wisdom' will
Chris@10 3968 arbitrarily choose one of the plans.) Both of these functions may
Chris@10 3969 result in suboptimal plans for different processes if the processes are
Chris@10 3970 running on non-identical hardware. Both of these functions are
Chris@10 3971 _collective_ calls, which means that they must be executed by all
Chris@10 3972 processes in the communicator.
Chris@10 3973
Chris@10 3974 So, for example, a typical code snippet to import wisdom from a file
Chris@10 3975 and use it on all processes would be:
Chris@10 3976
Chris@10 3977 {
Chris@10 3978 int rank;
Chris@10 3979
Chris@10 3980 fftw_mpi_init();
Chris@10 3981 MPI_Comm_rank(MPI_COMM_WORLD, &rank);
Chris@10 3982 if (rank == 0) fftw_import_wisdom_from_filename("mywisdom");
Chris@10 3983 fftw_mpi_broadcast_wisdom(MPI_COMM_WORLD);
Chris@10 3984 }
Chris@10 3985
Chris@10 3986 (Note that we must call `fftw_mpi_init' before importing any wisdom
Chris@10 3987 that might contain MPI plans.) Similarly, a typical code snippet to
Chris@10 3988 export wisdom from all processes to a file is:
Chris@10 3989
Chris@10 3990 {
Chris@10 3991 int rank;
Chris@10 3992
Chris@10 3993 fftw_mpi_gather_wisdom(MPI_COMM_WORLD);
Chris@10 3994 MPI_Comm_rank(MPI_COMM_WORLD, &rank);
Chris@10 3995 if (rank == 0) fftw_export_wisdom_to_filename("mywisdom");
Chris@10 3996 }
Chris@10 3997
Chris@10 3998 ---------- Footnotes ----------
Chris@10 3999
Chris@10 4000 (1) In fact, even this assumption is not technically guaranteed by
Chris@10 4001 the standard, although it seems to be universal in actual MPI
Chris@10 4002 implementations and is widely assumed by MPI-using software.
Chris@10 4003 Technically, you need to query the `MPI_IO' attribute of
Chris@10 4004 `MPI_COMM_WORLD' with `MPI_Attr_get'. If this attribute is
Chris@10 4005 `MPI_PROC_NULL', no I/O is possible. If it is `MPI_ANY_SOURCE', any
Chris@10 4006 process can perform I/O. Otherwise, it is the rank of a process that
Chris@10 4007 can perform I/O ... but since it is not guaranteed to yield the _same_
Chris@10 4008 rank on all processes, you have to do an `MPI_Allreduce' of some kind
Chris@10 4009 if you want all processes to agree about which is going to do I/O. And
Chris@10 4010 even then, the standard only guarantees that this process can perform
Chris@10 4011 output, but not input. See e.g. `Parallel Programming with MPI' by P.
Chris@10 4012 S. Pacheco, section 8.1.3. Needless to say, in our experience
Chris@10 4013 virtually no MPI programmers worry about this.
Chris@10 4014
Chris@10 4015 
Chris@10 4016 File: fftw3.info, Node: Avoiding MPI Deadlocks, Next: FFTW MPI Performance Tips, Prev: FFTW MPI Wisdom, Up: Distributed-memory FFTW with MPI
Chris@10 4017
Chris@10 4018 6.9 Avoiding MPI Deadlocks
Chris@10 4019 ==========================
Chris@10 4020
Chris@10 4021 An MPI program can _deadlock_ if one process is waiting for a message
Chris@10 4022 from another process that never gets sent. To avoid deadlocks when
Chris@10 4023 using FFTW's MPI routines, it is important to know which functions are
Chris@10 4024 _collective_: that is, which functions must _always_ be called in the
Chris@10 4025 _same order_ from _every_ process in a given communicator. (For
Chris@10 4026 example, `MPI_Barrier' is the canonical example of a collective
Chris@10 4027 function in the MPI standard.)
Chris@10 4028
Chris@10 4029 The functions in FFTW that are _always_ collective are: every
Chris@10 4030 function beginning with `fftw_mpi_plan', as well as
Chris@10 4031 `fftw_mpi_broadcast_wisdom' and `fftw_mpi_gather_wisdom'. Also, the
Chris@10 4032 following functions from the ordinary FFTW interface are collective
Chris@10 4033 when they are applied to a plan created by an `fftw_mpi_plan' function:
Chris@10 4034 `fftw_execute', `fftw_destroy_plan', and `fftw_flops'.
Chris@10 4035
Chris@10 4036 
Chris@10 4037 File: fftw3.info, Node: FFTW MPI Performance Tips, Next: Combining MPI and Threads, Prev: Avoiding MPI Deadlocks, Up: Distributed-memory FFTW with MPI
Chris@10 4038
Chris@10 4039 6.10 FFTW MPI Performance Tips
Chris@10 4040 ==============================
Chris@10 4041
Chris@10 4042 In this section, we collect a few tips on getting the best performance
Chris@10 4043 out of FFTW's MPI transforms.
Chris@10 4044
Chris@10 4045 First, because of the 1d block distribution, FFTW's parallelization
Chris@10 4046 is currently limited by the size of the first dimension.
Chris@10 4047 (Multidimensional block distributions may be supported by a future
Chris@10 4048 version.) More generally, you should ideally arrange the dimensions so
Chris@10 4049 that FFTW can divide them equally among the processes. *Note Load
Chris@10 4050 balancing::.
Chris@10 4051
Chris@10 4052 Second, if it is not too inconvenient, you should consider working
Chris@10 4053 with transposed output for multidimensional plans, as this saves a
Chris@10 4054 considerable amount of communications. *Note Transposed
Chris@10 4055 distributions::.
Chris@10 4056
Chris@10 4057 Third, the fastest choices are generally either an in-place transform
Chris@10 4058 or an out-of-place transform with the `FFTW_DESTROY_INPUT' flag (which
Chris@10 4059 allows the input array to be used as scratch space). In-place is
Chris@10 4060 especially beneficial if the amount of data per process is large.
Chris@10 4061
Chris@10 4062 Fourth, if you have multiple arrays to transform at once, rather than
Chris@10 4063 calling FFTW's MPI transforms several times it usually seems to be
Chris@10 4064 faster to interleave the data and use the advanced interface. (This
Chris@10 4065 groups the communications together instead of requiring separate
Chris@10 4066 messages for each transform.)
Chris@10 4067
Chris@10 4068 
Chris@10 4069 File: fftw3.info, Node: Combining MPI and Threads, Next: FFTW MPI Reference, Prev: FFTW MPI Performance Tips, Up: Distributed-memory FFTW with MPI
Chris@10 4070
Chris@10 4071 6.11 Combining MPI and Threads
Chris@10 4072 ==============================
Chris@10 4073
Chris@10 4074 In certain cases, it may be advantageous to combine MPI
Chris@10 4075 (distributed-memory) and threads (shared-memory) parallelization. FFTW
Chris@10 4076 supports this, with certain caveats. For example, if you have a
Chris@10 4077 cluster of 4-processor shared-memory nodes, you may want to use threads
Chris@10 4078 within the nodes and MPI between the nodes, instead of MPI for all
Chris@10 4079 parallelization.
Chris@10 4080
Chris@10 4081 In particular, it is possible to seamlessly combine the MPI FFTW
Chris@10 4082 routines with the multi-threaded FFTW routines (*note Multi-threaded
Chris@10 4083 FFTW::). However, some care must be taken in the initialization code,
Chris@10 4084 which should look something like this:
Chris@10 4085
Chris@10 4086 int threads_ok;
Chris@10 4087
Chris@10 4088 int main(int argc, char **argv)
Chris@10 4089 {
Chris@10 4090 int provided;
Chris@10 4091 MPI_Init_thread(&argc, &argv, MPI_THREAD_FUNNELED, &provided);
Chris@10 4092 threads_ok = provided >= MPI_THREAD_FUNNELED;
Chris@10 4093
Chris@10 4094 if (threads_ok) threads_ok = fftw_init_threads();
Chris@10 4095 fftw_mpi_init();
Chris@10 4096
Chris@10 4097 ...
Chris@10 4098 if (threads_ok) fftw_plan_with_nthreads(...);
Chris@10 4099 ...
Chris@10 4100
Chris@10 4101 MPI_Finalize();
Chris@10 4102 }
Chris@10 4103
Chris@10 4104 First, note that instead of calling `MPI_Init', you should call
Chris@10 4105 `MPI_Init_threads', which is the initialization routine defined by the
Chris@10 4106 MPI-2 standard to indicate to MPI that your program will be
Chris@10 4107 multithreaded. We pass `MPI_THREAD_FUNNELED', which indicates that we
Chris@10 4108 will only call MPI routines from the main thread. (FFTW will launch
Chris@10 4109 additional threads internally, but the extra threads will not call MPI
Chris@10 4110 code.) (You may also pass `MPI_THREAD_SERIALIZED' or
Chris@10 4111 `MPI_THREAD_MULTIPLE', which requests additional multithreading support
Chris@10 4112 from the MPI implementation, but this is not required by FFTW.) The
Chris@10 4113 `provided' parameter returns what level of threads support is actually
Chris@10 4114 supported by your MPI implementation; this _must_ be at least
Chris@10 4115 `MPI_THREAD_FUNNELED' if you want to call the FFTW threads routines, so
Chris@10 4116 we define a global variable `threads_ok' to record this. You should
Chris@10 4117 only call `fftw_init_threads' or `fftw_plan_with_nthreads' if
Chris@10 4118 `threads_ok' is true. For more information on thread safety in MPI,
Chris@10 4119 see the MPI and Threads
Chris@10 4120 (http://www.mpi-forum.org/docs/mpi-20-html/node162.htm) section of the
Chris@10 4121 MPI-2 standard.
Chris@10 4122
Chris@10 4123 Second, we must call `fftw_init_threads' _before_ `fftw_mpi_init'.
Chris@10 4124 This is critical for technical reasons having to do with how FFTW
Chris@10 4125 initializes its list of algorithms.
Chris@10 4126
Chris@10 4127 Then, if you call `fftw_plan_with_nthreads(N)', _every_ MPI process
Chris@10 4128 will launch (up to) `N' threads to parallelize its transforms.
Chris@10 4129
Chris@10 4130 For example, in the hypothetical cluster of 4-processor nodes, you
Chris@10 4131 might wish to launch only a single MPI process per node, and then call
Chris@10 4132 `fftw_plan_with_nthreads(4)' on each process to use all processors in
Chris@10 4133 the nodes.
Chris@10 4134
Chris@10 4135 This may or may not be faster than simply using as many MPI processes
Chris@10 4136 as you have processors, however. On the one hand, using threads within
Chris@10 4137 a node eliminates the need for explicit message passing within the
Chris@10 4138 node. On the other hand, FFTW's transpose routines are not
Chris@10 4139 multi-threaded, and this means that the communications that do take
Chris@10 4140 place will not benefit from parallelization within the node. Moreover,
Chris@10 4141 many MPI implementations already have optimizations to exploit shared
Chris@10 4142 memory when it is available, so adding the multithreaded FFTW on top of
Chris@10 4143 this may be superfluous.
Chris@10 4144
Chris@10 4145 
Chris@10 4146 File: fftw3.info, Node: FFTW MPI Reference, Next: FFTW MPI Fortran Interface, Prev: Combining MPI and Threads, Up: Distributed-memory FFTW with MPI
Chris@10 4147
Chris@10 4148 6.12 FFTW MPI Reference
Chris@10 4149 =======================
Chris@10 4150
Chris@10 4151 This chapter provides a complete reference to all FFTW MPI functions,
Chris@10 4152 datatypes, and constants. See also *note FFTW Reference:: for
Chris@10 4153 information on functions and types in common with the serial interface.
Chris@10 4154
Chris@10 4155 * Menu:
Chris@10 4156
Chris@10 4157 * MPI Files and Data Types::
Chris@10 4158 * MPI Initialization::
Chris@10 4159 * Using MPI Plans::
Chris@10 4160 * MPI Data Distribution Functions::
Chris@10 4161 * MPI Plan Creation::
Chris@10 4162 * MPI Wisdom Communication::
Chris@10 4163
Chris@10 4164 
Chris@10 4165 File: fftw3.info, Node: MPI Files and Data Types, Next: MPI Initialization, Prev: FFTW MPI Reference, Up: FFTW MPI Reference
Chris@10 4166
Chris@10 4167 6.12.1 MPI Files and Data Types
Chris@10 4168 -------------------------------
Chris@10 4169
Chris@10 4170 All programs using FFTW's MPI support should include its header file:
Chris@10 4171
Chris@10 4172 #include <fftw3-mpi.h>
Chris@10 4173
Chris@10 4174 Note that this header file includes the serial-FFTW `fftw3.h' header
Chris@10 4175 file, and also the `mpi.h' header file for MPI, so you need not include
Chris@10 4176 those files separately.
Chris@10 4177
Chris@10 4178 You must also link to _both_ the FFTW MPI library and to the serial
Chris@10 4179 FFTW library. On Unix, this means adding `-lfftw3_mpi -lfftw3 -lm' at
Chris@10 4180 the end of the link command.
Chris@10 4181
Chris@10 4182 Different precisions are handled as in the serial interface: *Note
Chris@10 4183 Precision::. That is, `fftw_' functions become `fftwf_' (in single
Chris@10 4184 precision) etcetera, and the libraries become `-lfftw3f_mpi -lfftw3f
Chris@10 4185 -lm' etcetera on Unix. Long-double precision is supported in MPI, but
Chris@10 4186 quad precision (`fftwq_') is not due to the lack of MPI support for
Chris@10 4187 this type.
Chris@10 4188
Chris@10 4189 
Chris@10 4190 File: fftw3.info, Node: MPI Initialization, Next: Using MPI Plans, Prev: MPI Files and Data Types, Up: FFTW MPI Reference
Chris@10 4191
Chris@10 4192 6.12.2 MPI Initialization
Chris@10 4193 -------------------------
Chris@10 4194
Chris@10 4195 Before calling any other FFTW MPI (`fftw_mpi_') function, and before
Chris@10 4196 importing any wisdom for MPI problems, you must call:
Chris@10 4197
Chris@10 4198 void fftw_mpi_init(void);
Chris@10 4199
Chris@10 4200 If FFTW threads support is used, however, `fftw_mpi_init' should be
Chris@10 4201 called _after_ `fftw_init_threads' (*note Combining MPI and Threads::).
Chris@10 4202 Calling `fftw_mpi_init' additional times (before `fftw_mpi_cleanup')
Chris@10 4203 has no effect.
Chris@10 4204
Chris@10 4205 If you want to deallocate all persistent data and reset FFTW to the
Chris@10 4206 pristine state it was in when you started your program, you can call:
Chris@10 4207
Chris@10 4208 void fftw_mpi_cleanup(void);
Chris@10 4209
Chris@10 4210 (This calls `fftw_cleanup', so you need not call the serial cleanup
Chris@10 4211 routine too, although it is safe to do so.) After calling
Chris@10 4212 `fftw_mpi_cleanup', all existing plans become undefined, and you should
Chris@10 4213 not attempt to execute or destroy them. You must call `fftw_mpi_init'
Chris@10 4214 again after `fftw_mpi_cleanup' if you want to resume using the MPI FFTW
Chris@10 4215 routines.
Chris@10 4216
Chris@10 4217 
Chris@10 4218 File: fftw3.info, Node: Using MPI Plans, Next: MPI Data Distribution Functions, Prev: MPI Initialization, Up: FFTW MPI Reference
Chris@10 4219
Chris@10 4220 6.12.3 Using MPI Plans
Chris@10 4221 ----------------------
Chris@10 4222
Chris@10 4223 Once an MPI plan is created, you can execute and destroy it using
Chris@10 4224 `fftw_execute', `fftw_destroy_plan', and the other functions in the
Chris@10 4225 serial interface that operate on generic plans (*note Using Plans::).
Chris@10 4226
Chris@10 4227 The `fftw_execute' and `fftw_destroy_plan' functions, applied to MPI
Chris@10 4228 plans, are _collective_ calls: they must be called for all processes in
Chris@10 4229 the communicator that was used to create the plan.
Chris@10 4230
Chris@10 4231 You must _not_ use the serial new-array plan-execution functions
Chris@10 4232 `fftw_execute_dft' and so on (*note New-array Execute Functions::) with
Chris@10 4233 MPI plans. Such functions are specialized to the problem type, and
Chris@10 4234 there are specific new-array execute functions for MPI plans:
Chris@10 4235
Chris@10 4236 void fftw_mpi_execute_dft(fftw_plan p, fftw_complex *in, fftw_complex *out);
Chris@10 4237 void fftw_mpi_execute_dft_r2c(fftw_plan p, double *in, fftw_complex *out);
Chris@10 4238 void fftw_mpi_execute_dft_c2r(fftw_plan p, fftw_complex *in, double *out);
Chris@10 4239 void fftw_mpi_execute_r2r(fftw_plan p, double *in, double *out);
Chris@10 4240
Chris@10 4241 These functions have the same restrictions as those of the serial
Chris@10 4242 new-array execute functions. They are _always_ safe to apply to the
Chris@10 4243 _same_ `in' and `out' arrays that were used to create the plan. They
Chris@10 4244 can only be applied to new arrarys if those arrays have the same types,
Chris@10 4245 dimensions, in-placeness, and alignment as the original arrays, where
Chris@10 4246 the best way to ensure the same alignment is to use FFTW's
Chris@10 4247 `fftw_malloc' and related allocation functions for all arrays (*note
Chris@10 4248 Memory Allocation::). Note that distributed transposes (*note FFTW MPI
Chris@10 4249 Transposes::) use `fftw_mpi_execute_r2r', since they count as rank-zero
Chris@10 4250 r2r plans from FFTW's perspective.
Chris@10 4251
Chris@10 4252 
Chris@10 4253 File: fftw3.info, Node: MPI Data Distribution Functions, Next: MPI Plan Creation, Prev: Using MPI Plans, Up: FFTW MPI Reference
Chris@10 4254
Chris@10 4255 6.12.4 MPI Data Distribution Functions
Chris@10 4256 --------------------------------------
Chris@10 4257
Chris@10 4258 As described above (*note MPI Data Distribution::), in order to
Chris@10 4259 allocate your arrays, _before_ creating a plan, you must first call one
Chris@10 4260 of the following routines to determine the required allocation size and
Chris@10 4261 the portion of the array locally stored on a given process. The
Chris@10 4262 `MPI_Comm' communicator passed here must be equivalent to the
Chris@10 4263 communicator used below for plan creation.
Chris@10 4264
Chris@10 4265 The basic interface for multidimensional transforms consists of the
Chris@10 4266 functions:
Chris@10 4267
Chris@10 4268 ptrdiff_t fftw_mpi_local_size_2d(ptrdiff_t n0, ptrdiff_t n1, MPI_Comm comm,
Chris@10 4269 ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
Chris@10 4270 ptrdiff_t fftw_mpi_local_size_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
Chris@10 4271 MPI_Comm comm,
Chris@10 4272 ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
Chris@10 4273 ptrdiff_t fftw_mpi_local_size(int rnk, const ptrdiff_t *n, MPI_Comm comm,
Chris@10 4274 ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
Chris@10 4275
Chris@10 4276 ptrdiff_t fftw_mpi_local_size_2d_transposed(ptrdiff_t n0, ptrdiff_t n1, MPI_Comm comm,
Chris@10 4277 ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
Chris@10 4278 ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
Chris@10 4279 ptrdiff_t fftw_mpi_local_size_3d_transposed(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
Chris@10 4280 MPI_Comm comm,
Chris@10 4281 ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
Chris@10 4282 ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
Chris@10 4283 ptrdiff_t fftw_mpi_local_size_transposed(int rnk, const ptrdiff_t *n, MPI_Comm comm,
Chris@10 4284 ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
Chris@10 4285 ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
Chris@10 4286
Chris@10 4287 These functions return the number of elements to allocate (complex
Chris@10 4288 numbers for DFT/r2c/c2r plans, real numbers for r2r plans), whereas the
Chris@10 4289 `local_n0' and `local_0_start' return the portion (`local_0_start' to
Chris@10 4290 `local_0_start + local_n0 - 1') of the first dimension of an n[0] x
Chris@10 4291 n[1] x n[2] x ... x n[d-1] array that is stored on the local process.
Chris@10 4292 *Note Basic and advanced distribution interfaces::. For
Chris@10 4293 `FFTW_MPI_TRANSPOSED_OUT' plans, the `_transposed' variants are useful
Chris@10 4294 in order to also return the local portion of the first dimension in the
Chris@10 4295 n[1] x n[0] x n[2] x ... x n[d-1] transposed output. *Note Transposed
Chris@10 4296 distributions::. The advanced interface for multidimensional
Chris@10 4297 transforms is:
Chris@10 4298
Chris@10 4299 ptrdiff_t fftw_mpi_local_size_many(int rnk, const ptrdiff_t *n, ptrdiff_t howmany,
Chris@10 4300 ptrdiff_t block0, MPI_Comm comm,
Chris@10 4301 ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
Chris@10 4302 ptrdiff_t fftw_mpi_local_size_many_transposed(int rnk, const ptrdiff_t *n, ptrdiff_t howmany,
Chris@10 4303 ptrdiff_t block0, ptrdiff_t block1, MPI_Comm comm,
Chris@10 4304 ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
Chris@10 4305 ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
Chris@10 4306
Chris@10 4307 These differ from the basic interface in only two ways. First, they
Chris@10 4308 allow you to specify block sizes `block0' and `block1' (the latter for
Chris@10 4309 the transposed output); you can pass `FFTW_MPI_DEFAULT_BLOCK' to use
Chris@10 4310 FFTW's default block size as in the basic interface. Second, you can
Chris@10 4311 pass a `howmany' parameter, corresponding to the advanced planning
Chris@10 4312 interface below: this is for transforms of contiguous `howmany'-tuples
Chris@10 4313 of numbers (`howmany = 1' in the basic interface).
Chris@10 4314
Chris@10 4315 The corresponding basic and advanced routines for one-dimensional
Chris@10 4316 transforms (currently only complex DFTs) are:
Chris@10 4317
Chris@10 4318 ptrdiff_t fftw_mpi_local_size_1d(
Chris@10 4319 ptrdiff_t n0, MPI_Comm comm, int sign, unsigned flags,
Chris@10 4320 ptrdiff_t *local_ni, ptrdiff_t *local_i_start,
Chris@10 4321 ptrdiff_t *local_no, ptrdiff_t *local_o_start);
Chris@10 4322 ptrdiff_t fftw_mpi_local_size_many_1d(
Chris@10 4323 ptrdiff_t n0, ptrdiff_t howmany,
Chris@10 4324 MPI_Comm comm, int sign, unsigned flags,
Chris@10 4325 ptrdiff_t *local_ni, ptrdiff_t *local_i_start,
Chris@10 4326 ptrdiff_t *local_no, ptrdiff_t *local_o_start);
Chris@10 4327
Chris@10 4328 As above, the return value is the number of elements to allocate
Chris@10 4329 (complex numbers, for complex DFTs). The `local_ni' and
Chris@10 4330 `local_i_start' arguments return the portion (`local_i_start' to
Chris@10 4331 `local_i_start + local_ni - 1') of the 1d array that is stored on this
Chris@10 4332 process for the transform _input_, and `local_no' and `local_o_start'
Chris@10 4333 are the corresponding quantities for the input. The `sign'
Chris@10 4334 (`FFTW_FORWARD' or `FFTW_BACKWARD') and `flags' must match the
Chris@10 4335 arguments passed when creating a plan. Although the inputs and outputs
Chris@10 4336 have different data distributions in general, it is guaranteed that the
Chris@10 4337 _output_ data distribution of an `FFTW_FORWARD' plan will match the
Chris@10 4338 _input_ data distribution of an `FFTW_BACKWARD' plan and vice versa;
Chris@10 4339 similarly for the `FFTW_MPI_SCRAMBLED_OUT' and `FFTW_MPI_SCRAMBLED_IN'
Chris@10 4340 flags. *Note One-dimensional distributions::.
Chris@10 4341
Chris@10 4342 
Chris@10 4343 File: fftw3.info, Node: MPI Plan Creation, Next: MPI Wisdom Communication, Prev: MPI Data Distribution Functions, Up: FFTW MPI Reference
Chris@10 4344
Chris@10 4345 6.12.5 MPI Plan Creation
Chris@10 4346 ------------------------
Chris@10 4347
Chris@10 4348 Complex-data MPI DFTs
Chris@10 4349 .....................
Chris@10 4350
Chris@10 4351 Plans for complex-data DFTs (*note 2d MPI example::) are created by:
Chris@10 4352
Chris@10 4353 fftw_plan fftw_mpi_plan_dft_1d(ptrdiff_t n0, fftw_complex *in, fftw_complex *out,
Chris@10 4354 MPI_Comm comm, int sign, unsigned flags);
Chris@10 4355 fftw_plan fftw_mpi_plan_dft_2d(ptrdiff_t n0, ptrdiff_t n1,
Chris@10 4356 fftw_complex *in, fftw_complex *out,
Chris@10 4357 MPI_Comm comm, int sign, unsigned flags);
Chris@10 4358 fftw_plan fftw_mpi_plan_dft_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
Chris@10 4359 fftw_complex *in, fftw_complex *out,
Chris@10 4360 MPI_Comm comm, int sign, unsigned flags);
Chris@10 4361 fftw_plan fftw_mpi_plan_dft(int rnk, const ptrdiff_t *n,
Chris@10 4362 fftw_complex *in, fftw_complex *out,
Chris@10 4363 MPI_Comm comm, int sign, unsigned flags);
Chris@10 4364 fftw_plan fftw_mpi_plan_many_dft(int rnk, const ptrdiff_t *n,
Chris@10 4365 ptrdiff_t howmany, ptrdiff_t block, ptrdiff_t tblock,
Chris@10 4366 fftw_complex *in, fftw_complex *out,
Chris@10 4367 MPI_Comm comm, int sign, unsigned flags);
Chris@10 4368
Chris@10 4369 These are similar to their serial counterparts (*note Complex DFTs::)
Chris@10 4370 in specifying the dimensions, sign, and flags of the transform. The
Chris@10 4371 `comm' argument gives an MPI communicator that specifies the set of
Chris@10 4372 processes to participate in the transform; plan creation is a
Chris@10 4373 collective function that must be called for all processes in the
Chris@10 4374 communicator. The `in' and `out' pointers refer only to a portion of
Chris@10 4375 the overall transform data (*note MPI Data Distribution::) as specified
Chris@10 4376 by the `local_size' functions in the previous section. Unless `flags'
Chris@10 4377 contains `FFTW_ESTIMATE', these arrays are overwritten during plan
Chris@10 4378 creation as for the serial interface. For multi-dimensional
Chris@10 4379 transforms, any dimensions `> 1' are supported; for one-dimensional
Chris@10 4380 transforms, only composite (non-prime) `n0' are currently supported
Chris@10 4381 (unlike the serial FFTW). Requesting an unsupported transform size
Chris@10 4382 will yield a `NULL' plan. (As in the serial interface, highly
Chris@10 4383 composite sizes generally yield the best performance.)
Chris@10 4384
Chris@10 4385 The advanced-interface `fftw_mpi_plan_many_dft' additionally allows
Chris@10 4386 you to specify the block sizes for the first dimension (`block') of the
Chris@10 4387 n[0] x n[1] x n[2] x ... x n[d-1] input data and the first dimension
Chris@10 4388 (`tblock') of the n[1] x n[0] x n[2] x ... x n[d-1] transposed data
Chris@10 4389 (at intermediate steps of the transform, and for the output if
Chris@10 4390 `FFTW_TRANSPOSED_OUT' is specified in `flags'). These must be the same
Chris@10 4391 block sizes as were passed to the corresponding `local_size' function;
Chris@10 4392 you can pass `FFTW_MPI_DEFAULT_BLOCK' to use FFTW's default block size
Chris@10 4393 as in the basic interface. Also, the `howmany' parameter specifies
Chris@10 4394 that the transform is of contiguous `howmany'-tuples rather than
Chris@10 4395 individual complex numbers; this corresponds to the same parameter in
Chris@10 4396 the serial advanced interface (*note Advanced Complex DFTs::) with
Chris@10 4397 `stride = howmany' and `dist = 1'.
Chris@10 4398
Chris@10 4399 MPI flags
Chris@10 4400 .........
Chris@10 4401
Chris@10 4402 The `flags' can be any of those for the serial FFTW (*note Planner
Chris@10 4403 Flags::), and in addition may include one or more of the following
Chris@10 4404 MPI-specific flags, which improve performance at the cost of changing
Chris@10 4405 the output or input data formats.
Chris@10 4406
Chris@10 4407 * `FFTW_MPI_SCRAMBLED_OUT', `FFTW_MPI_SCRAMBLED_IN': valid for 1d
Chris@10 4408 transforms only, these flags indicate that the output/input of the
Chris@10 4409 transform are in an undocumented "scrambled" order. A forward
Chris@10 4410 `FFTW_MPI_SCRAMBLED_OUT' transform can be inverted by a backward
Chris@10 4411 `FFTW_MPI_SCRAMBLED_IN' (times the usual 1/N normalization).
Chris@10 4412 *Note One-dimensional distributions::.
Chris@10 4413
Chris@10 4414 * `FFTW_MPI_TRANSPOSED_OUT', `FFTW_MPI_TRANSPOSED_IN': valid for
Chris@10 4415 multidimensional (`rnk > 1') transforms only, these flags specify
Chris@10 4416 that the output or input of an n[0] x n[1] x n[2] x ... x n[d-1]
Chris@10 4417 transform is transposed to n[1] x n[0] x n[2] x ... x n[d-1] .
Chris@10 4418 *Note Transposed distributions::.
Chris@10 4419
Chris@10 4420
Chris@10 4421 Real-data MPI DFTs
Chris@10 4422 ..................
Chris@10 4423
Chris@10 4424 Plans for real-input/output (r2c/c2r) DFTs (*note Multi-dimensional MPI
Chris@10 4425 DFTs of Real Data::) are created by:
Chris@10 4426
Chris@10 4427 fftw_plan fftw_mpi_plan_dft_r2c_2d(ptrdiff_t n0, ptrdiff_t n1,
Chris@10 4428 double *in, fftw_complex *out,
Chris@10 4429 MPI_Comm comm, unsigned flags);
Chris@10 4430 fftw_plan fftw_mpi_plan_dft_r2c_2d(ptrdiff_t n0, ptrdiff_t n1,
Chris@10 4431 double *in, fftw_complex *out,
Chris@10 4432 MPI_Comm comm, unsigned flags);
Chris@10 4433 fftw_plan fftw_mpi_plan_dft_r2c_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
Chris@10 4434 double *in, fftw_complex *out,
Chris@10 4435 MPI_Comm comm, unsigned flags);
Chris@10 4436 fftw_plan fftw_mpi_plan_dft_r2c(int rnk, const ptrdiff_t *n,
Chris@10 4437 double *in, fftw_complex *out,
Chris@10 4438 MPI_Comm comm, unsigned flags);
Chris@10 4439 fftw_plan fftw_mpi_plan_dft_c2r_2d(ptrdiff_t n0, ptrdiff_t n1,
Chris@10 4440 fftw_complex *in, double *out,
Chris@10 4441 MPI_Comm comm, unsigned flags);
Chris@10 4442 fftw_plan fftw_mpi_plan_dft_c2r_2d(ptrdiff_t n0, ptrdiff_t n1,
Chris@10 4443 fftw_complex *in, double *out,
Chris@10 4444 MPI_Comm comm, unsigned flags);
Chris@10 4445 fftw_plan fftw_mpi_plan_dft_c2r_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
Chris@10 4446 fftw_complex *in, double *out,
Chris@10 4447 MPI_Comm comm, unsigned flags);
Chris@10 4448 fftw_plan fftw_mpi_plan_dft_c2r(int rnk, const ptrdiff_t *n,
Chris@10 4449 fftw_complex *in, double *out,
Chris@10 4450 MPI_Comm comm, unsigned flags);
Chris@10 4451
Chris@10 4452 Similar to the serial interface (*note Real-data DFTs::), these
Chris@10 4453 transform logically n[0] x n[1] x n[2] x ... x n[d-1] real data
Chris@10 4454 to/from n[0] x n[1] x n[2] x ... x (n[d-1]/2 + 1) complex data,
Chris@10 4455 representing the non-redundant half of the conjugate-symmetry output of
Chris@10 4456 a real-input DFT (*note Multi-dimensional Transforms::). However, the
Chris@10 4457 real array must be stored within a padded n[0] x n[1] x n[2] x ... x [2
Chris@10 4458 (n[d-1]/2 + 1)]
Chris@10 4459
Chris@10 4460 array (much like the in-place serial r2c transforms, but here for
Chris@10 4461 out-of-place transforms as well). Currently, only multi-dimensional
Chris@10 4462 (`rnk > 1') r2c/c2r transforms are supported (requesting a plan for
Chris@10 4463 `rnk = 1' will yield `NULL'). As explained above (*note
Chris@10 4464 Multi-dimensional MPI DFTs of Real Data::), the data distribution of
Chris@10 4465 both the real and complex arrays is given by the `local_size' function
Chris@10 4466 called for the dimensions of the _complex_ array. Similar to the other
Chris@10 4467 planning functions, the input and output arrays are overwritten when
Chris@10 4468 the plan is created except in `FFTW_ESTIMATE' mode.
Chris@10 4469
Chris@10 4470 As for the complex DFTs above, there is an advance interface that
Chris@10 4471 allows you to manually specify block sizes and to transform contiguous
Chris@10 4472 `howmany'-tuples of real/complex numbers:
Chris@10 4473
Chris@10 4474 fftw_plan fftw_mpi_plan_many_dft_r2c
Chris@10 4475 (int rnk, const ptrdiff_t *n, ptrdiff_t howmany,
Chris@10 4476 ptrdiff_t iblock, ptrdiff_t oblock,
Chris@10 4477 double *in, fftw_complex *out,
Chris@10 4478 MPI_Comm comm, unsigned flags);
Chris@10 4479 fftw_plan fftw_mpi_plan_many_dft_c2r
Chris@10 4480 (int rnk, const ptrdiff_t *n, ptrdiff_t howmany,
Chris@10 4481 ptrdiff_t iblock, ptrdiff_t oblock,
Chris@10 4482 fftw_complex *in, double *out,
Chris@10 4483 MPI_Comm comm, unsigned flags);
Chris@10 4484
Chris@10 4485 MPI r2r transforms
Chris@10 4486 ..................
Chris@10 4487
Chris@10 4488 There are corresponding plan-creation routines for r2r transforms
Chris@10 4489 (*note More DFTs of Real Data::), currently supporting multidimensional
Chris@10 4490 (`rnk > 1') transforms only (`rnk = 1' will yield a `NULL' plan):
Chris@10 4491
Chris@10 4492 fftw_plan fftw_mpi_plan_r2r_2d(ptrdiff_t n0, ptrdiff_t n1,
Chris@10 4493 double *in, double *out,
Chris@10 4494 MPI_Comm comm,
Chris@10 4495 fftw_r2r_kind kind0, fftw_r2r_kind kind1,
Chris@10 4496 unsigned flags);
Chris@10 4497 fftw_plan fftw_mpi_plan_r2r_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
Chris@10 4498 double *in, double *out,
Chris@10 4499 MPI_Comm comm,
Chris@10 4500 fftw_r2r_kind kind0, fftw_r2r_kind kind1, fftw_r2r_kind kind2,
Chris@10 4501 unsigned flags);
Chris@10 4502 fftw_plan fftw_mpi_plan_r2r(int rnk, const ptrdiff_t *n,
Chris@10 4503 double *in, double *out,
Chris@10 4504 MPI_Comm comm, const fftw_r2r_kind *kind,
Chris@10 4505 unsigned flags);
Chris@10 4506 fftw_plan fftw_mpi_plan_many_r2r(int rnk, const ptrdiff_t *n,
Chris@10 4507 ptrdiff_t iblock, ptrdiff_t oblock,
Chris@10 4508 double *in, double *out,
Chris@10 4509 MPI_Comm comm, const fftw_r2r_kind *kind,
Chris@10 4510 unsigned flags);
Chris@10 4511
Chris@10 4512 The parameters are much the same as for the complex DFTs above,
Chris@10 4513 except that the arrays are of real numbers (and hence the outputs of the
Chris@10 4514 `local_size' data-distribution functions should be interpreted as
Chris@10 4515 counts of real rather than complex numbers). Also, the `kind'
Chris@10 4516 parameters specify the r2r kinds along each dimension as for the serial
Chris@10 4517 interface (*note Real-to-Real Transform Kinds::). *Note Other
Chris@10 4518 Multi-dimensional Real-data MPI Transforms::.
Chris@10 4519
Chris@10 4520 MPI transposition
Chris@10 4521 .................
Chris@10 4522
Chris@10 4523 FFTW also provides routines to plan a transpose of a distributed `n0'
Chris@10 4524 by `n1' array of real numbers, or an array of `howmany'-tuples of real
Chris@10 4525 numbers with specified block sizes (*note FFTW MPI Transposes::):
Chris@10 4526
Chris@10 4527 fftw_plan fftw_mpi_plan_transpose(ptrdiff_t n0, ptrdiff_t n1,
Chris@10 4528 double *in, double *out,
Chris@10 4529 MPI_Comm comm, unsigned flags);
Chris@10 4530 fftw_plan fftw_mpi_plan_many_transpose
Chris@10 4531 (ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t howmany,
Chris@10 4532 ptrdiff_t block0, ptrdiff_t block1,
Chris@10 4533 double *in, double *out, MPI_Comm comm, unsigned flags);
Chris@10 4534
Chris@10 4535 These plans are used with the `fftw_mpi_execute_r2r' new-array
Chris@10 4536 execute function (*note Using MPI Plans::), since they count as (rank
Chris@10 4537 zero) r2r plans from FFTW's perspective.
Chris@10 4538
Chris@10 4539 
Chris@10 4540 File: fftw3.info, Node: MPI Wisdom Communication, Prev: MPI Plan Creation, Up: FFTW MPI Reference
Chris@10 4541
Chris@10 4542 6.12.6 MPI Wisdom Communication
Chris@10 4543 -------------------------------
Chris@10 4544
Chris@10 4545 To facilitate synchronizing wisdom among the different MPI processes,
Chris@10 4546 we provide two functions:
Chris@10 4547
Chris@10 4548 void fftw_mpi_gather_wisdom(MPI_Comm comm);
Chris@10 4549 void fftw_mpi_broadcast_wisdom(MPI_Comm comm);
Chris@10 4550
Chris@10 4551 The `fftw_mpi_gather_wisdom' function gathers all wisdom in the
Chris@10 4552 given communicator `comm' to the process of rank 0 in the communicator:
Chris@10 4553 that process obtains the union of all wisdom on all the processes. As
Chris@10 4554 a side effect, some other processes will gain additional wisdom from
Chris@10 4555 other processes, but only process 0 will gain the complete union.
Chris@10 4556
Chris@10 4557 The `fftw_mpi_broadcast_wisdom' does the reverse: it exports wisdom
Chris@10 4558 from process 0 in `comm' to all other processes in the communicator,
Chris@10 4559 replacing any wisdom they currently have.
Chris@10 4560
Chris@10 4561 *Note FFTW MPI Wisdom::.
Chris@10 4562
Chris@10 4563 
Chris@10 4564 File: fftw3.info, Node: FFTW MPI Fortran Interface, Prev: FFTW MPI Reference, Up: Distributed-memory FFTW with MPI
Chris@10 4565
Chris@10 4566 6.13 FFTW MPI Fortran Interface
Chris@10 4567 ===============================
Chris@10 4568
Chris@10 4569 The FFTW MPI interface is callable from modern Fortran compilers
Chris@10 4570 supporting the Fortran 2003 `iso_c_binding' standard for calling C
Chris@10 4571 functions. As described in *note Calling FFTW from Modern Fortran::,
Chris@10 4572 this means that you can directly call FFTW's C interface from Fortran
Chris@10 4573 with only minor changes in syntax. There are, however, a few things
Chris@10 4574 specific to the MPI interface to keep in mind:
Chris@10 4575
Chris@10 4576 * Instead of including `fftw3.f03' as in *note Overview of Fortran
Chris@10 4577 interface::, you should `include 'fftw3-mpi.f03'' (after `use,
Chris@10 4578 intrinsic :: iso_c_binding' as before). The `fftw3-mpi.f03' file
Chris@10 4579 includes `fftw3.f03', so you should _not_ `include' them both
Chris@10 4580 yourself. (You will also want to include the MPI header file,
Chris@10 4581 usually via `include 'mpif.h'' or similar, although though this is
Chris@10 4582 not needed by `fftw3-mpi.f03' per se.) (To use the `fftwl_' `long
Chris@10 4583 double' extended-precision routines in supporting compilers, you
Chris@10 4584 should include `fftw3f-mpi.f03' in _addition_ to `fftw3-mpi.f03'.
Chris@10 4585 *Note Extended and quadruple precision in Fortran::.)
Chris@10 4586
Chris@10 4587 * Because of the different storage conventions between C and Fortran,
Chris@10 4588 you reverse the order of your array dimensions when passing them to
Chris@10 4589 FFTW (*note Reversing array dimensions::). This is merely a
Chris@10 4590 difference in notation and incurs no performance overhead.
Chris@10 4591 However, it means that, whereas in C the _first_ dimension is
Chris@10 4592 distributed, in Fortran the _last_ dimension of your array is
Chris@10 4593 distributed.
Chris@10 4594
Chris@10 4595 * In Fortran, communicators are stored as `integer' types; there is
Chris@10 4596 no `MPI_Comm' type, nor is there any way to access a C `MPI_Comm'.
Chris@10 4597 Fortunately, this is taken care of for you by the FFTW Fortran
Chris@10 4598 interface: whenever the C interface expects an `MPI_Comm' type,
Chris@10 4599 you should pass the Fortran communicator as an `integer'.(1)
Chris@10 4600
Chris@10 4601 * Because you need to call the `local_size' function to find out how
Chris@10 4602 much space to allocate, and this may be _larger_ than the local
Chris@10 4603 portion of the array (*note MPI Data Distribution::), you should
Chris@10 4604 _always_ allocate your arrays dynamically using FFTW's allocation
Chris@10 4605 routines as described in *note Allocating aligned memory in
Chris@10 4606 Fortran::. (Coincidentally, this also provides the best
Chris@10 4607 performance by guaranteeding proper data alignment.)
Chris@10 4608
Chris@10 4609 * Because all sizes in the MPI FFTW interface are declared as
Chris@10 4610 `ptrdiff_t' in C, you should use `integer(C_INTPTR_T)' in Fortran
Chris@10 4611 (*note FFTW Fortran type reference::).
Chris@10 4612
Chris@10 4613 * In Fortran, because of the language semantics, we generally
Chris@10 4614 recommend using the new-array execute functions for all plans,
Chris@10 4615 even in the common case where you are executing the plan on the
Chris@10 4616 same arrays for which the plan was created (*note Plan execution
Chris@10 4617 in Fortran::). However, note that in the MPI interface these
Chris@10 4618 functions are changed: `fftw_execute_dft' becomes
Chris@10 4619 `fftw_mpi_execute_dft', etcetera. *Note Using MPI Plans::.
Chris@10 4620
Chris@10 4621
Chris@10 4622 For example, here is a Fortran code snippet to perform a distributed
Chris@10 4623 L x M complex DFT in-place. (This assumes you have already
Chris@10 4624 initialized MPI with `MPI_init' and have also performed `call
Chris@10 4625 fftw_mpi_init'.)
Chris@10 4626
Chris@10 4627 use, intrinsic :: iso_c_binding
Chris@10 4628 include 'fftw3-mpi.f03'
Chris@10 4629 integer(C_INTPTR_T), parameter :: L = ...
Chris@10 4630 integer(C_INTPTR_T), parameter :: M = ...
Chris@10 4631 type(C_PTR) :: plan, cdata
Chris@10 4632 complex(C_DOUBLE_COMPLEX), pointer :: data(:,:)
Chris@10 4633 integer(C_INTPTR_T) :: i, j, alloc_local, local_M, local_j_offset
Chris@10 4634
Chris@10 4635 ! get local data size and allocate (note dimension reversal)
Chris@10 4636 alloc_local = fftw_mpi_local_size_2d(M, L, MPI_COMM_WORLD, &
Chris@10 4637 local_M, local_j_offset)
Chris@10 4638 cdata = fftw_alloc_complex(alloc_local)
Chris@10 4639 call c_f_pointer(cdata, data, [L,local_M])
Chris@10 4640
Chris@10 4641 ! create MPI plan for in-place forward DFT (note dimension reversal)
Chris@10 4642 plan = fftw_mpi_plan_dft_2d(M, L, data, data, MPI_COMM_WORLD, &
Chris@10 4643 FFTW_FORWARD, FFTW_MEASURE)
Chris@10 4644
Chris@10 4645 ! initialize data to some function my_function(i,j)
Chris@10 4646 do j = 1, local_M
Chris@10 4647 do i = 1, L
Chris@10 4648 data(i, j) = my_function(i, j + local_j_offset)
Chris@10 4649 end do
Chris@10 4650 end do
Chris@10 4651
Chris@10 4652 ! compute transform (as many times as desired)
Chris@10 4653 call fftw_mpi_execute_dft(plan, data, data)
Chris@10 4654
Chris@10 4655 call fftw_destroy_plan(plan)
Chris@10 4656 call fftw_free(cdata)
Chris@10 4657
Chris@10 4658 Note that when we called `fftw_mpi_local_size_2d' and
Chris@10 4659 `fftw_mpi_plan_dft_2d' with the dimensions in reversed order, since a L
Chris@10 4660 x M Fortran array is viewed by FFTW in C as a M x L array. This
Chris@10 4661 means that the array was distributed over the `M' dimension, the local
Chris@10 4662 portion of which is a L x local_M array in Fortran. (You must _not_
Chris@10 4663 use an `allocate' statement to allocate an L x local_M array, however;
Chris@10 4664 you must allocate `alloc_local' complex numbers, which may be greater
Chris@10 4665 than `L * local_M', in order to reserve space for intermediate steps of
Chris@10 4666 the transform.) Finally, we mention that because C's array indices are
Chris@10 4667 zero-based, the `local_j_offset' argument can conveniently be
Chris@10 4668 interpreted as an offset in the 1-based `j' index (rather than as a
Chris@10 4669 starting index as in C).
Chris@10 4670
Chris@10 4671 If instead you had used the `ior(FFTW_MEASURE,
Chris@10 4672 FFTW_MPI_TRANSPOSED_OUT)' flag, the output of the transform would be a
Chris@10 4673 transposed M x local_L array, associated with the _same_ `cdata'
Chris@10 4674 allocation (since the transform is in-place), and which you could
Chris@10 4675 declare with:
Chris@10 4676
Chris@10 4677 complex(C_DOUBLE_COMPLEX), pointer :: tdata(:,:)
Chris@10 4678 ...
Chris@10 4679 call c_f_pointer(cdata, tdata, [M,local_L])
Chris@10 4680
Chris@10 4681 where `local_L' would have been obtained by changing the
Chris@10 4682 `fftw_mpi_local_size_2d' call to:
Chris@10 4683
Chris@10 4684 alloc_local = fftw_mpi_local_size_2d_transposed(M, L, MPI_COMM_WORLD, &
Chris@10 4685 local_M, local_j_offset, local_L, local_i_offset)
Chris@10 4686
Chris@10 4687 ---------- Footnotes ----------
Chris@10 4688
Chris@10 4689 (1) Technically, this is because you aren't actually calling the C
Chris@10 4690 functions directly. You are calling wrapper functions that translate
Chris@10 4691 the communicator with `MPI_Comm_f2c' before calling the ordinary C
Chris@10 4692 interface. This is all done transparently, however, since the
Chris@10 4693 `fftw3-mpi.f03' interface file renames the wrappers so that they are
Chris@10 4694 called in Fortran with the same names as the C interface functions.
Chris@10 4695
Chris@10 4696 
Chris@10 4697 File: fftw3.info, Node: Calling FFTW from Modern Fortran, Next: Calling FFTW from Legacy Fortran, Prev: Distributed-memory FFTW with MPI, Up: Top
Chris@10 4698
Chris@10 4699 7 Calling FFTW from Modern Fortran
Chris@10 4700 **********************************
Chris@10 4701
Chris@10 4702 Fortran 2003 standardized ways for Fortran code to call C libraries,
Chris@10 4703 and this allows us to support a direct translation of the FFTW C API
Chris@10 4704 into Fortran. Compared to the legacy Fortran 77 interface (*note
Chris@10 4705 Calling FFTW from Legacy Fortran::), this direct interface offers many
Chris@10 4706 advantages, especially compile-time type-checking and aligned memory
Chris@10 4707 allocation. As of this writing, support for these C interoperability
Chris@10 4708 features seems widespread, having been implemented in nearly all major
Chris@10 4709 Fortran compilers (e.g. GNU, Intel, IBM, Oracle/Solaris, Portland
Chris@10 4710 Group, NAG).
Chris@10 4711
Chris@10 4712 This chapter documents that interface. For the most part, since this
Chris@10 4713 interface allows Fortran to call the C interface directly, the usage is
Chris@10 4714 identical to C translated to Fortran syntax. However, there are a few
Chris@10 4715 subtle points such as memory allocation, wisdom, and data types that
Chris@10 4716 deserve closer attention.
Chris@10 4717
Chris@10 4718 * Menu:
Chris@10 4719
Chris@10 4720 * Overview of Fortran interface::
Chris@10 4721 * Reversing array dimensions::
Chris@10 4722 * FFTW Fortran type reference::
Chris@10 4723 * Plan execution in Fortran::
Chris@10 4724 * Allocating aligned memory in Fortran::
Chris@10 4725 * Accessing the wisdom API from Fortran::
Chris@10 4726 * Defining an FFTW module::
Chris@10 4727
Chris@10 4728 
Chris@10 4729 File: fftw3.info, Node: Overview of Fortran interface, Next: Reversing array dimensions, Prev: Calling FFTW from Modern Fortran, Up: Calling FFTW from Modern Fortran
Chris@10 4730
Chris@10 4731 7.1 Overview of Fortran interface
Chris@10 4732 =================================
Chris@10 4733
Chris@10 4734 FFTW provides a file `fftw3.f03' that defines Fortran 2003 interfaces
Chris@10 4735 for all of its C routines, except for the MPI routines described
Chris@10 4736 elsewhere, which can be found in the same directory as `fftw3.h' (the C
Chris@10 4737 header file). In any Fortran subroutine where you want to use FFTW
Chris@10 4738 functions, you should begin with:
Chris@10 4739
Chris@10 4740 use, intrinsic :: iso_c_binding
Chris@10 4741 include 'fftw3.f03'
Chris@10 4742
Chris@10 4743 This includes the interface definitions and the standard
Chris@10 4744 `iso_c_binding' module (which defines the equivalents of C types). You
Chris@10 4745 can also put the FFTW functions into a module if you prefer (*note
Chris@10 4746 Defining an FFTW module::).
Chris@10 4747
Chris@10 4748 At this point, you can now call anything in the FFTW C interface
Chris@10 4749 directly, almost exactly as in C other than minor changes in syntax.
Chris@10 4750 For example:
Chris@10 4751
Chris@10 4752 type(C_PTR) :: plan
Chris@10 4753 complex(C_DOUBLE_COMPLEX), dimension(1024,1000) :: in, out
Chris@10 4754 plan = fftw_plan_dft_2d(1000,1024, in,out, FFTW_FORWARD,FFTW_ESTIMATE)
Chris@10 4755 ...
Chris@10 4756 call fftw_execute_dft(plan, in, out)
Chris@10 4757 ...
Chris@10 4758 call fftw_destroy_plan(plan)
Chris@10 4759
Chris@10 4760 A few important things to keep in mind are:
Chris@10 4761
Chris@10 4762 * FFTW plans are `type(C_PTR)'. Other C types are mapped in the
Chris@10 4763 obvious way via the `iso_c_binding' standard: `int' turns into
Chris@10 4764 `integer(C_INT)', `fftw_complex' turns into
Chris@10 4765 `complex(C_DOUBLE_COMPLEX)', `double' turns into `real(C_DOUBLE)',
Chris@10 4766 and so on. *Note FFTW Fortran type reference::.
Chris@10 4767
Chris@10 4768 * Functions in C become functions in Fortran if they have a return
Chris@10 4769 value, and subroutines in Fortran otherwise.
Chris@10 4770
Chris@10 4771 * The ordering of the Fortran array dimensions must be _reversed_
Chris@10 4772 when they are passed to the FFTW plan creation, thanks to
Chris@10 4773 differences in array indexing conventions (*note Multi-dimensional
Chris@10 4774 Array Format::). This is _unlike_ the legacy Fortran interface
Chris@10 4775 (*note Fortran-interface routines::), which reversed the dimensions
Chris@10 4776 for you. *Note Reversing array dimensions::.
Chris@10 4777
Chris@10 4778 * Using ordinary Fortran array declarations like this works, but may
Chris@10 4779 yield suboptimal performance because the data may not be not
Chris@10 4780 aligned to exploit SIMD instructions on modern proessors (*note
Chris@10 4781 SIMD alignment and fftw_malloc::). Better performance will often
Chris@10 4782 be obtained by allocating with `fftw_alloc'. *Note Allocating
Chris@10 4783 aligned memory in Fortran::.
Chris@10 4784
Chris@10 4785 * Similar to the legacy Fortran interface (*note FFTW Execution in
Chris@10 4786 Fortran::), we currently recommend _not_ using `fftw_execute' but
Chris@10 4787 rather using the more specialized functions like
Chris@10 4788 `fftw_execute_dft' (*note New-array Execute Functions::).
Chris@10 4789 However, you should execute the plan on the `same arrays' as the
Chris@10 4790 ones for which you created the plan, unless you are especially
Chris@10 4791 careful. *Note Plan execution in Fortran::. To prevent you from
Chris@10 4792 using `fftw_execute' by mistake, the `fftw3.f03' file does not
Chris@10 4793 provide an `fftw_execute' interface declaration.
Chris@10 4794
Chris@10 4795 * Multiple planner flags are combined with `ior' (equivalent to `|'
Chris@10 4796 in C). e.g. `FFTW_MEASURE | FFTW_DESTROY_INPUT' becomes
Chris@10 4797 `ior(FFTW_MEASURE, FFTW_DESTROY_INPUT)'. (You can also use `+' as
Chris@10 4798 long as you don't try to include a given flag more than once.)
Chris@10 4799
Chris@10 4800
Chris@10 4801 * Menu:
Chris@10 4802
Chris@10 4803 * Extended and quadruple precision in Fortran::
Chris@10 4804
Chris@10 4805 
Chris@10 4806 File: fftw3.info, Node: Extended and quadruple precision in Fortran, Prev: Overview of Fortran interface, Up: Overview of Fortran interface
Chris@10 4807
Chris@10 4808 7.1.1 Extended and quadruple precision in Fortran
Chris@10 4809 -------------------------------------------------
Chris@10 4810
Chris@10 4811 If FFTW is compiled in `long double' (extended) precision (*note
Chris@10 4812 Installation and Customization::), you may be able to call the
Chris@10 4813 resulting `fftwl_' routines (*note Precision::) from Fortran if your
Chris@10 4814 compiler supports the `C_LONG_DOUBLE_COMPLEX' type code.
Chris@10 4815
Chris@10 4816 Because some Fortran compilers do not support
Chris@10 4817 `C_LONG_DOUBLE_COMPLEX', the `fftwl_' declarations are segregated into
Chris@10 4818 a separate interface file `fftw3l.f03', which you should include _in
Chris@10 4819 addition_ to `fftw3.f03' (which declares precision-independent `FFTW_'
Chris@10 4820 constants):
Chris@10 4821
Chris@10 4822 use, intrinsic :: iso_c_binding
Chris@10 4823 include 'fftw3.f03'
Chris@10 4824 include 'fftw3l.f03'
Chris@10 4825
Chris@10 4826 We also support using the nonstandard `__float128'
Chris@10 4827 quadruple-precision type provided by recent versions of `gcc' on 32-
Chris@10 4828 and 64-bit x86 hardware (*note Installation and Customization::), using
Chris@10 4829 the corresponding `real(16)' and `complex(16)' types supported by
Chris@10 4830 `gfortran'. The quadruple-precision `fftwq_' functions (*note
Chris@10 4831 Precision::) are declared in a `fftw3q.f03' interface file, which
Chris@10 4832 should be included in addition to `fftw3l.f03', as above. You should
Chris@10 4833 also link with `-lfftw3q -lquadmath -lm' as in C.
Chris@10 4834
Chris@10 4835 
Chris@10 4836 File: fftw3.info, Node: Reversing array dimensions, Next: FFTW Fortran type reference, Prev: Overview of Fortran interface, Up: Calling FFTW from Modern Fortran
Chris@10 4837
Chris@10 4838 7.2 Reversing array dimensions
Chris@10 4839 ==============================
Chris@10 4840
Chris@10 4841 A minor annoyance in calling FFTW from Fortran is that FFTW's array
Chris@10 4842 dimensions are defined in the C convention (row-major order), while
Chris@10 4843 Fortran's array dimensions are the opposite convention (column-major
Chris@10 4844 order). *Note Multi-dimensional Array Format::. This is just a
Chris@10 4845 bookkeeping difference, with no effect on performance. The only
Chris@10 4846 consequence of this is that, whenever you create an FFTW plan for a
Chris@10 4847 multi-dimensional transform, you must always _reverse the ordering of
Chris@10 4848 the dimensions_.
Chris@10 4849
Chris@10 4850 For example, consider the three-dimensional (L x M x N ) arrays:
Chris@10 4851
Chris@10 4852 complex(C_DOUBLE_COMPLEX), dimension(L,M,N) :: in, out
Chris@10 4853
Chris@10 4854 To plan a DFT for these arrays using `fftw_plan_dft_3d', you could
Chris@10 4855 do:
Chris@10 4856
Chris@10 4857 plan = fftw_plan_dft_3d(N,M,L, in,out, FFTW_FORWARD,FFTW_ESTIMATE)
Chris@10 4858
Chris@10 4859 That is, from FFTW's perspective this is a N x M x L array. _No
Chris@10 4860 data transposition need occur_, as this is _only notation_. Similarly,
Chris@10 4861 to use the more generic routine `fftw_plan_dft' with the same arrays,
Chris@10 4862 you could do:
Chris@10 4863
Chris@10 4864 integer(C_INT), dimension(3) :: n = [N,M,L]
Chris@10 4865 plan = fftw_plan_dft_3d(3, n, in,out, FFTW_FORWARD,FFTW_ESTIMATE)
Chris@10 4866
Chris@10 4867 Note, by the way, that this is different from the legacy Fortran
Chris@10 4868 interface (*note Fortran-interface routines::), which automatically
Chris@10 4869 reverses the order of the array dimension for you. Here, you are
Chris@10 4870 calling the C interface directly, so there is no "translation" layer.
Chris@10 4871
Chris@10 4872 An important thing to keep in mind is the implication of this for
Chris@10 4873 multidimensional real-to-complex transforms (*note Multi-Dimensional
Chris@10 4874 DFTs of Real Data::). In C, a multidimensional real-to-complex DFT
Chris@10 4875 chops the last dimension roughly in half (N x M x L real input goes to
Chris@10 4876 N x M x L/2+1 complex output). In Fortran, because the array
Chris@10 4877 dimension notation is reversed, the _first_ dimension of the complex
Chris@10 4878 data is chopped roughly in half. For example consider the `r2c'
Chris@10 4879 transform of L x M x N real input in Fortran:
Chris@10 4880
Chris@10 4881 type(C_PTR) :: plan
Chris@10 4882 real(C_DOUBLE), dimension(L,M,N) :: in
Chris@10 4883 complex(C_DOUBLE_COMPLEX), dimension(L/2+1,M,N) :: out
Chris@10 4884 plan = fftw_plan_dft_r2c_3d(N,M,L, in,out, FFTW_ESTIMATE)
Chris@10 4885 ...
Chris@10 4886 call fftw_execute_dft_r2c(plan, in, out)
Chris@10 4887
Chris@10 4888 Alternatively, for an in-place r2c transform, as described in the C
Chris@10 4889 documentation we must _pad_ the _first_ dimension of the real input
Chris@10 4890 with an extra two entries (which are ignored by FFTW) so as to leave
Chris@10 4891 enough space for the complex output. The input is _allocated_ as a
Chris@10 4892 2[L/2+1] x M x N array, even though only L x M x N of it is actually
Chris@10 4893 used. In this example, we will allocate the array as a pointer type,
Chris@10 4894 using `fftw_alloc' to ensure aligned memory for maximum performance
Chris@10 4895 (*note Allocating aligned memory in Fortran::); this also makes it easy
Chris@10 4896 to reference the same memory as both a real array and a complex array.
Chris@10 4897
Chris@10 4898 real(C_DOUBLE), pointer :: in(:,:,:)
Chris@10 4899 complex(C_DOUBLE_COMPLEX), pointer :: out(:,:,:)
Chris@10 4900 type(C_PTR) :: plan, data
Chris@10 4901 data = fftw_alloc_complex(int((L/2+1) * M * N, C_SIZE_T))
Chris@10 4902 call c_f_pointer(data, in, [2*(L/2+1),M,N])
Chris@10 4903 call c_f_pointer(data, out, [L/2+1,M,N])
Chris@10 4904 plan = fftw_plan_dft_r2c_3d(N,M,L, in,out, FFTW_ESTIMATE)
Chris@10 4905 ...
Chris@10 4906 call fftw_execute_dft_r2c(plan, in, out)
Chris@10 4907 ...
Chris@10 4908 call fftw_destroy_plan(plan)
Chris@10 4909 call fftw_free(data)
Chris@10 4910
Chris@10 4911 
Chris@10 4912 File: fftw3.info, Node: FFTW Fortran type reference, Next: Plan execution in Fortran, Prev: Reversing array dimensions, Up: Calling FFTW from Modern Fortran
Chris@10 4913
Chris@10 4914 7.3 FFTW Fortran type reference
Chris@10 4915 ===============================
Chris@10 4916
Chris@10 4917 The following are the most important type correspondences between the C
Chris@10 4918 interface and Fortran:
Chris@10 4919
Chris@10 4920 * Plans (`fftw_plan' and variants) are `type(C_PTR)' (i.e. an opaque
Chris@10 4921 pointer).
Chris@10 4922
Chris@10 4923 * The C floating-point types `double', `float', and `long double'
Chris@10 4924 correspond to `real(C_DOUBLE)', `real(C_FLOAT)', and
Chris@10 4925 `real(C_LONG_DOUBLE)', respectively. The C complex types
Chris@10 4926 `fftw_complex', `fftwf_complex', and `fftwl_complex' correspond in
Chris@10 4927 Fortran to `complex(C_DOUBLE_COMPLEX)',
Chris@10 4928 `complex(C_FLOAT_COMPLEX)', and `complex(C_LONG_DOUBLE_COMPLEX)',
Chris@10 4929 respectively. Just as in C (*note Precision::), the FFTW
Chris@10 4930 subroutines and types are prefixed with `fftw_', `fftwf_', and
Chris@10 4931 `fftwl_' for the different precisions, and link to different
Chris@10 4932 libraries (`-lfftw3', `-lfftw3f', and `-lfftw3l' on Unix), but use
Chris@10 4933 the _same_ include file `fftw3.f03' and the _same_ constants (all
Chris@10 4934 of which begin with `FFTW_'). The exception is `long double'
Chris@10 4935 precision, for which you should _also_ include `fftw3l.f03' (*note
Chris@10 4936 Extended and quadruple precision in Fortran::).
Chris@10 4937
Chris@10 4938 * The C integer types `int' and `unsigned' (used for planner flags)
Chris@10 4939 become `integer(C_INT)'. The C integer type `ptrdiff_t' (e.g. in
Chris@10 4940 the *note 64-bit Guru Interface::) becomes `integer(C_INTPTR_T)',
Chris@10 4941 and `size_t' (in `fftw_malloc' etc.) becomes `integer(C_SIZE_T)'.
Chris@10 4942
Chris@10 4943 * The `fftw_r2r_kind' type (*note Real-to-Real Transform Kinds::)
Chris@10 4944 becomes `integer(C_FFTW_R2R_KIND)'. The various constant values
Chris@10 4945 of the C enumerated type (`FFTW_R2HC' etc.) become simply integer
Chris@10 4946 constants of the same names in Fortran.
Chris@10 4947
Chris@10 4948 * Numeric array pointer arguments (e.g. `double *') become
Chris@10 4949 `dimension(*), intent(out)' arrays of the same type, or
Chris@10 4950 `dimension(*), intent(in)' if they are pointers to constant data
Chris@10 4951 (e.g. `const int *'). There are a few exceptions where numeric
Chris@10 4952 pointers refer to scalar outputs (e.g. for `fftw_flops'), in which
Chris@10 4953 case they are `intent(out)' scalar arguments in Fortran too. For
Chris@10 4954 the new-array execute functions (*note New-array Execute
Chris@10 4955 Functions::), the input arrays are declared `dimension(*),
Chris@10 4956 intent(inout)', since they can be modified in the case of in-place
Chris@10 4957 or `FFTW_DESTROY_INPUT' transforms.
Chris@10 4958
Chris@10 4959 * Pointer _return_ values (e.g `double *') become `type(C_PTR)'.
Chris@10 4960 (If they are pointers to arrays, as for `fftw_alloc_real', you can
Chris@10 4961 convert them back to Fortran array pointers with the standard
Chris@10 4962 intrinsic function `c_f_pointer'.)
Chris@10 4963
Chris@10 4964 * The `fftw_iodim' type in the guru interface (*note Guru vector and
Chris@10 4965 transform sizes::) becomes `type(fftw_iodim)' in Fortran, a
Chris@10 4966 derived data type (the Fortran analogue of C's `struct') with
Chris@10 4967 three `integer(C_INT)' components: `n', `is', and `os', with the
Chris@10 4968 same meanings as in C. The `fftw_iodim64' type in the 64-bit guru
Chris@10 4969 interface (*note 64-bit Guru Interface::) is the same, except that
Chris@10 4970 its components are of type `integer(C_INTPTR_T)'.
Chris@10 4971
Chris@10 4972 * Using the wisdom import/export functions from Fortran is a bit
Chris@10 4973 tricky, and is discussed in *note Accessing the wisdom API from
Chris@10 4974 Fortran::. In brief, the `FILE *' arguments map to `type(C_PTR)',
Chris@10 4975 `const char *' to `character(C_CHAR), dimension(*), intent(in)'
Chris@10 4976 (null-terminated!), and the generic read-char/write-char functions
Chris@10 4977 map to `type(C_FUNPTR)'.
Chris@10 4978
Chris@10 4979
Chris@10 4980 You may be wondering if you need to search-and-replace
Chris@10 4981 `real(kind(0.0d0))' (or whatever your favorite Fortran spelling of
Chris@10 4982 "double precision" is) with `real(C_DOUBLE)' everywhere in your
Chris@10 4983 program, and similarly for `complex' and `integer' types. The answer
Chris@10 4984 is no; you can still use your existing types. As long as these types
Chris@10 4985 match their C counterparts, things should work without a hitch. The
Chris@10 4986 worst that can happen, e.g. in the (unlikely) event of a system where
Chris@10 4987 `real(kind(0.0d0))' is different from `real(C_DOUBLE)', is that the
Chris@10 4988 compiler will give you a type-mismatch error. That is, if you don't
Chris@10 4989 use the `iso_c_binding' kinds you need to accept at least the
Chris@10 4990 theoretical possibility of having to change your code in response to
Chris@10 4991 compiler errors on some future machine, but you don't need to worry
Chris@10 4992 about silently compiling incorrect code that yields runtime errors.
Chris@10 4993
Chris@10 4994 
Chris@10 4995 File: fftw3.info, Node: Plan execution in Fortran, Next: Allocating aligned memory in Fortran, Prev: FFTW Fortran type reference, Up: Calling FFTW from Modern Fortran
Chris@10 4996
Chris@10 4997 7.4 Plan execution in Fortran
Chris@10 4998 =============================
Chris@10 4999
Chris@10 5000 In C, in order to use a plan, one normally calls `fftw_execute', which
Chris@10 5001 executes the plan to perform the transform on the input/output arrays
Chris@10 5002 passed when the plan was created (*note Using Plans::). The
Chris@10 5003 corresponding subroutine call in modern Fortran is:
Chris@10 5004 call fftw_execute(plan)
Chris@10 5005
Chris@10 5006 However, we have had reports that this causes problems with some
Chris@10 5007 recent optimizing Fortran compilers. The problem is, because the
Chris@10 5008 input/output arrays are not passed as explicit arguments to
Chris@10 5009 `fftw_execute', the semantics of Fortran (unlike C) allow the compiler
Chris@10 5010 to assume that the input/output arrays are not changed by
Chris@10 5011 `fftw_execute'. As a consequence, certain compilers end up
Chris@10 5012 repositioning the call to `fftw_execute', assuming incorrectly that it
Chris@10 5013 does nothing to the arrays.
Chris@10 5014
Chris@10 5015 There are various workarounds to this, but the safest and simplest
Chris@10 5016 thing is to not use `fftw_execute' in Fortran. Instead, use the
Chris@10 5017 functions described in *note New-array Execute Functions::, which take
Chris@10 5018 the input/output arrays as explicit arguments. For example, if the
Chris@10 5019 plan is for a complex-data DFT and was created for the arrays `in' and
Chris@10 5020 `out', you would do:
Chris@10 5021 call fftw_execute_dft(plan, in, out)
Chris@10 5022
Chris@10 5023 There are a few things to be careful of, however:
Chris@10 5024
Chris@10 5025 * You must use the correct type of execute function, matching the way
Chris@10 5026 the plan was created. Complex DFT plans should use
Chris@10 5027 `fftw_execute_dft', Real-input (r2c) DFT plans should use use
Chris@10 5028 `fftw_execute_dft_r2c', and real-output (c2r) DFT plans should use
Chris@10 5029 `fftw_execute_dft_c2r'. The various r2r plans should use
Chris@10 5030 `fftw_execute_r2r'. Fortunately, if you use the wrong one you
Chris@10 5031 will get a compile-time type-mismatch error (unlike legacy
Chris@10 5032 Fortran).
Chris@10 5033
Chris@10 5034 * You should normally pass the same input/output arrays that were
Chris@10 5035 used when creating the plan. This is always safe.
Chris@10 5036
Chris@10 5037 * _If_ you pass _different_ input/output arrays compared to those
Chris@10 5038 used when creating the plan, you must abide by all the
Chris@10 5039 restrictions of the new-array execute functions (*note New-array
Chris@10 5040 Execute Functions::). The most tricky of these is the requirement
Chris@10 5041 that the new arrays have the same alignment as the original
Chris@10 5042 arrays; the best (and possibly only) way to guarantee this is to
Chris@10 5043 use the `fftw_alloc' functions to allocate your arrays (*note
Chris@10 5044 Allocating aligned memory in Fortran::). Alternatively, you can
Chris@10 5045 use the `FFTW_UNALIGNED' flag when creating the plan, in which
Chris@10 5046 case the plan does not depend on the alignment, but this may
Chris@10 5047 sacrifice substantial performance on architectures (like x86) with
Chris@10 5048 SIMD instructions (*note SIMD alignment and fftw_malloc::).
Chris@10 5049
Chris@10 5050
Chris@10 5051 
Chris@10 5052 File: fftw3.info, Node: Allocating aligned memory in Fortran, Next: Accessing the wisdom API from Fortran, Prev: Plan execution in Fortran, Up: Calling FFTW from Modern Fortran
Chris@10 5053
Chris@10 5054 7.5 Allocating aligned memory in Fortran
Chris@10 5055 ========================================
Chris@10 5056
Chris@10 5057 In order to obtain maximum performance in FFTW, you should store your
Chris@10 5058 data in arrays that have been specially aligned in memory (*note SIMD
Chris@10 5059 alignment and fftw_malloc::). Enforcing alignment also permits you to
Chris@10 5060 safely use the new-array execute functions (*note New-array Execute
Chris@10 5061 Functions::) to apply a given plan to more than one pair of in/out
Chris@10 5062 arrays. Unfortunately, standard Fortran arrays do _not_ provide any
Chris@10 5063 alignment guarantees. The _only_ way to allocate aligned memory in
Chris@10 5064 standard Fortran is to allocate it with an external C function, like
Chris@10 5065 the `fftw_alloc_real' and `fftw_alloc_complex' functions. Fortunately,
Chris@10 5066 Fortran 2003 provides a simple way to associate such allocated memory
Chris@10 5067 with a standard Fortran array pointer that you can then use normally.
Chris@10 5068
Chris@10 5069 We therefore recommend allocating all your input/output arrays using
Chris@10 5070 the following technique:
Chris@10 5071
Chris@10 5072 1. Declare a `pointer', `arr', to your array of the desired type and
Chris@10 5073 dimensions. For example, `real(C_DOUBLE), pointer :: a(:,:)' for
Chris@10 5074 a 2d real array, or `complex(C_DOUBLE_COMPLEX), pointer ::
Chris@10 5075 a(:,:,:)' for a 3d complex array.
Chris@10 5076
Chris@10 5077 2. The number of elements to allocate must be an `integer(C_SIZE_T)'.
Chris@10 5078 You can either declare a variable of this type, e.g.
Chris@10 5079 `integer(C_SIZE_T) :: sz', to store the number of elements to
Chris@10 5080 allocate, or you can use the `int(..., C_SIZE_T)' intrinsic
Chris@10 5081 function. e.g. set `sz = L * M * N' or use `int(L * M * N,
Chris@10 5082 C_SIZE_T)' for an L x M x N array.
Chris@10 5083
Chris@10 5084 3. Declare a `type(C_PTR) :: p' to hold the return value from FFTW's
Chris@10 5085 allocation routine. Set `p = fftw_alloc_real(sz)' for a real
Chris@10 5086 array, or `p = fftw_alloc_complex(sz)' for a complex array.
Chris@10 5087
Chris@10 5088 4. Associate your pointer `arr' with the allocated memory `p' using
Chris@10 5089 the standard `c_f_pointer' subroutine: `call c_f_pointer(p, arr,
Chris@10 5090 [...dimensions...])', where `[...dimensions...])' are an array of
Chris@10 5091 the dimensions of the array (in the usual Fortran order). e.g.
Chris@10 5092 `call c_f_pointer(p, arr, [L,M,N])' for an L x M x N array.
Chris@10 5093 (Alternatively, you can omit the dimensions argument if you
Chris@10 5094 specified the shape explicitly when declaring `arr'.) You can now
Chris@10 5095 use `arr' as a usual multidimensional array.
Chris@10 5096
Chris@10 5097 5. When you are done using the array, deallocate the memory by `call
Chris@10 5098 fftw_free(p)' on `p'.
Chris@10 5099
Chris@10 5100
Chris@10 5101 For example, here is how we would allocate an L x M 2d real array:
Chris@10 5102
Chris@10 5103 real(C_DOUBLE), pointer :: arr(:,:)
Chris@10 5104 type(C_PTR) :: p
Chris@10 5105 p = fftw_alloc_real(int(L * M, C_SIZE_T))
Chris@10 5106 call c_f_pointer(p, arr, [L,M])
Chris@10 5107 _...use arr and arr(i,j) as usual..._
Chris@10 5108 call fftw_free(p)
Chris@10 5109
Chris@10 5110 and here is an L x M x N 3d complex array:
Chris@10 5111
Chris@10 5112 complex(C_DOUBLE_COMPLEX), pointer :: arr(:,:,:)
Chris@10 5113 type(C_PTR) :: p
Chris@10 5114 p = fftw_alloc_complex(int(L * M * N, C_SIZE_T))
Chris@10 5115 call c_f_pointer(p, arr, [L,M,N])
Chris@10 5116 _...use arr and arr(i,j,k) as usual..._
Chris@10 5117 call fftw_free(p)
Chris@10 5118
Chris@10 5119 See *note Reversing array dimensions:: for an example allocating a
Chris@10 5120 single array and associating both real and complex array pointers with
Chris@10 5121 it, for in-place real-to-complex transforms.
Chris@10 5122
Chris@10 5123 
Chris@10 5124 File: fftw3.info, Node: Accessing the wisdom API from Fortran, Next: Defining an FFTW module, Prev: Allocating aligned memory in Fortran, Up: Calling FFTW from Modern Fortran
Chris@10 5125
Chris@10 5126 7.6 Accessing the wisdom API from Fortran
Chris@10 5127 =========================================
Chris@10 5128
Chris@10 5129 As explained in *note Words of Wisdom-Saving Plans::, FFTW provides a
Chris@10 5130 "wisdom" API for saving plans to disk so that they can be recreated
Chris@10 5131 quickly. The C API for exporting (*note Wisdom Export::) and importing
Chris@10 5132 (*note Wisdom Import::) wisdom is somewhat tricky to use from Fortran,
Chris@10 5133 however, because of differences in file I/O and string types between C
Chris@10 5134 and Fortran.
Chris@10 5135
Chris@10 5136 * Menu:
Chris@10 5137
Chris@10 5138 * Wisdom File Export/Import from Fortran::
Chris@10 5139 * Wisdom String Export/Import from Fortran::
Chris@10 5140 * Wisdom Generic Export/Import from Fortran::
Chris@10 5141
Chris@10 5142 
Chris@10 5143 File: fftw3.info, Node: Wisdom File Export/Import from Fortran, Next: Wisdom String Export/Import from Fortran, Prev: Accessing the wisdom API from Fortran, Up: Accessing the wisdom API from Fortran
Chris@10 5144
Chris@10 5145 7.6.1 Wisdom File Export/Import from Fortran
Chris@10 5146 --------------------------------------------
Chris@10 5147
Chris@10 5148 The easiest way to export and import wisdom is to do so using
Chris@10 5149 `fftw_export_wisdom_to_filename' and `fftw_wisdom_from_filename'. The
Chris@10 5150 only trick is that these require you to pass a C string, which is an
Chris@10 5151 array of type `CHARACTER(C_CHAR)' that is terminated by `C_NULL_CHAR'.
Chris@10 5152 You can call them like this:
Chris@10 5153
Chris@10 5154 integer(C_INT) :: ret
Chris@10 5155 ret = fftw_export_wisdom_to_filename(C_CHAR_'my_wisdom.dat' // C_NULL_CHAR)
Chris@10 5156 if (ret .eq. 0) stop 'error exporting wisdom to file'
Chris@10 5157 ret = fftw_import_wisdom_from_filename(C_CHAR_'my_wisdom.dat' // C_NULL_CHAR)
Chris@10 5158 if (ret .eq. 0) stop 'error importing wisdom from file'
Chris@10 5159
Chris@10 5160 Note that prepending `C_CHAR_' is needed to specify that the literal
Chris@10 5161 string is of kind `C_CHAR', and we null-terminate the string by
Chris@10 5162 appending `// C_NULL_CHAR'. These functions return an `integer(C_INT)'
Chris@10 5163 (`ret') which is `0' if an error occurred during export/import and
Chris@10 5164 nonzero otherwise.
Chris@10 5165
Chris@10 5166 It is also possible to use the lower-level routines
Chris@10 5167 `fftw_export_wisdom_to_file' and `fftw_import_wisdom_from_file', which
Chris@10 5168 accept parameters of the C type `FILE*', expressed in Fortran as
Chris@10 5169 `type(C_PTR)'. However, you are then responsible for creating the
Chris@10 5170 `FILE*' yourself. You can do this by using `iso_c_binding' to define
Chris@10 5171 Fortran intefaces for the C library functions `fopen' and `fclose',
Chris@10 5172 which is a bit strange in Fortran but workable.
Chris@10 5173
Chris@10 5174 
Chris@10 5175 File: fftw3.info, Node: Wisdom String Export/Import from Fortran, Next: Wisdom Generic Export/Import from Fortran, Prev: Wisdom File Export/Import from Fortran, Up: Accessing the wisdom API from Fortran
Chris@10 5176
Chris@10 5177 7.6.2 Wisdom String Export/Import from Fortran
Chris@10 5178 ----------------------------------------------
Chris@10 5179
Chris@10 5180 Dealing with FFTW's C string export/import is a bit more painful. In
Chris@10 5181 particular, the `fftw_export_wisdom_to_string' function requires you to
Chris@10 5182 deal with a dynamically allocated C string. To get its length, you
Chris@10 5183 must define an interface to the C `strlen' function, and to deallocate
Chris@10 5184 it you must define an interface to C `free':
Chris@10 5185
Chris@10 5186 use, intrinsic :: iso_c_binding
Chris@10 5187 interface
Chris@10 5188 integer(C_INT) function strlen(s) bind(C, name='strlen')
Chris@10 5189 import
Chris@10 5190 type(C_PTR), value :: s
Chris@10 5191 end function strlen
Chris@10 5192 subroutine free(p) bind(C, name='free')
Chris@10 5193 import
Chris@10 5194 type(C_PTR), value :: p
Chris@10 5195 end subroutine free
Chris@10 5196 end interface
Chris@10 5197
Chris@10 5198 Given these definitions, you can then export wisdom to a Fortran
Chris@10 5199 character array:
Chris@10 5200
Chris@10 5201 character(C_CHAR), pointer :: s(:)
Chris@10 5202 integer(C_SIZE_T) :: slen
Chris@10 5203 type(C_PTR) :: p
Chris@10 5204 p = fftw_export_wisdom_to_string()
Chris@10 5205 if (.not. c_associated(p)) stop 'error exporting wisdom'
Chris@10 5206 slen = strlen(p)
Chris@10 5207 call c_f_pointer(p, s, [slen+1])
Chris@10 5208 ...
Chris@10 5209 call free(p)
Chris@10 5210
Chris@10 5211 Note that `slen' is the length of the C string, but the length of
Chris@10 5212 the array is `slen+1' because it includes the terminating null
Chris@10 5213 character. (You can omit the `+1' if you don't want Fortran to know
Chris@10 5214 about the null character.) The standard `c_associated' function checks
Chris@10 5215 whether `p' is a null pointer, which is returned by
Chris@10 5216 `fftw_export_wisdom_to_string' if there was an error.
Chris@10 5217
Chris@10 5218 To import wisdom from a string, use `fftw_import_wisdom_from_string'
Chris@10 5219 as usual; note that the argument of this function must be a
Chris@10 5220 `character(C_CHAR)' that is terminated by the `C_NULL_CHAR' character,
Chris@10 5221 like the `s' array above.
Chris@10 5222
Chris@10 5223 
Chris@10 5224 File: fftw3.info, Node: Wisdom Generic Export/Import from Fortran, Prev: Wisdom String Export/Import from Fortran, Up: Accessing the wisdom API from Fortran
Chris@10 5225
Chris@10 5226 7.6.3 Wisdom Generic Export/Import from Fortran
Chris@10 5227 -----------------------------------------------
Chris@10 5228
Chris@10 5229 The most generic wisdom export/import functions allow you to provide an
Chris@10 5230 arbitrary callback function to read/write one character at a time in
Chris@10 5231 any way you want. However, your callback function must be written in a
Chris@10 5232 special way, using the `bind(C)' attribute to be passed to a C
Chris@10 5233 interface.
Chris@10 5234
Chris@10 5235 In particular, to call the generic wisdom export function
Chris@10 5236 `fftw_export_wisdom', you would write a callback subroutine of the form:
Chris@10 5237
Chris@10 5238 subroutine my_write_char(c, p) bind(C)
Chris@10 5239 use, intrinsic :: iso_c_binding
Chris@10 5240 character(C_CHAR), value :: c
Chris@10 5241 type(C_PTR), value :: p
Chris@10 5242 _...write c..._
Chris@10 5243 end subroutine my_write_char
Chris@10 5244
Chris@10 5245 Given such a subroutine (along with the corresponding interface
Chris@10 5246 definition), you could then export wisdom using:
Chris@10 5247
Chris@10 5248 call fftw_export_wisdom(c_funloc(my_write_char), p)
Chris@10 5249
Chris@10 5250 The standard `c_funloc' intrinsic converts a Fortran `bind(C)'
Chris@10 5251 subroutine into a C function pointer. The parameter `p' is a
Chris@10 5252 `type(C_PTR)' to any arbitrary data that you want to pass to
Chris@10 5253 `my_write_char' (or `C_NULL_PTR' if none). (Note that you can get a C
Chris@10 5254 pointer to Fortran data using the intrinsic `c_loc', and convert it
Chris@10 5255 back to a Fortran pointer in `my_write_char' using `c_f_pointer'.)
Chris@10 5256
Chris@10 5257 Similarly, to use the generic `fftw_import_wisdom', you would define
Chris@10 5258 a callback function of the form:
Chris@10 5259
Chris@10 5260 integer(C_INT) function my_read_char(p) bind(C)
Chris@10 5261 use, intrinsic :: iso_c_binding
Chris@10 5262 type(C_PTR), value :: p
Chris@10 5263 character :: c
Chris@10 5264 _...read a character c..._
Chris@10 5265 my_read_char = ichar(c, C_INT)
Chris@10 5266 end function my_read_char
Chris@10 5267
Chris@10 5268 ....
Chris@10 5269
Chris@10 5270 integer(C_INT) :: ret
Chris@10 5271 ret = fftw_import_wisdom(c_funloc(my_read_char), p)
Chris@10 5272 if (ret .eq. 0) stop 'error importing wisdom'
Chris@10 5273
Chris@10 5274 Your function can return `-1' if the end of the input is reached.
Chris@10 5275 Again, `p' is an arbitrary `type(C_PTR' that is passed through to your
Chris@10 5276 function. `fftw_import_wisdom' returns `0' if an error occurred and
Chris@10 5277 nonzero otherwise.
Chris@10 5278
Chris@10 5279 
Chris@10 5280 File: fftw3.info, Node: Defining an FFTW module, Prev: Accessing the wisdom API from Fortran, Up: Calling FFTW from Modern Fortran
Chris@10 5281
Chris@10 5282 7.7 Defining an FFTW module
Chris@10 5283 ===========================
Chris@10 5284
Chris@10 5285 Rather than using the `include' statement to include the `fftw3.f03'
Chris@10 5286 interface file in any subroutine where you want to use FFTW, you might
Chris@10 5287 prefer to define an FFTW Fortran module. FFTW does not install itself
Chris@10 5288 as a module, primarily because `fftw3.f03' can be shared between
Chris@10 5289 different Fortran compilers while modules (in general) cannot.
Chris@10 5290 However, it is trivial to define your own FFTW module if you want.
Chris@10 5291 Just create a file containing:
Chris@10 5292
Chris@10 5293 module FFTW3
Chris@10 5294 use, intrinsic :: iso_c_binding
Chris@10 5295 include 'fftw3.f03'
Chris@10 5296 end module
Chris@10 5297
Chris@10 5298 Compile this file into a module as usual for your compiler (e.g. with
Chris@10 5299 `gfortran -c' you will get a file `fftw3.mod'). Now, instead of
Chris@10 5300 `include 'fftw3.f03'', whenever you want to use FFTW routines you can
Chris@10 5301 just do:
Chris@10 5302
Chris@10 5303 use FFTW3
Chris@10 5304
Chris@10 5305 as usual for Fortran modules. (You still need to link to the FFTW
Chris@10 5306 library, of course.)
Chris@10 5307
Chris@10 5308 
Chris@10 5309 File: fftw3.info, Node: Calling FFTW from Legacy Fortran, Next: Upgrading from FFTW version 2, Prev: Calling FFTW from Modern Fortran, Up: Top
Chris@10 5310
Chris@10 5311 8 Calling FFTW from Legacy Fortran
Chris@10 5312 **********************************
Chris@10 5313
Chris@10 5314 This chapter describes the interface to FFTW callable by Fortran code
Chris@10 5315 in older compilers not supporting the Fortran 2003 C interoperability
Chris@10 5316 features (*note Calling FFTW from Modern Fortran::). This interface
Chris@10 5317 has the major disadvantage that it is not type-checked, so if you
Chris@10 5318 mistake the argument types or ordering then your program will not have
Chris@10 5319 any compiler errors, and will likely crash at runtime. So, greater
Chris@10 5320 care is needed. Also, technically interfacing older Fortran versions
Chris@10 5321 to C is nonstandard, but in practice we have found that the techniques
Chris@10 5322 used in this chapter have worked with all known Fortran compilers for
Chris@10 5323 many years.
Chris@10 5324
Chris@10 5325 The legacy Fortran interface differs from the C interface only in the
Chris@10 5326 prefix (`dfftw_' instead of `fftw_' in double precision) and a few
Chris@10 5327 other minor details. This Fortran interface is included in the FFTW
Chris@10 5328 libraries by default, unless a Fortran compiler isn't found on your
Chris@10 5329 system or `--disable-fortran' is included in the `configure' flags. We
Chris@10 5330 assume here that the reader is already familiar with the usage of FFTW
Chris@10 5331 in C, as described elsewhere in this manual.
Chris@10 5332
Chris@10 5333 The MPI parallel interface to FFTW is _not_ currently available to
Chris@10 5334 legacy Fortran.
Chris@10 5335
Chris@10 5336 * Menu:
Chris@10 5337
Chris@10 5338 * Fortran-interface routines::
Chris@10 5339 * FFTW Constants in Fortran::
Chris@10 5340 * FFTW Execution in Fortran::
Chris@10 5341 * Fortran Examples::
Chris@10 5342 * Wisdom of Fortran?::
Chris@10 5343
Chris@10 5344 
Chris@10 5345 File: fftw3.info, Node: Fortran-interface routines, Next: FFTW Constants in Fortran, Prev: Calling FFTW from Legacy Fortran, Up: Calling FFTW from Legacy Fortran
Chris@10 5346
Chris@10 5347 8.1 Fortran-interface routines
Chris@10 5348 ==============================
Chris@10 5349
Chris@10 5350 Nearly all of the FFTW functions have Fortran-callable equivalents.
Chris@10 5351 The name of the legacy Fortran routine is the same as that of the
Chris@10 5352 corresponding C routine, but with the `fftw_' prefix replaced by
Chris@10 5353 `dfftw_'.(1) The single and long-double precision versions use
Chris@10 5354 `sfftw_' and `lfftw_', respectively, instead of `fftwf_' and `fftwl_';
Chris@10 5355 quadruple precision (`real*16') is available on some systems as
Chris@10 5356 `fftwq_' (*note Precision::). (Note that `long double' on x86 hardware
Chris@10 5357 is usually at most 80-bit extended precision, _not_ quadruple
Chris@10 5358 precision.)
Chris@10 5359
Chris@10 5360 For the most part, all of the arguments to the functions are the
Chris@10 5361 same, with the following exceptions:
Chris@10 5362
Chris@10 5363 * `plan' variables (what would be of type `fftw_plan' in C), must be
Chris@10 5364 declared as a type that is at least as big as a pointer (address)
Chris@10 5365 on your machine. We recommend using `integer*8' everywhere, since
Chris@10 5366 this should always be big enough.
Chris@10 5367
Chris@10 5368 * Any function that returns a value (e.g. `fftw_plan_dft') is
Chris@10 5369 converted into a _subroutine_. The return value is converted into
Chris@10 5370 an additional _first_ parameter of this subroutine.(2)
Chris@10 5371
Chris@10 5372 * The Fortran routines expect multi-dimensional arrays to be in
Chris@10 5373 _column-major_ order, which is the ordinary format of Fortran
Chris@10 5374 arrays (*note Multi-dimensional Array Format::). They do this
Chris@10 5375 transparently and costlessly simply by reversing the order of the
Chris@10 5376 dimensions passed to FFTW, but this has one important consequence
Chris@10 5377 for multi-dimensional real-complex transforms, discussed below.
Chris@10 5378
Chris@10 5379 * Wisdom import and export is somewhat more tricky because one cannot
Chris@10 5380 easily pass files or strings between C and Fortran; see *note
Chris@10 5381 Wisdom of Fortran?::.
Chris@10 5382
Chris@10 5383 * Legacy Fortran cannot use the `fftw_malloc' dynamic-allocation
Chris@10 5384 routine. If you want to exploit the SIMD FFTW (*note SIMD
Chris@10 5385 alignment and fftw_malloc::), you'll need to figure out some other
Chris@10 5386 way to ensure that your arrays are at least 16-byte aligned.
Chris@10 5387
Chris@10 5388 * Since Fortran 77 does not have data structures, the `fftw_iodim'
Chris@10 5389 structure from the guru interface (*note Guru vector and transform
Chris@10 5390 sizes::) must be split into separate arguments. In particular, any
Chris@10 5391 `fftw_iodim' array arguments in the C guru interface become three
Chris@10 5392 integer array arguments (`n', `is', and `os') in the Fortran guru
Chris@10 5393 interface, all of whose lengths should be equal to the
Chris@10 5394 corresponding `rank' argument.
Chris@10 5395
Chris@10 5396 * The guru planner interface in Fortran does _not_ do any automatic
Chris@10 5397 translation between column-major and row-major; you are responsible
Chris@10 5398 for setting the strides etcetera to correspond to your Fortran
Chris@10 5399 arrays. However, as a slight bug that we are preserving for
Chris@10 5400 backwards compatibility, the `plan_guru_r2r' in Fortran _does_
Chris@10 5401 reverse the order of its `kind' array parameter, so the `kind'
Chris@10 5402 array of that routine should be in the reverse of the order of the
Chris@10 5403 iodim arrays (see above).
Chris@10 5404
Chris@10 5405
Chris@10 5406 In general, you should take care to use Fortran data types that
Chris@10 5407 correspond to (i.e. are the same size as) the C types used by FFTW. In
Chris@10 5408 practice, this correspondence is usually straightforward (i.e.
Chris@10 5409 `integer' corresponds to `int', `real' corresponds to `float',
Chris@10 5410 etcetera). The native Fortran double/single-precision complex type
Chris@10 5411 should be compatible with `fftw_complex'/`fftwf_complex'. Such simple
Chris@10 5412 correspondences are assumed in the examples below.
Chris@10 5413
Chris@10 5414 ---------- Footnotes ----------
Chris@10 5415
Chris@10 5416 (1) Technically, Fortran 77 identifiers are not allowed to have more
Chris@10 5417 than 6 characters, nor may they contain underscores. Any compiler that
Chris@10 5418 enforces this limitation doesn't deserve to link to FFTW.
Chris@10 5419
Chris@10 5420 (2) The reason for this is that some Fortran implementations seem to
Chris@10 5421 have trouble with C function return values, and vice versa.
Chris@10 5422
Chris@10 5423 
Chris@10 5424 File: fftw3.info, Node: FFTW Constants in Fortran, Next: FFTW Execution in Fortran, Prev: Fortran-interface routines, Up: Calling FFTW from Legacy Fortran
Chris@10 5425
Chris@10 5426 8.2 FFTW Constants in Fortran
Chris@10 5427 =============================
Chris@10 5428
Chris@10 5429 When creating plans in FFTW, a number of constants are used to specify
Chris@10 5430 options, such as `FFTW_MEASURE' or `FFTW_ESTIMATE'. The same constants
Chris@10 5431 must be used with the wrapper routines, but of course the C header
Chris@10 5432 files where the constants are defined can't be incorporated directly
Chris@10 5433 into Fortran code.
Chris@10 5434
Chris@10 5435 Instead, we have placed Fortran equivalents of the FFTW constant
Chris@10 5436 definitions in the file `fftw3.f', which can be found in the same
Chris@10 5437 directory as `fftw3.h'. If your Fortran compiler supports a
Chris@10 5438 preprocessor of some sort, you should be able to `include' or
Chris@10 5439 `#include' this file; otherwise, you can paste it directly into your
Chris@10 5440 code.
Chris@10 5441
Chris@10 5442 In C, you combine different flags (like `FFTW_PRESERVE_INPUT' and
Chris@10 5443 `FFTW_MEASURE') using the ``|'' operator; in Fortran you should just
Chris@10 5444 use ``+''. (Take care not to add in the same flag more than once,
Chris@10 5445 though. Alternatively, you can use the `ior' intrinsic function
Chris@10 5446 standardized in Fortran 95.)
Chris@10 5447
Chris@10 5448 
Chris@10 5449 File: fftw3.info, Node: FFTW Execution in Fortran, Next: Fortran Examples, Prev: FFTW Constants in Fortran, Up: Calling FFTW from Legacy Fortran
Chris@10 5450
Chris@10 5451 8.3 FFTW Execution in Fortran
Chris@10 5452 =============================
Chris@10 5453
Chris@10 5454 In C, in order to use a plan, one normally calls `fftw_execute', which
Chris@10 5455 executes the plan to perform the transform on the input/output arrays
Chris@10 5456 passed when the plan was created (*note Using Plans::). The
Chris@10 5457 corresponding subroutine call in legacy Fortran is:
Chris@10 5458 call dfftw_execute(plan)
Chris@10 5459
Chris@10 5460 However, we have had reports that this causes problems with some
Chris@10 5461 recent optimizing Fortran compilers. The problem is, because the
Chris@10 5462 input/output arrays are not passed as explicit arguments to
Chris@10 5463 `dfftw_execute', the semantics of Fortran (unlike C) allow the compiler
Chris@10 5464 to assume that the input/output arrays are not changed by
Chris@10 5465 `dfftw_execute'. As a consequence, certain compilers end up optimizing
Chris@10 5466 out or repositioning the call to `dfftw_execute', assuming incorrectly
Chris@10 5467 that it does nothing.
Chris@10 5468
Chris@10 5469 There are various workarounds to this, but the safest and simplest
Chris@10 5470 thing is to not use `dfftw_execute' in Fortran. Instead, use the
Chris@10 5471 functions described in *note New-array Execute Functions::, which take
Chris@10 5472 the input/output arrays as explicit arguments. For example, if the
Chris@10 5473 plan is for a complex-data DFT and was created for the arrays `in' and
Chris@10 5474 `out', you would do:
Chris@10 5475 call dfftw_execute_dft(plan, in, out)
Chris@10 5476
Chris@10 5477 There are a few things to be careful of, however:
Chris@10 5478
Chris@10 5479 * You must use the correct type of execute function, matching the way
Chris@10 5480 the plan was created. Complex DFT plans should use
Chris@10 5481 `dfftw_execute_dft', Real-input (r2c) DFT plans should use use
Chris@10 5482 `dfftw_execute_dft_r2c', and real-output (c2r) DFT plans should
Chris@10 5483 use `dfftw_execute_dft_c2r'. The various r2r plans should use
Chris@10 5484 `dfftw_execute_r2r'.
Chris@10 5485
Chris@10 5486 * You should normally pass the same input/output arrays that were
Chris@10 5487 used when creating the plan. This is always safe.
Chris@10 5488
Chris@10 5489 * _If_ you pass _different_ input/output arrays compared to those
Chris@10 5490 used when creating the plan, you must abide by all the
Chris@10 5491 restrictions of the new-array execute functions (*note New-array
Chris@10 5492 Execute Functions::). The most difficult of these, in Fortran, is
Chris@10 5493 the requirement that the new arrays have the same alignment as the
Chris@10 5494 original arrays, because there seems to be no way in legacy
Chris@10 5495 Fortran to obtain guaranteed-aligned arrays (analogous to
Chris@10 5496 `fftw_malloc' in C). You can, of course, use the `FFTW_UNALIGNED'
Chris@10 5497 flag when creating the plan, in which case the plan does not
Chris@10 5498 depend on the alignment, but this may sacrifice substantial
Chris@10 5499 performance on architectures (like x86) with SIMD instructions
Chris@10 5500 (*note SIMD alignment and fftw_malloc::).
Chris@10 5501
Chris@10 5502
Chris@10 5503 
Chris@10 5504 File: fftw3.info, Node: Fortran Examples, Next: Wisdom of Fortran?, Prev: FFTW Execution in Fortran, Up: Calling FFTW from Legacy Fortran
Chris@10 5505
Chris@10 5506 8.4 Fortran Examples
Chris@10 5507 ====================
Chris@10 5508
Chris@10 5509 In C, you might have something like the following to transform a
Chris@10 5510 one-dimensional complex array:
Chris@10 5511
Chris@10 5512 fftw_complex in[N], out[N];
Chris@10 5513 fftw_plan plan;
Chris@10 5514
Chris@10 5515 plan = fftw_plan_dft_1d(N,in,out,FFTW_FORWARD,FFTW_ESTIMATE);
Chris@10 5516 fftw_execute(plan);
Chris@10 5517 fftw_destroy_plan(plan);
Chris@10 5518
Chris@10 5519 In Fortran, you would use the following to accomplish the same thing:
Chris@10 5520
Chris@10 5521 double complex in, out
Chris@10 5522 dimension in(N), out(N)
Chris@10 5523 integer*8 plan
Chris@10 5524
Chris@10 5525 call dfftw_plan_dft_1d(plan,N,in,out,FFTW_FORWARD,FFTW_ESTIMATE)
Chris@10 5526 call dfftw_execute_dft(plan, in, out)
Chris@10 5527 call dfftw_destroy_plan(plan)
Chris@10 5528
Chris@10 5529 Notice how all routines are called as Fortran subroutines, and the
Chris@10 5530 plan is returned via the first argument to `dfftw_plan_dft_1d'. Notice
Chris@10 5531 also that we changed `fftw_execute' to `dfftw_execute_dft' (*note FFTW
Chris@10 5532 Execution in Fortran::). To do the same thing, but using 8 threads in
Chris@10 5533 parallel (*note Multi-threaded FFTW::), you would simply prefix these
Chris@10 5534 calls with:
Chris@10 5535
Chris@10 5536 integer iret
Chris@10 5537 call dfftw_init_threads(iret)
Chris@10 5538 call dfftw_plan_with_nthreads(8)
Chris@10 5539
Chris@10 5540 (You might want to check the value of `iret': if it is zero, it
Chris@10 5541 indicates an unlikely error during thread initialization.)
Chris@10 5542
Chris@10 5543 To transform a three-dimensional array in-place with C, you might do:
Chris@10 5544
Chris@10 5545 fftw_complex arr[L][M][N];
Chris@10 5546 fftw_plan plan;
Chris@10 5547
Chris@10 5548 plan = fftw_plan_dft_3d(L,M,N, arr,arr,
Chris@10 5549 FFTW_FORWARD, FFTW_ESTIMATE);
Chris@10 5550 fftw_execute(plan);
Chris@10 5551 fftw_destroy_plan(plan);
Chris@10 5552
Chris@10 5553 In Fortran, you would use this instead:
Chris@10 5554
Chris@10 5555 double complex arr
Chris@10 5556 dimension arr(L,M,N)
Chris@10 5557 integer*8 plan
Chris@10 5558
Chris@10 5559 call dfftw_plan_dft_3d(plan, L,M,N, arr,arr,
Chris@10 5560 & FFTW_FORWARD, FFTW_ESTIMATE)
Chris@10 5561 call dfftw_execute_dft(plan, arr, arr)
Chris@10 5562 call dfftw_destroy_plan(plan)
Chris@10 5563
Chris@10 5564 Note that we pass the array dimensions in the "natural" order in
Chris@10 5565 both C and Fortran.
Chris@10 5566
Chris@10 5567 To transform a one-dimensional real array in Fortran, you might do:
Chris@10 5568
Chris@10 5569 double precision in
Chris@10 5570 dimension in(N)
Chris@10 5571 double complex out
Chris@10 5572 dimension out(N/2 + 1)
Chris@10 5573 integer*8 plan
Chris@10 5574
Chris@10 5575 call dfftw_plan_dft_r2c_1d(plan,N,in,out,FFTW_ESTIMATE)
Chris@10 5576 call dfftw_execute_dft_r2c(plan, in, out)
Chris@10 5577 call dfftw_destroy_plan(plan)
Chris@10 5578
Chris@10 5579 To transform a two-dimensional real array, out of place, you might
Chris@10 5580 use the following:
Chris@10 5581
Chris@10 5582 double precision in
Chris@10 5583 dimension in(M,N)
Chris@10 5584 double complex out
Chris@10 5585 dimension out(M/2 + 1, N)
Chris@10 5586 integer*8 plan
Chris@10 5587
Chris@10 5588 call dfftw_plan_dft_r2c_2d(plan,M,N,in,out,FFTW_ESTIMATE)
Chris@10 5589 call dfftw_execute_dft_r2c(plan, in, out)
Chris@10 5590 call dfftw_destroy_plan(plan)
Chris@10 5591
Chris@10 5592 *Important:* Notice that it is the _first_ dimension of the complex
Chris@10 5593 output array that is cut in half in Fortran, rather than the last
Chris@10 5594 dimension as in C. This is a consequence of the interface routines
Chris@10 5595 reversing the order of the array dimensions passed to FFTW so that the
Chris@10 5596 Fortran program can use its ordinary column-major order.
Chris@10 5597
Chris@10 5598 
Chris@10 5599 File: fftw3.info, Node: Wisdom of Fortran?, Prev: Fortran Examples, Up: Calling FFTW from Legacy Fortran
Chris@10 5600
Chris@10 5601 8.5 Wisdom of Fortran?
Chris@10 5602 ======================
Chris@10 5603
Chris@10 5604 In this section, we discuss how one can import/export FFTW wisdom
Chris@10 5605 (saved plans) to/from a Fortran program; we assume that the reader is
Chris@10 5606 already familiar with wisdom, as described in *note Words of
Chris@10 5607 Wisdom-Saving Plans::.
Chris@10 5608
Chris@10 5609 The basic problem is that is difficult to (portably) pass files and
Chris@10 5610 strings between Fortran and C, so we cannot provide a direct Fortran
Chris@10 5611 equivalent to the `fftw_export_wisdom_to_file', etcetera, functions.
Chris@10 5612 Fortran interfaces _are_ provided for the functions that do not take
Chris@10 5613 file/string arguments, however: `dfftw_import_system_wisdom',
Chris@10 5614 `dfftw_import_wisdom', `dfftw_export_wisdom', and `dfftw_forget_wisdom'.
Chris@10 5615
Chris@10 5616 So, for example, to import the system-wide wisdom, you would do:
Chris@10 5617
Chris@10 5618 integer isuccess
Chris@10 5619 call dfftw_import_system_wisdom(isuccess)
Chris@10 5620
Chris@10 5621 As usual, the C return value is turned into a first parameter;
Chris@10 5622 `isuccess' is non-zero on success and zero on failure (e.g. if there is
Chris@10 5623 no system wisdom installed).
Chris@10 5624
Chris@10 5625 If you want to import/export wisdom from/to an arbitrary file or
Chris@10 5626 elsewhere, you can employ the generic `dfftw_import_wisdom' and
Chris@10 5627 `dfftw_export_wisdom' functions, for which you must supply a subroutine
Chris@10 5628 to read/write one character at a time. The FFTW package contains an
Chris@10 5629 example file `doc/f77_wisdom.f' demonstrating how to implement
Chris@10 5630 `import_wisdom_from_file' and `export_wisdom_to_file' subroutines in
Chris@10 5631 this way. (These routines cannot be compiled into the FFTW library
Chris@10 5632 itself, lest all FFTW-using programs be required to link with the
Chris@10 5633 Fortran I/O library.)
Chris@10 5634
Chris@10 5635 
Chris@10 5636 File: fftw3.info, Node: Upgrading from FFTW version 2, Next: Installation and Customization, Prev: Calling FFTW from Legacy Fortran, Up: Top
Chris@10 5637
Chris@10 5638 9 Upgrading from FFTW version 2
Chris@10 5639 *******************************
Chris@10 5640
Chris@10 5641 In this chapter, we outline the process for updating codes designed for
Chris@10 5642 the older FFTW 2 interface to work with FFTW 3. The interface for FFTW
Chris@10 5643 3 is not backwards-compatible with the interface for FFTW 2 and earlier
Chris@10 5644 versions; codes written to use those versions will fail to link with
Chris@10 5645 FFTW 3. Nor is it possible to write "compatibility wrappers" to bridge
Chris@10 5646 the gap (at least not efficiently), because FFTW 3 has different
Chris@10 5647 semantics from previous versions. However, upgrading should be a
Chris@10 5648 straightforward process because the data formats are identical and the
Chris@10 5649 overall style of planning/execution is essentially the same.
Chris@10 5650
Chris@10 5651 Unlike FFTW 2, there are no separate header files for real and
Chris@10 5652 complex transforms (or even for different precisions) in FFTW 3; all
Chris@10 5653 interfaces are defined in the `<fftw3.h>' header file.
Chris@10 5654
Chris@10 5655 Numeric Types
Chris@10 5656 =============
Chris@10 5657
Chris@10 5658 The main difference in data types is that `fftw_complex' in FFTW 2 was
Chris@10 5659 defined as a `struct' with macros `c_re' and `c_im' for accessing the
Chris@10 5660 real/imaginary parts. (This is binary-compatible with FFTW 3 on any
Chris@10 5661 machine except perhaps for some older Crays in single precision.) The
Chris@10 5662 equivalent macros for FFTW 3 are:
Chris@10 5663
Chris@10 5664 #define c_re(c) ((c)[0])
Chris@10 5665 #define c_im(c) ((c)[1])
Chris@10 5666
Chris@10 5667 This does not work if you are using the C99 complex type, however,
Chris@10 5668 unless you insert a `double*' typecast into the above macros (*note
Chris@10 5669 Complex numbers::).
Chris@10 5670
Chris@10 5671 Also, FFTW 2 had an `fftw_real' typedef that was an alias for
Chris@10 5672 `double' (in double precision). In FFTW 3 you should just use `double'
Chris@10 5673 (or whatever precision you are employing).
Chris@10 5674
Chris@10 5675 Plans
Chris@10 5676 =====
Chris@10 5677
Chris@10 5678 The major difference between FFTW 2 and FFTW 3 is in the
Chris@10 5679 planning/execution division of labor. In FFTW 2, plans were found for a
Chris@10 5680 given transform size and type, and then could be applied to _any_
Chris@10 5681 arrays and for _any_ multiplicity/stride parameters. In FFTW 3, you
Chris@10 5682 specify the particular arrays, stride parameters, etcetera when
Chris@10 5683 creating the plan, and the plan is then executed for _those_ arrays
Chris@10 5684 (unless the guru interface is used) and _those_ parameters _only_.
Chris@10 5685 (FFTW 2 had "specific planner" routines that planned for a particular
Chris@10 5686 array and stride, but the plan could still be used for other arrays and
Chris@10 5687 strides.) That is, much of the information that was formerly specified
Chris@10 5688 at execution time is now specified at planning time.
Chris@10 5689
Chris@10 5690 Like FFTW 2's specific planner routines, the FFTW 3 planner
Chris@10 5691 overwrites the input/output arrays unless you use `FFTW_ESTIMATE'.
Chris@10 5692
Chris@10 5693 FFTW 2 had separate data types `fftw_plan', `fftwnd_plan',
Chris@10 5694 `rfftw_plan', and `rfftwnd_plan' for complex and real one- and
Chris@10 5695 multi-dimensional transforms, and each type had its own `destroy'
Chris@10 5696 function. In FFTW 3, all plans are of type `fftw_plan' and all are
Chris@10 5697 destroyed by `fftw_destroy_plan(plan)'.
Chris@10 5698
Chris@10 5699 Where you formerly used `fftw_create_plan' and `fftw_one' to plan
Chris@10 5700 and compute a single 1d transform, you would now use `fftw_plan_dft_1d'
Chris@10 5701 to plan the transform. If you used the generic `fftw' function to
Chris@10 5702 execute the transform with multiplicity (`howmany') and stride
Chris@10 5703 parameters, you would now use the advanced interface
Chris@10 5704 `fftw_plan_many_dft' to specify those parameters. The plans are now
Chris@10 5705 executed with `fftw_execute(plan)', which takes all of its parameters
Chris@10 5706 (including the input/output arrays) from the plan.
Chris@10 5707
Chris@10 5708 In-place transforms no longer interpret their output argument as
Chris@10 5709 scratch space, nor is there an `FFTW_IN_PLACE' flag. You simply pass
Chris@10 5710 the same pointer for both the input and output arguments. (Previously,
Chris@10 5711 the output `ostride' and `odist' parameters were ignored for in-place
Chris@10 5712 transforms; now, if they are specified via the advanced interface, they
Chris@10 5713 are significant even in the in-place case, although they should
Chris@10 5714 normally equal the corresponding input parameters.)
Chris@10 5715
Chris@10 5716 The `FFTW_ESTIMATE' and `FFTW_MEASURE' flags have the same meaning
Chris@10 5717 as before, although the planning time will differ. You may also
Chris@10 5718 consider using `FFTW_PATIENT', which is like `FFTW_MEASURE' except that
Chris@10 5719 it takes more time in order to consider a wider variety of algorithms.
Chris@10 5720
Chris@10 5721 For multi-dimensional complex DFTs, instead of `fftwnd_create_plan'
Chris@10 5722 (or `fftw2d_create_plan' or `fftw3d_create_plan'), followed by
Chris@10 5723 `fftwnd_one', you would use `fftw_plan_dft' (or `fftw_plan_dft_2d' or
Chris@10 5724 `fftw_plan_dft_3d'). followed by `fftw_execute'. If you used `fftwnd'
Chris@10 5725 to to specify strides etcetera, you would instead specify these via
Chris@10 5726 `fftw_plan_many_dft'.
Chris@10 5727
Chris@10 5728 The analogues to `rfftw_create_plan' and `rfftw_one' with
Chris@10 5729 `FFTW_REAL_TO_COMPLEX' or `FFTW_COMPLEX_TO_REAL' directions are
Chris@10 5730 `fftw_plan_r2r_1d' with kind `FFTW_R2HC' or `FFTW_HC2R', followed by
Chris@10 5731 `fftw_execute'. The stride etcetera arguments of `rfftw' are now in
Chris@10 5732 `fftw_plan_many_r2r'.
Chris@10 5733
Chris@10 5734 Instead of `rfftwnd_create_plan' (or `rfftw2d_create_plan' or
Chris@10 5735 `rfftw3d_create_plan') followed by `rfftwnd_one_real_to_complex' or
Chris@10 5736 `rfftwnd_one_complex_to_real', you now use `fftw_plan_dft_r2c' (or
Chris@10 5737 `fftw_plan_dft_r2c_2d' or `fftw_plan_dft_r2c_3d') or
Chris@10 5738 `fftw_plan_dft_c2r' (or `fftw_plan_dft_c2r_2d' or
Chris@10 5739 `fftw_plan_dft_c2r_3d'), respectively, followed by `fftw_execute'. As
Chris@10 5740 usual, the strides etcetera of `rfftwnd_real_to_complex' or
Chris@10 5741 `rfftwnd_complex_to_real' are no specified in the advanced planner
Chris@10 5742 routines, `fftw_plan_many_dft_r2c' or `fftw_plan_many_dft_c2r'.
Chris@10 5743
Chris@10 5744 Wisdom
Chris@10 5745 ======
Chris@10 5746
Chris@10 5747 In FFTW 2, you had to supply the `FFTW_USE_WISDOM' flag in order to use
Chris@10 5748 wisdom; in FFTW 3, wisdom is always used. (You could simulate the FFTW
Chris@10 5749 2 wisdom-less behavior by calling `fftw_forget_wisdom' after every
Chris@10 5750 planner call.)
Chris@10 5751
Chris@10 5752 The FFTW 3 wisdom import/export routines are almost the same as
Chris@10 5753 before (although the storage format is entirely different). There is
Chris@10 5754 one significant difference, however. In FFTW 2, the import routines
Chris@10 5755 would never read past the end of the wisdom, so you could store extra
Chris@10 5756 data beyond the wisdom in the same file, for example. In FFTW 3, the
Chris@10 5757 file-import routine may read up to a few hundred bytes past the end of
Chris@10 5758 the wisdom, so you cannot store other data just beyond it.(1)
Chris@10 5759
Chris@10 5760 Wisdom has been enhanced by additional humility in FFTW 3: whereas
Chris@10 5761 FFTW 2 would re-use wisdom for a given transform size regardless of the
Chris@10 5762 stride etc., in FFTW 3 wisdom is only used with the strides etc. for
Chris@10 5763 which it was created. Unfortunately, this means FFTW 3 has to create
Chris@10 5764 new plans from scratch more often than FFTW 2 (in FFTW 2, planning e.g.
Chris@10 5765 one transform of size 1024 also created wisdom for all smaller powers
Chris@10 5766 of 2, but this no longer occurs).
Chris@10 5767
Chris@10 5768 FFTW 3 also has the new routine `fftw_import_system_wisdom' to
Chris@10 5769 import wisdom from a standard system-wide location.
Chris@10 5770
Chris@10 5771 Memory allocation
Chris@10 5772 =================
Chris@10 5773
Chris@10 5774 In FFTW 3, we recommend allocating your arrays with `fftw_malloc' and
Chris@10 5775 deallocating them with `fftw_free'; this is not required, but allows
Chris@10 5776 optimal performance when SIMD acceleration is used. (Those two
Chris@10 5777 functions actually existed in FFTW 2, and worked the same way, but were
Chris@10 5778 not documented.)
Chris@10 5779
Chris@10 5780 In FFTW 2, there were `fftw_malloc_hook' and `fftw_free_hook'
Chris@10 5781 functions that allowed the user to replace FFTW's memory-allocation
Chris@10 5782 routines (e.g. to implement different error-handling, since by default
Chris@10 5783 FFTW prints an error message and calls `exit' to abort the program if
Chris@10 5784 `malloc' returns `NULL'). These hooks are not supported in FFTW 3;
Chris@10 5785 those few users who require this functionality can just directly modify
Chris@10 5786 the memory-allocation routines in FFTW (they are defined in
Chris@10 5787 `kernel/alloc.c').
Chris@10 5788
Chris@10 5789 Fortran interface
Chris@10 5790 =================
Chris@10 5791
Chris@10 5792 In FFTW 2, the subroutine names were obtained by replacing `fftw_' with
Chris@10 5793 `fftw_f77'; in FFTW 3, you replace `fftw_' with `dfftw_' (or `sfftw_'
Chris@10 5794 or `lfftw_', depending upon the precision).
Chris@10 5795
Chris@10 5796 In FFTW 3, we have begun recommending that you always declare the
Chris@10 5797 type used to store plans as `integer*8'. (Too many people didn't notice
Chris@10 5798 our instruction to switch from `integer' to `integer*8' for 64-bit
Chris@10 5799 machines.)
Chris@10 5800
Chris@10 5801 In FFTW 3, we provide a `fftw3.f' "header file" to include in your
Chris@10 5802 code (and which is officially installed on Unix systems). (In FFTW 2,
Chris@10 5803 we supplied a `fftw_f77.i' file, but it was not installed.)
Chris@10 5804
Chris@10 5805 Otherwise, the C-Fortran interface relationship is much the same as
Chris@10 5806 it was before (e.g. return values become initial parameters, and
Chris@10 5807 multi-dimensional arrays are in column-major order). Unlike FFTW 2, we
Chris@10 5808 do provide some support for wisdom import/export in Fortran (*note
Chris@10 5809 Wisdom of Fortran?::).
Chris@10 5810
Chris@10 5811 Threads
Chris@10 5812 =======
Chris@10 5813
Chris@10 5814 Like FFTW 2, only the execution routines are thread-safe. All planner
Chris@10 5815 routines, etcetera, should be called by only a single thread at a time
Chris@10 5816 (*note Thread safety::). _Unlike_ FFTW 2, there is no special
Chris@10 5817 `FFTW_THREADSAFE' flag for the planner to allow a given plan to be
Chris@10 5818 usable by multiple threads in parallel; this is now the case by default.
Chris@10 5819
Chris@10 5820 The multi-threaded version of FFTW 2 required you to pass the number
Chris@10 5821 of threads each time you execute the transform. The number of threads
Chris@10 5822 is now stored in the plan, and is specified before the planner is
Chris@10 5823 called by `fftw_plan_with_nthreads'. The threads initialization
Chris@10 5824 routine used to be called `fftw_threads_init' and would return zero on
Chris@10 5825 success; the new routine is called `fftw_init_threads' and returns zero
Chris@10 5826 on failure. *Note Multi-threaded FFTW::.
Chris@10 5827
Chris@10 5828 There is no separate threads header file in FFTW 3; all the function
Chris@10 5829 prototypes are in `<fftw3.h>'. However, you still have to link to a
Chris@10 5830 separate library (`-lfftw3_threads -lfftw3 -lm' on Unix), as well as to
Chris@10 5831 the threading library (e.g. POSIX threads on Unix).
Chris@10 5832
Chris@10 5833 ---------- Footnotes ----------
Chris@10 5834
Chris@10 5835 (1) We do our own buffering because GNU libc I/O routines are
Chris@10 5836 horribly slow for single-character I/O, apparently for thread-safety
Chris@10 5837 reasons (whether you are using threads or not).
Chris@10 5838
Chris@10 5839 
Chris@10 5840 File: fftw3.info, Node: Installation and Customization, Next: Acknowledgments, Prev: Upgrading from FFTW version 2, Up: Top
Chris@10 5841
Chris@10 5842 10 Installation and Customization
Chris@10 5843 *********************************
Chris@10 5844
Chris@10 5845 This chapter describes the installation and customization of FFTW, the
Chris@10 5846 latest version of which may be downloaded from the FFTW home page
Chris@10 5847 (http://www.fftw.org).
Chris@10 5848
Chris@10 5849 In principle, FFTW should work on any system with an ANSI C compiler
Chris@10 5850 (`gcc' is fine). However, planner time is drastically reduced if FFTW
Chris@10 5851 can exploit a hardware cycle counter; FFTW comes with cycle-counter
Chris@10 5852 support for all modern general-purpose CPUs, but you may need to add a
Chris@10 5853 couple of lines of code if your compiler is not yet supported (*note
Chris@10 5854 Cycle Counters::). (On Unix, there will be a warning at the end of the
Chris@10 5855 `configure' output if no cycle counter is found.)
Chris@10 5856
Chris@10 5857 Installation of FFTW is simplest if you have a Unix or a GNU system,
Chris@10 5858 such as GNU/Linux, and we describe this case in the first section below,
Chris@10 5859 including the use of special configuration options to e.g. install
Chris@10 5860 different precisions or exploit optimizations for particular
Chris@10 5861 architectures (e.g. SIMD). Compilation on non-Unix systems is a more
Chris@10 5862 manual process, but we outline the procedure in the second section. It
Chris@10 5863 is also likely that pre-compiled binaries will be available for popular
Chris@10 5864 systems.
Chris@10 5865
Chris@10 5866 Finally, we describe how you can customize FFTW for particular needs
Chris@10 5867 by generating _codelets_ for fast transforms of sizes not supported
Chris@10 5868 efficiently by the standard FFTW distribution.
Chris@10 5869
Chris@10 5870 * Menu:
Chris@10 5871
Chris@10 5872 * Installation on Unix::
Chris@10 5873 * Installation on non-Unix systems::
Chris@10 5874 * Cycle Counters::
Chris@10 5875 * Generating your own code::
Chris@10 5876
Chris@10 5877 
Chris@10 5878 File: fftw3.info, Node: Installation on Unix, Next: Installation on non-Unix systems, Prev: Installation and Customization, Up: Installation and Customization
Chris@10 5879
Chris@10 5880 10.1 Installation on Unix
Chris@10 5881 =========================
Chris@10 5882
Chris@10 5883 FFTW comes with a `configure' program in the GNU style. Installation
Chris@10 5884 can be as simple as:
Chris@10 5885
Chris@10 5886 ./configure
Chris@10 5887 make
Chris@10 5888 make install
Chris@10 5889
Chris@10 5890 This will build the uniprocessor complex and real transform libraries
Chris@10 5891 along with the test programs. (We recommend that you use GNU `make' if
Chris@10 5892 it is available; on some systems it is called `gmake'.) The "`make
Chris@10 5893 install'" command installs the fftw and rfftw libraries in standard
Chris@10 5894 places, and typically requires root privileges (unless you specify a
Chris@10 5895 different install directory with the `--prefix' flag to `configure').
Chris@10 5896 You can also type "`make check'" to put the FFTW test programs through
Chris@10 5897 their paces. If you have problems during configuration or compilation,
Chris@10 5898 you may want to run "`make distclean'" before trying again; this
Chris@10 5899 ensures that you don't have any stale files left over from previous
Chris@10 5900 compilation attempts.
Chris@10 5901
Chris@10 5902 The `configure' script chooses the `gcc' compiler by default, if it
Chris@10 5903 is available; you can select some other compiler with:
Chris@10 5904 ./configure CC="<the name of your C compiler>"
Chris@10 5905
Chris@10 5906 The `configure' script knows good `CFLAGS' (C compiler flags) for a
Chris@10 5907 few systems. If your system is not known, the `configure' script will
Chris@10 5908 print out a warning. In this case, you should re-configure FFTW with
Chris@10 5909 the command
Chris@10 5910 ./configure CFLAGS="<write your CFLAGS here>"
Chris@10 5911 and then compile as usual. If you do find an optimal set of
Chris@10 5912 `CFLAGS' for your system, please let us know what they are (along with
Chris@10 5913 the output of `config.guess') so that we can include them in future
Chris@10 5914 releases.
Chris@10 5915
Chris@10 5916 `configure' supports all the standard flags defined by the GNU
Chris@10 5917 Coding Standards; see the `INSTALL' file in FFTW or the GNU web page
Chris@10 5918 (http://www.gnu.org/prep/standards/html_node/index.html). Note
Chris@10 5919 especially `--help' to list all flags and `--enable-shared' to create
Chris@10 5920 shared, rather than static, libraries. `configure' also accepts a few
Chris@10 5921 FFTW-specific flags, particularly:
Chris@10 5922
Chris@10 5923 * `--enable-float': Produces a single-precision version of FFTW
Chris@10 5924 (`float') instead of the default double-precision (`double').
Chris@10 5925 *Note Precision::.
Chris@10 5926
Chris@10 5927 * `--enable-long-double': Produces a long-double precision version of
Chris@10 5928 FFTW (`long double') instead of the default double-precision
Chris@10 5929 (`double'). The `configure' script will halt with an error
Chris@10 5930 message if `long double' is the same size as `double' on your
Chris@10 5931 machine/compiler. *Note Precision::.
Chris@10 5932
Chris@10 5933 * `--enable-quad-precision': Produces a quadruple-precision version
Chris@10 5934 of FFTW using the nonstandard `__float128' type provided by `gcc'
Chris@10 5935 4.6 or later on x86, x86-64, and Itanium architectures, instead of
Chris@10 5936 the default double-precision (`double'). The `configure' script
Chris@10 5937 will halt with an error message if the compiler is not `gcc'
Chris@10 5938 version 4.6 or later or if `gcc''s `libquadmath' library is not
Chris@10 5939 installed. *Note Precision::.
Chris@10 5940
Chris@10 5941 * `--enable-threads': Enables compilation and installation of the
Chris@10 5942 FFTW threads library (*note Multi-threaded FFTW::), which provides
Chris@10 5943 a simple interface to parallel transforms for SMP systems. By
Chris@10 5944 default, the threads routines are not compiled.
Chris@10 5945
Chris@10 5946 * `--enable-openmp': Like `--enable-threads', but using OpenMP
Chris@10 5947 compiler directives in order to induce parallelism rather than
Chris@10 5948 spawning its own threads directly, and installing an `fftw3_omp'
Chris@10 5949 library rather than an `fftw3_threads' library (*note
Chris@10 5950 Multi-threaded FFTW::). You can use both `--enable-openmp' and
Chris@10 5951 `--enable-threads' since they compile/install libraries with
Chris@10 5952 different names. By default, the OpenMP routines are not compiled.
Chris@10 5953
Chris@10 5954 * `--with-combined-threads': By default, if `--enable-threads' is
Chris@10 5955 used, the threads support is compiled into a separate library that
Chris@10 5956 must be linked in addition to the main FFTW library. This is so
Chris@10 5957 that users of the serial library do not need to link the system
Chris@10 5958 threads libraries. If `--with-combined-threads' is specified,
Chris@10 5959 however, then no separate threads library is created, and threads
Chris@10 5960 are included in the main FFTW library. This is mainly useful
Chris@10 5961 under Windows, where no system threads library is required and
Chris@10 5962 inter-library dependencies are problematic.
Chris@10 5963
Chris@10 5964 * `--enable-mpi': Enables compilation and installation of the FFTW
Chris@10 5965 MPI library (*note Distributed-memory FFTW with MPI::), which
Chris@10 5966 provides parallel transforms for distributed-memory systems with
Chris@10 5967 MPI. (By default, the MPI routines are not compiled.) *Note FFTW
Chris@10 5968 MPI Installation::.
Chris@10 5969
Chris@10 5970 * `--disable-fortran': Disables inclusion of legacy-Fortran wrapper
Chris@10 5971 routines (*note Calling FFTW from Legacy Fortran::) in the standard
Chris@10 5972 FFTW libraries. These wrapper routines increase the library size
Chris@10 5973 by only a negligible amount, so they are included by default as
Chris@10 5974 long as the `configure' script finds a Fortran compiler on your
Chris@10 5975 system. (To specify a particular Fortran compiler foo, pass
Chris@10 5976 `F77='foo to `configure'.)
Chris@10 5977
Chris@10 5978 * `--with-g77-wrappers': By default, when Fortran wrappers are
Chris@10 5979 included, the wrappers employ the linking conventions of the
Chris@10 5980 Fortran compiler detected by the `configure' script. If this
Chris@10 5981 compiler is GNU `g77', however, then _two_ versions of the
Chris@10 5982 wrappers are included: one with `g77''s idiosyncratic convention
Chris@10 5983 of appending two underscores to identifiers, and one with the more
Chris@10 5984 common convention of appending only a single underscore. This
Chris@10 5985 way, the same FFTW library will work with both `g77' and other
Chris@10 5986 Fortran compilers, such as GNU `gfortran'. However, the converse
Chris@10 5987 is not true: if you configure with a different compiler, then the
Chris@10 5988 `g77'-compatible wrappers are not included. By specifying
Chris@10 5989 `--with-g77-wrappers', the `g77'-compatible wrappers are included
Chris@10 5990 in addition to wrappers for whatever Fortran compiler `configure'
Chris@10 5991 finds.
Chris@10 5992
Chris@10 5993 * `--with-slow-timer': Disables the use of hardware cycle counters,
Chris@10 5994 and falls back on `gettimeofday' or `clock'. This greatly worsens
Chris@10 5995 performance, and should generally not be used (unless you don't
Chris@10 5996 have a cycle counter but still really want an optimized plan
Chris@10 5997 regardless of the time). *Note Cycle Counters::.
Chris@10 5998
Chris@10 5999 * `--enable-sse', `--enable-sse2', `--enable-avx',
Chris@10 6000 `--enable-altivec', `--enable-neon': Enable the compilation of
Chris@10 6001 SIMD code for SSE (Pentium III+), SSE2 (Pentium IV+), AVX (Sandy
Chris@10 6002 Bridge, Interlagos), AltiVec (PowerPC G4+), NEON (some ARM
Chris@10 6003 processors). SSE, AltiVec, and NEON only work with
Chris@10 6004 `--enable-float' (above). SSE2 works in both single and double
Chris@10 6005 precision (and is simply SSE in single precision). The resulting
Chris@10 6006 code will _still work_ on earlier CPUs lacking the SIMD extensions
Chris@10 6007 (SIMD is automatically disabled, although the FFTW library is
Chris@10 6008 still larger).
Chris@10 6009 - These options require a compiler supporting SIMD extensions,
Chris@10 6010 and compiler support is always a bit flaky: see the FFTW FAQ
Chris@10 6011 for a list of compiler versions that have problems compiling
Chris@10 6012 FFTW.
Chris@10 6013
Chris@10 6014 - With AltiVec and `gcc', you may have to use the
Chris@10 6015 `-mabi=altivec' option when compiling any code that links to
Chris@10 6016 FFTW, in order to properly align the stack; otherwise, FFTW
Chris@10 6017 could crash when it tries to use an AltiVec feature. (This
Chris@10 6018 is not necessary on MacOS X.)
Chris@10 6019
Chris@10 6020 - With SSE/SSE2 and `gcc', you should use a version of gcc that
Chris@10 6021 properly aligns the stack when compiling any code that links
Chris@10 6022 to FFTW. By default, `gcc' 2.95 and later versions align the
Chris@10 6023 stack as needed, but you should not compile FFTW with the
Chris@10 6024 `-Os' option or the `-mpreferred-stack-boundary' option with
Chris@10 6025 an argument less than 4.
Chris@10 6026
Chris@10 6027 - Because of the large variety of ARM processors and ABIs, FFTW
Chris@10 6028 does not attempt to guess the correct `gcc' flags for
Chris@10 6029 generating NEON code. In general, you will have to provide
Chris@10 6030 them on the command line. This command line is known to have
Chris@10 6031 worked at least once:
Chris@10 6032 ./configure --with-slow-timer --host=arm-linux-gnueabi \
Chris@10 6033 --enable-single --enable-neon \
Chris@10 6034 "CC=arm-linux-gnueabi-gcc -march=armv7-a -mfloat-abi=softfp"
Chris@10 6035
Chris@10 6036
Chris@10 6037 To force `configure' to use a particular C compiler foo (instead of
Chris@10 6038 the default, usually `gcc'), pass `CC='foo to the `configure' script;
Chris@10 6039 you may also need to set the flags via the variable `CFLAGS' as
Chris@10 6040 described above.
Chris@10 6041
Chris@10 6042 
Chris@10 6043 File: fftw3.info, Node: Installation on non-Unix systems, Next: Cycle Counters, Prev: Installation on Unix, Up: Installation and Customization
Chris@10 6044
Chris@10 6045 10.2 Installation on non-Unix systems
Chris@10 6046 =====================================
Chris@10 6047
Chris@10 6048 It should be relatively straightforward to compile FFTW even on non-Unix
Chris@10 6049 systems lacking the niceties of a `configure' script. Basically, you
Chris@10 6050 need to edit the `config.h' header (copy it from `config.h.in') to
Chris@10 6051 `#define' the various options and compiler characteristics, and then
Chris@10 6052 compile all the `.c' files in the relevant directories.
Chris@10 6053
Chris@10 6054 The `config.h' header contains about 100 options to set, each one
Chris@10 6055 initially an `#undef', each documented with a comment, and most of them
Chris@10 6056 fairly obvious. For most of the options, you should simply `#define'
Chris@10 6057 them to `1' if they are applicable, although a few options require a
Chris@10 6058 particular value (e.g. `SIZEOF_LONG_LONG' should be defined to the size
Chris@10 6059 of the `long long' type, in bytes, or zero if it is not supported). We
Chris@10 6060 will likely post some sample `config.h' files for various operating
Chris@10 6061 systems and compilers for you to use (at least as a starting point).
Chris@10 6062 Please let us know if you have to hand-create a configuration file
Chris@10 6063 (and/or a pre-compiled binary) that you want to share.
Chris@10 6064
Chris@10 6065 To create the FFTW library, you will then need to compile all of the
Chris@10 6066 `.c' files in the `kernel', `dft', `dft/scalar', `dft/scalar/codelets',
Chris@10 6067 `rdft', `rdft/scalar', `rdft/scalar/r2cf', `rdft/scalar/r2cb',
Chris@10 6068 `rdft/scalar/r2r', `reodft', and `api' directories. If you are
Chris@10 6069 compiling with SIMD support (e.g. you defined `HAVE_SSE2' in
Chris@10 6070 `config.h'), then you also need to compile the `.c' files in the
Chris@10 6071 `simd-support', `{dft,rdft}/simd', `{dft,rdft}/simd/*' directories.
Chris@10 6072
Chris@10 6073 Once these files are all compiled, link them into a library, or a
Chris@10 6074 shared library, or directly into your program.
Chris@10 6075
Chris@10 6076 To compile the FFTW test program, additionally compile the code in
Chris@10 6077 the `libbench2/' directory, and link it into a library. Then compile
Chris@10 6078 the code in the `tests/' directory and link it to the `libbench2' and
Chris@10 6079 FFTW libraries. To compile the `fftw-wisdom' (command-line) tool
Chris@10 6080 (*note Wisdom Utilities::), compile `tools/fftw-wisdom.c' and link it
Chris@10 6081 to the `libbench2' and FFTW libraries
Chris@10 6082
Chris@10 6083 
Chris@10 6084 File: fftw3.info, Node: Cycle Counters, Next: Generating your own code, Prev: Installation on non-Unix systems, Up: Installation and Customization
Chris@10 6085
Chris@10 6086 10.3 Cycle Counters
Chris@10 6087 ===================
Chris@10 6088
Chris@10 6089 FFTW's planner actually executes and times different possible FFT
Chris@10 6090 algorithms in order to pick the fastest plan for a given n. In order
Chris@10 6091 to do this in as short a time as possible, however, the timer must have
Chris@10 6092 a very high resolution, and to accomplish this we employ the hardware
Chris@10 6093 "cycle counters" that are available on most CPUs. Currently, FFTW
Chris@10 6094 supports the cycle counters on x86, PowerPC/POWER, Alpha, UltraSPARC
Chris@10 6095 (SPARC v9), IA64, PA-RISC, and MIPS processors.
Chris@10 6096
Chris@10 6097 Access to the cycle counters, unfortunately, is a compiler and/or
Chris@10 6098 operating-system dependent task, often requiring inline assembly
Chris@10 6099 language, and it may be that your compiler is not supported. If you are
Chris@10 6100 _not_ supported, FFTW will by default fall back on its estimator
Chris@10 6101 (effectively using `FFTW_ESTIMATE' for all plans).
Chris@10 6102
Chris@10 6103 You can add support by editing the file `kernel/cycle.h'; normally,
Chris@10 6104 this will involve adapting one of the examples already present in order
Chris@10 6105 to use the inline-assembler syntax for your C compiler, and will only
Chris@10 6106 require a couple of lines of code. Anyone adding support for a new
Chris@10 6107 system to `cycle.h' is encouraged to email us at <fftw@fftw.org>.
Chris@10 6108
Chris@10 6109 If a cycle counter is not available on your system (e.g. some
Chris@10 6110 embedded processor), and you don't want to use estimated plans, as a
Chris@10 6111 last resort you can use the `--with-slow-timer' option to `configure'
Chris@10 6112 (on Unix) or `#define WITH_SLOW_TIMER' in `config.h' (elsewhere). This
Chris@10 6113 will use the much lower-resolution `gettimeofday' function, or even
Chris@10 6114 `clock' if the former is unavailable, and planning will be extremely
Chris@10 6115 slow.
Chris@10 6116
Chris@10 6117 
Chris@10 6118 File: fftw3.info, Node: Generating your own code, Prev: Cycle Counters, Up: Installation and Customization
Chris@10 6119
Chris@10 6120 10.4 Generating your own code
Chris@10 6121 =============================
Chris@10 6122
Chris@10 6123 The directory `genfft' contains the programs that were used to generate
Chris@10 6124 FFTW's "codelets," which are hard-coded transforms of small sizes. We
Chris@10 6125 do not expect casual users to employ the generator, which is a rather
Chris@10 6126 sophisticated program that generates directed acyclic graphs of FFT
Chris@10 6127 algorithms and performs algebraic simplifications on them. It was
Chris@10 6128 written in Objective Caml, a dialect of ML, which is available at
Chris@10 6129 `http://caml.inria.fr/ocaml/index.en.html'.
Chris@10 6130
Chris@10 6131 If you have Objective Caml installed (along with recent versions of
Chris@10 6132 GNU `autoconf', `automake', and `libtool'), then you can change the set
Chris@10 6133 of codelets that are generated or play with the generation options.
Chris@10 6134 The set of generated codelets is specified by the
Chris@10 6135 `{dft,rdft}/{codelets,simd}/*/Makefile.am' files. For example, you can
Chris@10 6136 add efficient REDFT codelets of small sizes by modifying
Chris@10 6137 `rdft/codelets/r2r/Makefile.am'. After you modify any `Makefile.am'
Chris@10 6138 files, you can type `sh bootstrap.sh' in the top-level directory
Chris@10 6139 followed by `make' to re-generate the files.
Chris@10 6140
Chris@10 6141 We do not provide more details about the code-generation process,
Chris@10 6142 since we do not expect that most users will need to generate their own
Chris@10 6143 code. However, feel free to contact us at <fftw@fftw.org> if you are
Chris@10 6144 interested in the subject.
Chris@10 6145
Chris@10 6146 You might find it interesting to learn Caml and/or some modern
Chris@10 6147 programming techniques that we used in the generator (including monadic
Chris@10 6148 programming), especially if you heard the rumor that Java and
Chris@10 6149 object-oriented programming are the latest advancement in the field.
Chris@10 6150 The internal operation of the codelet generator is described in the
Chris@10 6151 paper, "A Fast Fourier Transform Compiler," by M. Frigo, which is
Chris@10 6152 available from the FFTW home page (http://www.fftw.org) and also
Chris@10 6153 appeared in the `Proceedings of the 1999 ACM SIGPLAN Conference on
Chris@10 6154 Programming Language Design and Implementation (PLDI)'.
Chris@10 6155
Chris@10 6156 
Chris@10 6157 File: fftw3.info, Node: Acknowledgments, Next: License and Copyright, Prev: Installation and Customization, Up: Top
Chris@10 6158
Chris@10 6159 11 Acknowledgments
Chris@10 6160 ******************
Chris@10 6161
Chris@10 6162 Matteo Frigo was supported in part by the Special Research Program SFB
Chris@10 6163 F011 "AURORA" of the Austrian Science Fund FWF and by MIT Lincoln
Chris@10 6164 Laboratory. For previous versions of FFTW, he was supported in part by
Chris@10 6165 the Defense Advanced Research Projects Agency (DARPA), under Grants
Chris@10 6166 N00014-94-1-0985 and F30602-97-1-0270, and by a Digital Equipment
Chris@10 6167 Corporation Fellowship.
Chris@10 6168
Chris@10 6169 Steven G. Johnson was supported in part by a Dept. of Defense NDSEG
Chris@10 6170 Fellowship, an MIT Karl Taylor Compton Fellowship, and by the Materials
Chris@10 6171 Research Science and Engineering Center program of the National Science
Chris@10 6172 Foundation under award DMR-9400334.
Chris@10 6173
Chris@10 6174 Code for the Cell Broadband Engine was graciously donated to the FFTW
Chris@10 6175 project by the IBM Austin Research Lab and included in fftw-3.2. (This
Chris@10 6176 code was removed in fftw-3.3.)
Chris@10 6177
Chris@10 6178 Code for the MIPS paired-single SIMD support was graciously donated
Chris@10 6179 to the FFTW project by CodeSourcery, Inc.
Chris@10 6180
Chris@10 6181 We are grateful to Sun Microsystems Inc. for its donation of a
Chris@10 6182 cluster of 9 8-processor Ultra HPC 5000 SMPs (24 Gflops peak). These
Chris@10 6183 machines served as the primary platform for the development of early
Chris@10 6184 versions of FFTW.
Chris@10 6185
Chris@10 6186 We thank Intel Corporation for donating a four-processor Pentium Pro
Chris@10 6187 machine. We thank the GNU/Linux community for giving us a decent OS to
Chris@10 6188 run on that machine.
Chris@10 6189
Chris@10 6190 We are thankful to the AMD corporation for donating an AMD Athlon XP
Chris@10 6191 1700+ computer to the FFTW project.
Chris@10 6192
Chris@10 6193 We thank the Compaq/HP testdrive program and VA Software Corporation
Chris@10 6194 (SourceForge.net) for providing remote access to machines that were used
Chris@10 6195 to test FFTW.
Chris@10 6196
Chris@10 6197 The `genfft' suite of code generators was written using Objective
Chris@10 6198 Caml, a dialect of ML. Objective Caml is a small and elegant language
Chris@10 6199 developed by Xavier Leroy. The implementation is available from
Chris@10 6200 `http://caml.inria.fr/' (http://caml.inria.fr/). In previous releases
Chris@10 6201 of FFTW, `genfft' was written in Caml Light, by the same authors. An
Chris@10 6202 even earlier implementation of `genfft' was written in Scheme, but Caml
Chris@10 6203 is definitely better for this kind of application.
Chris@10 6204
Chris@10 6205 FFTW uses many tools from the GNU project, including `automake',
Chris@10 6206 `texinfo', and `libtool'.
Chris@10 6207
Chris@10 6208 Prof. Charles E. Leiserson of MIT provided continuous support and
Chris@10 6209 encouragement. This program would not exist without him. Charles also
Chris@10 6210 proposed the name "codelets" for the basic FFT blocks.
Chris@10 6211
Chris@10 6212 Prof. John D. Joannopoulos of MIT demonstrated continuing tolerance
Chris@10 6213 of Steven's "extra-curricular" computer-science activities, as well as
Chris@10 6214 remarkable creativity in working them into his grant proposals.
Chris@10 6215 Steven's physics degree would not exist without him.
Chris@10 6216
Chris@10 6217 Franz Franchetti wrote SIMD extensions to FFTW 2, which eventually
Chris@10 6218 led to the SIMD support in FFTW 3.
Chris@10 6219
Chris@10 6220 Stefan Kral wrote most of the K7 code generator distributed with FFTW
Chris@10 6221 3.0.x and 3.1.x.
Chris@10 6222
Chris@10 6223 Andrew Sterian contributed the Windows timing code in FFTW 2.
Chris@10 6224
Chris@10 6225 Didier Miras reported a bug in the test procedure used in FFTW 1.2.
Chris@10 6226 We now use a completely different test algorithm by Funda Ergun that
Chris@10 6227 does not require a separate FFT program to compare against.
Chris@10 6228
Chris@10 6229 Wolfgang Reimer contributed the Pentium cycle counter and a few fixes
Chris@10 6230 that help portability.
Chris@10 6231
Chris@10 6232 Ming-Chang Liu uncovered a well-hidden bug in the complex transforms
Chris@10 6233 of FFTW 2.0 and supplied a patch to correct it.
Chris@10 6234
Chris@10 6235 The FFTW FAQ was written in `bfnn' (Bizarre Format With No Name) and
Chris@10 6236 formatted using the tools developed by Ian Jackson for the Linux FAQ.
Chris@10 6237
Chris@10 6238 _We are especially thankful to all of our users for their continuing
Chris@10 6239 support, feedback, and interest during our development of FFTW._
Chris@10 6240
Chris@10 6241 
Chris@10 6242 File: fftw3.info, Node: License and Copyright, Next: Concept Index, Prev: Acknowledgments, Up: Top
Chris@10 6243
Chris@10 6244 12 License and Copyright
Chris@10 6245 ************************
Chris@10 6246
Chris@10 6247 FFTW is Copyright (C) 2003, 2007-11 Matteo Frigo, Copyright (C) 2003,
Chris@10 6248 2007-11 Massachusetts Institute of Technology.
Chris@10 6249
Chris@10 6250 FFTW is free software; you can redistribute it and/or modify it
Chris@10 6251 under the terms of the GNU General Public License as published by the
Chris@10 6252 Free Software Foundation; either version 2 of the License, or (at your
Chris@10 6253 option) any later version.
Chris@10 6254
Chris@10 6255 This program is distributed in the hope that it will be useful, but
Chris@10 6256 WITHOUT ANY WARRANTY; without even the implied warranty of
Chris@10 6257 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Chris@10 6258 General Public License for more details.
Chris@10 6259
Chris@10 6260 You should have received a copy of the GNU General Public License
Chris@10 6261 along with this program; if not, write to the Free Software Foundation,
Chris@10 6262 Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA You
Chris@10 6263 can also find the GPL on the GNU web site
Chris@10 6264 (http://www.gnu.org/licenses/gpl-2.0.html).
Chris@10 6265
Chris@10 6266 In addition, we kindly ask you to acknowledge FFTW and its authors in
Chris@10 6267 any program or publication in which you use FFTW. (You are not
Chris@10 6268 _required_ to do so; it is up to your common sense to decide whether
Chris@10 6269 you want to comply with this request or not.) For general
Chris@10 6270 publications, we suggest referencing: Matteo Frigo and Steven G.
Chris@10 6271 Johnson, "The design and implementation of FFTW3," Proc. IEEE 93 (2),
Chris@10 6272 216-231 (2005).
Chris@10 6273
Chris@10 6274 Non-free versions of FFTW are available under terms different from
Chris@10 6275 those of the General Public License. (e.g. they do not require you to
Chris@10 6276 accompany any object code using FFTW with the corresponding source
Chris@10 6277 code.) For these alternative terms you must purchase a license from
Chris@10 6278 MIT's Technology Licensing Office. Users interested in such a license
Chris@10 6279 should contact us (<fftw@fftw.org>) for more information.
Chris@10 6280