annotate src/fftw-3.3.3/doc/other.texi @ 169:223a55898ab9 tip default

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@node Other Important Topics, FFTW Reference, Tutorial, Top
@chapter Other Important Topics
@menu
* SIMD alignment and fftw_malloc::  
* Multi-dimensional Array Format::  
* Words of Wisdom-Saving Plans::  
* Caveats in Using Wisdom::     
@end menu

@c ------------------------------------------------------------
@node SIMD alignment and fftw_malloc, Multi-dimensional Array Format, Other Important Topics, Other Important Topics
@section SIMD alignment and fftw_malloc

SIMD, which stands for ``Single Instruction Multiple Data,'' is a set of
special operations supported by some processors to perform a single
operation on several numbers (usually 2 or 4) simultaneously.  SIMD
floating-point instructions are available on several popular CPUs:
SSE/SSE2/AVX on recent x86/x86-64 processors, AltiVec (single precision)
on some PowerPCs (Apple G4 and higher), NEON on some ARM models, and MIPS Paired Single
(currently only in FFTW 3.2.x).  FFTW can be compiled to support the
SIMD instructions on any of these systems.
@cindex SIMD
@cindex SSE
@cindex SSE2
@cindex AVX
@cindex AltiVec
@cindex MIPS PS
@cindex precision


A program linking to an FFTW library compiled with SIMD support can
obtain a nonnegligible speedup for most complex and r2c/c2r
transforms.  In order to obtain this speedup, however, the arrays of
complex (or real) data passed to FFTW must be specially aligned in
memory (typically 16-byte aligned), and often this alignment is more
stringent than that provided by the usual @code{malloc} (etc.)
allocation routines.

@cindex portability
In order to guarantee proper alignment for SIMD, therefore, in case
your program is ever linked against a SIMD-using FFTW, we recommend
allocating your transform data with @code{fftw_malloc} and
de-allocating it with @code{fftw_free}.
@findex fftw_malloc
@findex fftw_free
These have exactly the same interface and behavior as
@code{malloc}/@code{free}, except that for a SIMD FFTW they ensure
that the returned pointer has the necessary alignment (by calling
@code{memalign} or its equivalent on your OS).

You are not @emph{required} to use @code{fftw_malloc}.  You can
allocate your data in any way that you like, from @code{malloc} to
@code{new} (in C++) to a fixed-size array declaration.  If the array
happens not to be properly aligned, FFTW will not use the SIMD
extensions.
@cindex C++

@findex fftw_alloc_real
@findex fftw_alloc_complex
Since @code{fftw_malloc} only ever needs to be used for real and
complex arrays, we provide two convenient wrapper routines
@code{fftw_alloc_real(N)} and @code{fftw_alloc_complex(N)} that are
equivalent to @code{(double*)fftw_malloc(sizeof(double) * N)} and
@code{(fftw_complex*)fftw_malloc(sizeof(fftw_complex) * N)},
respectively (or their equivalents in other precisions).

@c ------------------------------------------------------------
@node Multi-dimensional Array Format, Words of Wisdom-Saving Plans, SIMD alignment and fftw_malloc, Other Important Topics
@section Multi-dimensional Array Format

This section describes the format in which multi-dimensional arrays
are stored in FFTW.  We felt that a detailed discussion of this topic
was necessary.  Since several different formats are common, this topic
is often a source of confusion.

@menu
* Row-major Format::            
* Column-major Format::         
* Fixed-size Arrays in C::      
* Dynamic Arrays in C::         
* Dynamic Arrays in C-The Wrong Way::  
@end menu

@c =========>
@node Row-major Format, Column-major Format, Multi-dimensional Array Format, Multi-dimensional Array Format
@subsection Row-major Format
@cindex row-major

The multi-dimensional arrays passed to @code{fftw_plan_dft} etcetera
are expected to be stored as a single contiguous block in
@dfn{row-major} order (sometimes called ``C order'').  Basically, this
means that as you step through adjacent memory locations, the first
dimension's index varies most slowly and the last dimension's index
varies most quickly.

To be more explicit, let us consider an array of rank @math{d} whose
dimensions are @ndims{}. Now, we specify a location in the array by a
sequence of @math{d} (zero-based) indices, one for each dimension:
@tex
$(i_0, i_1, i_2, \ldots, i_{d-1})$.
@end tex
@ifinfo
(i[0], i[1], ..., i[d-1]).
@end ifinfo
@html
(i<sub>0</sub>, i<sub>1</sub>, i<sub>2</sub>,..., i<sub>d-1</sub>).
@end html
If the array is stored in row-major
order, then this element is located at the position
@tex
$i_{d-1} + n_{d-1} (i_{d-2} + n_{d-2} (\ldots + n_1 i_0))$.
@end tex
@ifinfo
i[d-1] + n[d-1] * (i[d-2] + n[d-2] * (... + n[1] * i[0])).
@end ifinfo
@html
i<sub>d-1</sub> + n<sub>d-1</sub> * (i<sub>d-2</sub> + n<sub>d-2</sub> * (... + n<sub>1</sub> * i<sub>0</sub>)).
@end html

Note that, for the ordinary complex DFT, each element of the array
must be of type @code{fftw_complex}; i.e. a (real, imaginary) pair of
(double-precision) numbers. 

In the advanced FFTW interface, the physical dimensions @math{n} from
which the indices are computed can be different from (larger than)
the logical dimensions of the transform to be computed, in order to
transform a subset of a larger array.
@cindex advanced interface
Note also that, in the advanced interface, the expression above is
multiplied by a @dfn{stride} to get the actual array index---this is
useful in situations where each element of the multi-dimensional array
is actually a data structure (or another array), and you just want to
transform a single field. In the basic interface, however, the stride
is 1.
@cindex stride

@c =========>
@node Column-major Format, Fixed-size Arrays in C, Row-major Format, Multi-dimensional Array Format
@subsection Column-major Format
@cindex column-major

Readers from the Fortran world are used to arrays stored in
@dfn{column-major} order (sometimes called ``Fortran order'').  This is
essentially the exact opposite of row-major order in that, here, the
@emph{first} dimension's index varies most quickly.

If you have an array stored in column-major order and wish to
transform it using FFTW, it is quite easy to do.  When creating the
plan, simply pass the dimensions of the array to the planner in
@emph{reverse order}.  For example, if your array is a rank three
@code{N x M x L} matrix in column-major order, you should pass the
dimensions of the array as if it were an @code{L x M x N} matrix
(which it is, from the perspective of FFTW).  This is done for you
@emph{automatically} by the FFTW legacy-Fortran interface
(@pxref{Calling FFTW from Legacy Fortran}), but you must do it
manually with the modern Fortran interface (@pxref{Reversing array
dimensions}).
@cindex Fortran interface

@c =========>
@node Fixed-size Arrays in C, Dynamic Arrays in C, Column-major Format, Multi-dimensional Array Format
@subsection Fixed-size Arrays in C
@cindex C multi-dimensional arrays

A multi-dimensional array whose size is declared at compile time in C
is @emph{already} in row-major order.  You don't have to do anything
special to transform it.  For example:

@example
@{
     fftw_complex data[N0][N1][N2];
     fftw_plan plan;
     ...
     plan = fftw_plan_dft_3d(N0, N1, N2, &data[0][0][0], &data[0][0][0],
                             FFTW_FORWARD, FFTW_ESTIMATE);
     ...
@}
@end example

This will plan a 3d in-place transform of size @code{N0 x N1 x N2}.
Notice how we took the address of the zero-th element to pass to the
planner (we could also have used a typecast).

However, we tend to @emph{discourage} users from declaring their
arrays in this way, for two reasons.  First, this allocates the array
on the stack (``automatic'' storage), which has a very limited size on
most operating systems (declaring an array with more than a few
thousand elements will often cause a crash).  (You can get around this
limitation on many systems by declaring the array as
@code{static} and/or global, but that has its own drawbacks.)
Second, it may not optimally align the array for use with a SIMD
FFTW (@pxref{SIMD alignment and fftw_malloc}).  Instead, we recommend
using @code{fftw_malloc}, as described below.

@c =========>
@node Dynamic Arrays in C, Dynamic Arrays in C-The Wrong Way, Fixed-size Arrays in C, Multi-dimensional Array Format
@subsection Dynamic Arrays in C

We recommend allocating most arrays dynamically, with
@code{fftw_malloc}.  This isn't too hard to do, although it is not as
straightforward for multi-dimensional arrays as it is for
one-dimensional arrays.

Creating the array is simple: using a dynamic-allocation routine like
@code{fftw_malloc}, allocate an array big enough to store N
@code{fftw_complex} values (for a complex DFT), where N is the product
of the sizes of the array dimensions (i.e. the total number of complex
values in the array).  For example, here is code to allocate a
@threedims{5,12,27} rank-3 array:
@findex fftw_malloc

@example
fftw_complex *an_array;
an_array = (fftw_complex*) fftw_malloc(5*12*27 * sizeof(fftw_complex));
@end example

Accessing the array elements, however, is more tricky---you can't
simply use multiple applications of the @samp{[]} operator like you
could for fixed-size arrays.  Instead, you have to explicitly compute
the offset into the array using the formula given earlier for
row-major arrays.  For example, to reference the @math{(i,j,k)}-th
element of the array allocated above, you would use the expression
@code{an_array[k + 27 * (j + 12 * i)]}.

This pain can be alleviated somewhat by defining appropriate macros,
or, in C++, creating a class and overloading the @samp{()} operator.
The recent C99 standard provides a way to reinterpret the dynamic
array as a ``variable-length'' multi-dimensional array amenable to
@samp{[]}, but this feature is not yet widely supported by compilers.
@cindex C99
@cindex C++

@c =========>
@node Dynamic Arrays in C-The Wrong Way,  , Dynamic Arrays in C, Multi-dimensional Array Format
@subsection Dynamic Arrays in C---The Wrong Way

A different method for allocating multi-dimensional arrays in C is
often suggested that is incompatible with FFTW: @emph{using it will
cause FFTW to die a painful death}.  We discuss the technique here,
however, because it is so commonly known and used.  This method is to
create arrays of pointers of arrays of pointers of @dots{}etcetera.
For example, the analogue in this method to the example above is:

@example
int i,j;
fftw_complex ***a_bad_array;  /* @r{another way to make a 5x12x27 array} */

a_bad_array = (fftw_complex ***) malloc(5 * sizeof(fftw_complex **));
for (i = 0; i < 5; ++i) @{
     a_bad_array[i] = 
        (fftw_complex **) malloc(12 * sizeof(fftw_complex *));
     for (j = 0; j < 12; ++j)
          a_bad_array[i][j] =
                (fftw_complex *) malloc(27 * sizeof(fftw_complex));
@}
@end example

As you can see, this sort of array is inconvenient to allocate (and
deallocate).  On the other hand, it has the advantage that the
@math{(i,j,k)}-th element can be referenced simply by
@code{a_bad_array[i][j][k]}.

If you like this technique and want to maximize convenience in accessing
the array, but still want to pass the array to FFTW, you can use a
hybrid method.  Allocate the array as one contiguous block, but also
declare an array of arrays of pointers that point to appropriate places
in the block.  That sort of trick is beyond the scope of this
documentation; for more information on multi-dimensional arrays in C,
see the @code{comp.lang.c}
@uref{http://c-faq.com/aryptr/dynmuldimary.html, FAQ}.

@c ------------------------------------------------------------
@node Words of Wisdom-Saving Plans, Caveats in Using Wisdom, Multi-dimensional Array Format, Other Important Topics
@section Words of Wisdom---Saving Plans
@cindex wisdom
@cindex saving plans to disk

FFTW implements a method for saving plans to disk and restoring them.
In fact, what FFTW does is more general than just saving and loading
plans.  The mechanism is called @dfn{wisdom}.  Here, we describe
this feature at a high level. @xref{FFTW Reference}, for a less casual
but more complete discussion of how to use wisdom in FFTW.

Plans created with the @code{FFTW_MEASURE}, @code{FFTW_PATIENT}, or
@code{FFTW_EXHAUSTIVE} options produce near-optimal FFT performance,
but may require a long time to compute because FFTW must measure the
runtime of many possible plans and select the best one.  This setup is
designed for the situations where so many transforms of the same size
must be computed that the start-up time is irrelevant.  For short
initialization times, but slower transforms, we have provided
@code{FFTW_ESTIMATE}.  The @code{wisdom} mechanism is a way to get the
best of both worlds: you compute a good plan once, save it to
disk, and later reload it as many times as necessary.  The wisdom
mechanism can actually save and reload many plans at once, not just
one.
@ctindex FFTW_MEASURE
@ctindex FFTW_PATIENT
@ctindex FFTW_EXHAUSTIVE
@ctindex FFTW_ESTIMATE


Whenever you create a plan, the FFTW planner accumulates wisdom, which
is information sufficient to reconstruct the plan.  After planning,
you can save this information to disk by means of the function:
@example
int fftw_export_wisdom_to_filename(const char *filename);
@end example
@findex fftw_export_wisdom_to_filename
(This function returns non-zero on success.)

The next time you run the program, you can restore the wisdom with
@code{fftw_import_wisdom_from_filename} (which also returns non-zero on success),
and then recreate the plan using the same flags as before.
@example
int fftw_import_wisdom_from_filename(const char *filename);
@end example
@findex fftw_import_wisdom_from_filename

Wisdom is automatically used for any size to which it is applicable, as
long as the planner flags are not more ``patient'' than those with which
the wisdom was created.  For example, wisdom created with
@code{FFTW_MEASURE} can be used if you later plan with
@code{FFTW_ESTIMATE} or @code{FFTW_MEASURE}, but not with
@code{FFTW_PATIENT}.

The @code{wisdom} is cumulative, and is stored in a global, private
data structure managed internally by FFTW.  The storage space required
is minimal, proportional to the logarithm of the sizes the wisdom was
generated from.  If memory usage is a concern, however, the wisdom can
be forgotten and its associated memory freed by calling:
@example
void fftw_forget_wisdom(void);
@end example
@findex fftw_forget_wisdom

Wisdom can be exported to a file, a string, or any other medium.
For details, see @ref{Wisdom}.

@node Caveats in Using Wisdom,  , Words of Wisdom-Saving Plans, Other Important Topics
@section Caveats in Using Wisdom
@cindex wisdom, problems with

@quotation
@html
<i>
@end html
For in much wisdom is much grief, and he that increaseth knowledge
increaseth sorrow.
@html
</i>
@end html
[Ecclesiastes 1:18]
@cindex Ecclesiastes
@end quotation
@iftex
@medskip
@end iftex

@cindex portability
There are pitfalls to using wisdom, in that it can negate FFTW's
ability to adapt to changing hardware and other conditions. For
example, it would be perfectly possible to export wisdom from a
program running on one processor and import it into a program running
on another processor.  Doing so, however, would mean that the second
program would use plans optimized for the first processor, instead of
the one it is running on.

It should be safe to reuse wisdom as long as the hardware and program
binaries remain unchanged. (Actually, the optimal plan may change even
between runs of the same binary on identical hardware, due to
differences in the virtual memory environment, etcetera.  Users
seriously interested in performance should worry about this problem,
too.)  It is likely that, if the same wisdom is used for two
different program binaries, even running on the same machine, the
plans may be sub-optimal because of differing code alignments.  It is
therefore wise to recreate wisdom every time an application is
recompiled.  The more the underlying hardware and software changes
between the creation of wisdom and its use, the greater grows
the risk of sub-optimal plans.

Nevertheless, if the choice is between using @code{FFTW_ESTIMATE} or
using possibly-suboptimal wisdom (created on the same machine, but for a
different binary), the wisdom is likely to be better.  For this reason,
we provide a function to import wisdom from a standard system-wide
location (@code{/etc/fftw/wisdom} on Unix):
@cindex wisdom, system-wide

@example
int fftw_import_system_wisdom(void);
@end example
@findex fftw_import_system_wisdom

FFTW also provides a standalone program, @code{fftw-wisdom} (described
by its own @code{man} page on Unix) with which users can create wisdom,
e.g. for a canonical set of sizes to store in the system wisdom file.
@xref{Wisdom Utilities}.
@cindex fftw-wisdom utility