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