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Add FFTW3

author	Chris Cannam
date	Wed, 20 Mar 2013 15:35:50 +0000
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+<title>Upgrading from FFTW version 2 - FFTW 3.3.3</title>
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+This manual is for FFTW
+(version 3.3.3, 25 November 2012).
+Copyright (C) 2003 Matteo Frigo.
+Copyright (C) 2003 Massachusetts Institute of Technology.
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+this manual provided the copyright notice and this permission
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+<a name="Upgrading-from-FFTW-version-2"></a>
+<p>
+Next:&nbsp;<a rel="next" accesskey="n" href="Installation-and-Customization.html#Installation-and-Customization">Installation and Customization</a>,
+Previous:&nbsp;<a rel="previous" accesskey="p" href="Calling-FFTW-from-Legacy-Fortran.html#Calling-FFTW-from-Legacy-Fortran">Calling FFTW from Legacy Fortran</a>,
+Up:&nbsp;<a rel="up" accesskey="u" href="index.html#Top">Top</a>
+<hr>
+</div>
+<h2 class="chapter">9 Upgrading from FFTW version 2</h2>
+<p>In this chapter, we outline the process for updating codes designed for
+the older FFTW 2 interface to work with FFTW 3.  The interface for FFTW
+3 is not backwards-compatible with the interface for FFTW 2 and earlier
+versions; codes written to use those versions will fail to link with
+FFTW 3.  Nor is it possible to write &ldquo;compatibility wrappers&rdquo; to
+bridge the gap (at least not efficiently), because FFTW 3 has different
+semantics from previous versions.  However, upgrading should be a
+straightforward process because the data formats are identical and the
+overall style of planning/execution is essentially the same.
+<p>Unlike FFTW 2, there are no separate header files for real and complex
+transforms (or even for different precisions) in FFTW 3; all interfaces
+are defined in the <code>&lt;fftw3.h&gt;</code> header file.
+<h3 class="heading">Numeric Types</h3>
+<p>The main difference in data types is that <code>fftw_complex</code> in FFTW 2
+was defined as a <code>struct</code> with macros <code>c_re</code> and <code>c_im</code>
+for accessing the real/imaginary parts.  (This is binary-compatible with
+FFTW 3 on any machine except perhaps for some older Crays in single
+precision.)  The equivalent macros for FFTW 3 are:
+<pre class="example">     #define c_re(c) ((c)[0])
+#define c_im(c) ((c)[1])
+</pre>
+<p>This does not work if you are using the C99 complex type, however,
+unless you insert a <code>double*</code> typecast into the above macros
+(see <a href="Complex-numbers.html#Complex-numbers">Complex numbers</a>).
+<p>Also, FFTW 2 had an <code>fftw_real</code> typedef that was an alias for
+<code>double</code> (in double precision).  In FFTW 3 you should just use
+<code>double</code> (or whatever precision you are employing).
+<h3 class="heading">Plans</h3>
+<p>The major difference between FFTW 2 and FFTW 3 is in the
+planning/execution division of labor.  In FFTW 2, plans were found for a
+given transform size and type, and then could be applied to <em>any</em>
+arrays and for <em>any</em> multiplicity/stride parameters.  In FFTW 3,
+you specify the particular arrays, stride parameters, etcetera when
+creating the plan, and the plan is then executed for <em>those</em> arrays
+(unless the guru interface is used) and <em>those</em> parameters
+<em>only</em>.  (FFTW 2 had &ldquo;specific planner&rdquo; routines that planned for
+a particular array and stride, but the plan could still be used for
+other arrays and strides.)  That is, much of the information that was
+formerly specified at execution time is now specified at planning time.
+<p>Like FFTW 2's specific planner routines, the FFTW 3 planner overwrites
+the input/output arrays unless you use <code>FFTW_ESTIMATE</code>.
+<p>FFTW 2 had separate data types <code>fftw_plan</code>, <code>fftwnd_plan</code>,
+<code>rfftw_plan</code>, and <code>rfftwnd_plan</code> for complex and real one- and
+multi-dimensional transforms, and each type had its own &lsquo;<samp><span class="samp">destroy</span></samp>&rsquo;
+function.  In FFTW 3, all plans are of type <code>fftw_plan</code> and all are
+destroyed by <code>fftw_destroy_plan(plan)</code>.
+<p>Where you formerly used <code>fftw_create_plan</code> and <code>fftw_one</code> to
+plan and compute a single 1d transform, you would now use
+<code>fftw_plan_dft_1d</code> to plan the transform.  If you used the generic
+<code>fftw</code> function to execute the transform with multiplicity
+(<code>howmany</code>) and stride parameters, you would now use the advanced
+interface <code>fftw_plan_many_dft</code> to specify those parameters.  The
+plans are now executed with <code>fftw_execute(plan)</code>, which takes all
+of its parameters (including the input/output arrays) from the plan.
+<p>In-place transforms no longer interpret their output argument as scratch
+space, nor is there an <code>FFTW_IN_PLACE</code> flag.  You simply pass the
+same pointer for both the input and output arguments.  (Previously, the
+output <code>ostride</code> and <code>odist</code> parameters were ignored for
+in-place transforms; now, if they are specified via the advanced
+interface, they are significant even in the in-place case, although they
+should normally equal the corresponding input parameters.)
+<p>The <code>FFTW_ESTIMATE</code> and <code>FFTW_MEASURE</code> flags have the same
+meaning as before, although the planning time will differ.  You may also
+consider using <code>FFTW_PATIENT</code>, which is like <code>FFTW_MEASURE</code>
+except that it takes more time in order to consider a wider variety of
+algorithms.
+<p>For multi-dimensional complex DFTs, instead of <code>fftwnd_create_plan</code>
+(or <code>fftw2d_create_plan</code> or <code>fftw3d_create_plan</code>), followed by
+<code>fftwnd_one</code>, you would use <code>fftw_plan_dft</code> (or
+<code>fftw_plan_dft_2d</code> or <code>fftw_plan_dft_3d</code>).  followed by
+<code>fftw_execute</code>.  If you used <code>fftwnd</code> to to specify strides
+etcetera, you would instead specify these via <code>fftw_plan_many_dft</code>.
+<p>The analogues to <code>rfftw_create_plan</code> and <code>rfftw_one</code> with
+<code>FFTW_REAL_TO_COMPLEX</code> or <code>FFTW_COMPLEX_TO_REAL</code> directions
+are <code>fftw_plan_r2r_1d</code> with kind <code>FFTW_R2HC</code> or
+<code>FFTW_HC2R</code>, followed by <code>fftw_execute</code>.  The stride etcetera
+arguments of <code>rfftw</code> are now in <code>fftw_plan_many_r2r</code>.
+<p>Instead of <code>rfftwnd_create_plan</code> (or <code>rfftw2d_create_plan</code> or
+<code>rfftw3d_create_plan</code>) followed by
+<code>rfftwnd_one_real_to_complex</code> or
+<code>rfftwnd_one_complex_to_real</code>, you now use <code>fftw_plan_dft_r2c</code>
+(or <code>fftw_plan_dft_r2c_2d</code> or <code>fftw_plan_dft_r2c_3d</code>) or
+<code>fftw_plan_dft_c2r</code> (or <code>fftw_plan_dft_c2r_2d</code> or
+<code>fftw_plan_dft_c2r_3d</code>), respectively, followed by
+<code>fftw_execute</code>.  As usual, the strides etcetera of
+<code>rfftwnd_real_to_complex</code> or <code>rfftwnd_complex_to_real</code> are no
+specified in the advanced planner routines,
+<code>fftw_plan_many_dft_r2c</code> or <code>fftw_plan_many_dft_c2r</code>.
+<h3 class="heading">Wisdom</h3>
+<p>In FFTW 2, you had to supply the <code>FFTW_USE_WISDOM</code> flag in order to
+use wisdom; in FFTW 3, wisdom is always used.  (You could simulate the
+FFTW 2 wisdom-less behavior by calling <code>fftw_forget_wisdom</code> after
+every planner call.)
+<p>The FFTW 3 wisdom import/export routines are almost the same as before
+(although the storage format is entirely different).  There is one
+significant difference, however.  In FFTW 2, the import routines would
+never read past the end of the wisdom, so you could store extra data
+beyond the wisdom in the same file, for example.  In FFTW 3, the
+file-import routine may read up to a few hundred bytes past the end of
+the wisdom, so you cannot store other data just beyond it.<a rel="footnote" href="#fn-1" name="fnd-1"><sup>1</sup></a>
+<p>Wisdom has been enhanced by additional humility in FFTW 3: whereas FFTW
+2 would re-use wisdom for a given transform size regardless of the
+stride etc., in FFTW 3 wisdom is only used with the strides etc. for
+which it was created.  Unfortunately, this means FFTW 3 has to create
+new plans from scratch more often than FFTW 2 (in FFTW 2, planning
+e.g. one transform of size 1024 also created wisdom for all smaller
+powers of 2, but this no longer occurs).
+<p>FFTW 3 also has the new routine <code>fftw_import_system_wisdom</code> to
+import wisdom from a standard system-wide location.
+<h3 class="heading">Memory allocation</h3>
+<p>In FFTW 3, we recommend allocating your arrays with <code>fftw_malloc</code>
+and deallocating them with <code>fftw_free</code>; this is not required, but
+allows optimal performance when SIMD acceleration is used.  (Those two
+functions actually existed in FFTW 2, and worked the same way, but were
+not documented.)
+<p>In FFTW 2, there were <code>fftw_malloc_hook</code> and <code>fftw_free_hook</code>
+functions that allowed the user to replace FFTW's memory-allocation
+routines (e.g. to implement different error-handling, since by default
+FFTW prints an error message and calls <code>exit</code> to abort the program
+if <code>malloc</code> returns <code>NULL</code>).  These hooks are not supported in
+FFTW 3; those few users who require this functionality can just
+directly modify the memory-allocation routines in FFTW (they are defined
+in <code>kernel/alloc.c</code>).
+<h3 class="heading">Fortran interface</h3>
+<p>In FFTW 2, the subroutine names were obtained by replacing &lsquo;<samp><span class="samp">fftw_</span></samp>&rsquo;
+with &lsquo;<samp><span class="samp">fftw_f77</span></samp>&rsquo;; in FFTW 3, you replace &lsquo;<samp><span class="samp">fftw_</span></samp>&rsquo; with
+&lsquo;<samp><span class="samp">dfftw_</span></samp>&rsquo; (or &lsquo;<samp><span class="samp">sfftw_</span></samp>&rsquo; or &lsquo;<samp><span class="samp">lfftw_</span></samp>&rsquo;, depending upon the
+precision).
+<p>In FFTW 3, we have begun recommending that you always declare the type
+used to store plans as <code>integer*8</code>.  (Too many people didn't notice
+our instruction to switch from <code>integer</code> to <code>integer*8</code> for
+64-bit machines.)
+<p>In FFTW 3, we provide a <code>fftw3.f</code> &ldquo;header file&rdquo; to include in
+your code (and which is officially installed on Unix systems).  (In FFTW
+2, we supplied a <code>fftw_f77.i</code> file, but it was not installed.)
+<p>Otherwise, the C-Fortran interface relationship is much the same as it
+was before (e.g. return values become initial parameters, and
+multi-dimensional arrays are in column-major order).  Unlike FFTW 2, we
+do provide some support for wisdom import/export in Fortran
+(see <a href="Wisdom-of-Fortran_003f.html#Wisdom-of-Fortran_003f">Wisdom of Fortran?</a>).
+<h3 class="heading">Threads</h3>
+<p>Like FFTW 2, only the execution routines are thread-safe.  All planner
+routines, etcetera, should be called by only a single thread at a time
+(see <a href="Thread-safety.html#Thread-safety">Thread safety</a>).  <em>Unlike</em> FFTW 2, there is no special
+<code>FFTW_THREADSAFE</code> flag for the planner to allow a given plan to be
+usable by multiple threads in parallel; this is now the case by default.
+<p>The multi-threaded version of FFTW 2 required you to pass the number of
+threads each time you execute the transform.  The number of threads is
+now stored in the plan, and is specified before the planner is called by
+<code>fftw_plan_with_nthreads</code>.  The threads initialization routine used
+to be called <code>fftw_threads_init</code> and would return zero on success;
+the new routine is called <code>fftw_init_threads</code> and returns zero on
+failure.  See <a href="Multi_002dthreaded-FFTW.html#Multi_002dthreaded-FFTW">Multi-threaded FFTW</a>.
+<p>There is no separate threads header file in FFTW 3; all the function
+prototypes are in <code>&lt;fftw3.h&gt;</code>.  However, you still have to link to
+a separate library (<code>-lfftw3_threads -lfftw3 -lm</code> on Unix), as well as
+to the threading library (e.g. POSIX threads on Unix).
+<div class="footnote">
+<hr>
+<h4>Footnotes</h4><p class="footnote"><small>[<a name="fn-1" href="#fnd-1">1</a>]</small> We
+do our own buffering because GNU libc I/O routines are horribly slow for
+single-character I/O, apparently for thread-safety reasons (whether you
+are using threads or not).</p>
+<hr></div>
+</body></html>

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