comparison src/fftw-3.3.3/doc/upgrading.texi @ 10:37bf6b4a2645

Add FFTW3
author Chris Cannam
date Wed, 20 Mar 2013 15:35:50 +0000
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1 @node Upgrading from FFTW version 2, Installation and Customization, Calling FFTW from Legacy Fortran, Top
2 @chapter Upgrading from FFTW version 2
3
4 In this chapter, we outline the process for updating codes designed for
5 the older FFTW 2 interface to work with FFTW 3. The interface for FFTW
6 3 is not backwards-compatible with the interface for FFTW 2 and earlier
7 versions; codes written to use those versions will fail to link with
8 FFTW 3. Nor is it possible to write ``compatibility wrappers'' to
9 bridge the gap (at least not efficiently), because FFTW 3 has different
10 semantics from previous versions. However, upgrading should be a
11 straightforward process because the data formats are identical and the
12 overall style of planning/execution is essentially the same.
13
14 Unlike FFTW 2, there are no separate header files for real and complex
15 transforms (or even for different precisions) in FFTW 3; all interfaces
16 are defined in the @code{<fftw3.h>} header file.
17
18 @heading Numeric Types
19
20 The main difference in data types is that @code{fftw_complex} in FFTW 2
21 was defined as a @code{struct} with macros @code{c_re} and @code{c_im}
22 for accessing the real/imaginary parts. (This is binary-compatible with
23 FFTW 3 on any machine except perhaps for some older Crays in single
24 precision.) The equivalent macros for FFTW 3 are:
25
26 @example
27 #define c_re(c) ((c)[0])
28 #define c_im(c) ((c)[1])
29 @end example
30
31 This does not work if you are using the C99 complex type, however,
32 unless you insert a @code{double*} typecast into the above macros
33 (@pxref{Complex numbers}).
34
35 Also, FFTW 2 had an @code{fftw_real} typedef that was an alias for
36 @code{double} (in double precision). In FFTW 3 you should just use
37 @code{double} (or whatever precision you are employing).
38
39 @heading Plans
40
41 The major difference between FFTW 2 and FFTW 3 is in the
42 planning/execution division of labor. In FFTW 2, plans were found for a
43 given transform size and type, and then could be applied to @emph{any}
44 arrays and for @emph{any} multiplicity/stride parameters. In FFTW 3,
45 you specify the particular arrays, stride parameters, etcetera when
46 creating the plan, and the plan is then executed for @emph{those} arrays
47 (unless the guru interface is used) and @emph{those} parameters
48 @emph{only}. (FFTW 2 had ``specific planner'' routines that planned for
49 a particular array and stride, but the plan could still be used for
50 other arrays and strides.) That is, much of the information that was
51 formerly specified at execution time is now specified at planning time.
52
53 Like FFTW 2's specific planner routines, the FFTW 3 planner overwrites
54 the input/output arrays unless you use @code{FFTW_ESTIMATE}.
55
56 FFTW 2 had separate data types @code{fftw_plan}, @code{fftwnd_plan},
57 @code{rfftw_plan}, and @code{rfftwnd_plan} for complex and real one- and
58 multi-dimensional transforms, and each type had its own @samp{destroy}
59 function. In FFTW 3, all plans are of type @code{fftw_plan} and all are
60 destroyed by @code{fftw_destroy_plan(plan)}.
61
62 Where you formerly used @code{fftw_create_plan} and @code{fftw_one} to
63 plan and compute a single 1d transform, you would now use
64 @code{fftw_plan_dft_1d} to plan the transform. If you used the generic
65 @code{fftw} function to execute the transform with multiplicity
66 (@code{howmany}) and stride parameters, you would now use the advanced
67 interface @code{fftw_plan_many_dft} to specify those parameters. The
68 plans are now executed with @code{fftw_execute(plan)}, which takes all
69 of its parameters (including the input/output arrays) from the plan.
70
71 In-place transforms no longer interpret their output argument as scratch
72 space, nor is there an @code{FFTW_IN_PLACE} flag. You simply pass the
73 same pointer for both the input and output arguments. (Previously, the
74 output @code{ostride} and @code{odist} parameters were ignored for
75 in-place transforms; now, if they are specified via the advanced
76 interface, they are significant even in the in-place case, although they
77 should normally equal the corresponding input parameters.)
78
79 The @code{FFTW_ESTIMATE} and @code{FFTW_MEASURE} flags have the same
80 meaning as before, although the planning time will differ. You may also
81 consider using @code{FFTW_PATIENT}, which is like @code{FFTW_MEASURE}
82 except that it takes more time in order to consider a wider variety of
83 algorithms.
84
85 For multi-dimensional complex DFTs, instead of @code{fftwnd_create_plan}
86 (or @code{fftw2d_create_plan} or @code{fftw3d_create_plan}), followed by
87 @code{fftwnd_one}, you would use @code{fftw_plan_dft} (or
88 @code{fftw_plan_dft_2d} or @code{fftw_plan_dft_3d}). followed by
89 @code{fftw_execute}. If you used @code{fftwnd} to to specify strides
90 etcetera, you would instead specify these via @code{fftw_plan_many_dft}.
91
92 The analogues to @code{rfftw_create_plan} and @code{rfftw_one} with
93 @code{FFTW_REAL_TO_COMPLEX} or @code{FFTW_COMPLEX_TO_REAL} directions
94 are @code{fftw_plan_r2r_1d} with kind @code{FFTW_R2HC} or
95 @code{FFTW_HC2R}, followed by @code{fftw_execute}. The stride etcetera
96 arguments of @code{rfftw} are now in @code{fftw_plan_many_r2r}.
97
98 Instead of @code{rfftwnd_create_plan} (or @code{rfftw2d_create_plan} or
99 @code{rfftw3d_create_plan}) followed by
100 @code{rfftwnd_one_real_to_complex} or
101 @code{rfftwnd_one_complex_to_real}, you now use @code{fftw_plan_dft_r2c}
102 (or @code{fftw_plan_dft_r2c_2d} or @code{fftw_plan_dft_r2c_3d}) or
103 @code{fftw_plan_dft_c2r} (or @code{fftw_plan_dft_c2r_2d} or
104 @code{fftw_plan_dft_c2r_3d}), respectively, followed by
105 @code{fftw_execute}. As usual, the strides etcetera of
106 @code{rfftwnd_real_to_complex} or @code{rfftwnd_complex_to_real} are no
107 specified in the advanced planner routines,
108 @code{fftw_plan_many_dft_r2c} or @code{fftw_plan_many_dft_c2r}.
109
110 @heading Wisdom
111
112 In FFTW 2, you had to supply the @code{FFTW_USE_WISDOM} flag in order to
113 use wisdom; in FFTW 3, wisdom is always used. (You could simulate the
114 FFTW 2 wisdom-less behavior by calling @code{fftw_forget_wisdom} after
115 every planner call.)
116
117 The FFTW 3 wisdom import/export routines are almost the same as before
118 (although the storage format is entirely different). There is one
119 significant difference, however. In FFTW 2, the import routines would
120 never read past the end of the wisdom, so you could store extra data
121 beyond the wisdom in the same file, for example. In FFTW 3, the
122 file-import routine may read up to a few hundred bytes past the end of
123 the wisdom, so you cannot store other data just beyond it.@footnote{We
124 do our own buffering because GNU libc I/O routines are horribly slow for
125 single-character I/O, apparently for thread-safety reasons (whether you
126 are using threads or not).}
127
128 Wisdom has been enhanced by additional humility in FFTW 3: whereas FFTW
129 2 would re-use wisdom for a given transform size regardless of the
130 stride etc., in FFTW 3 wisdom is only used with the strides etc. for
131 which it was created. Unfortunately, this means FFTW 3 has to create
132 new plans from scratch more often than FFTW 2 (in FFTW 2, planning
133 e.g. one transform of size 1024 also created wisdom for all smaller
134 powers of 2, but this no longer occurs).
135
136 FFTW 3 also has the new routine @code{fftw_import_system_wisdom} to
137 import wisdom from a standard system-wide location.
138
139 @heading Memory allocation
140
141 In FFTW 3, we recommend allocating your arrays with @code{fftw_malloc}
142 and deallocating them with @code{fftw_free}; this is not required, but
143 allows optimal performance when SIMD acceleration is used. (Those two
144 functions actually existed in FFTW 2, and worked the same way, but were
145 not documented.)
146
147 In FFTW 2, there were @code{fftw_malloc_hook} and @code{fftw_free_hook}
148 functions that allowed the user to replace FFTW's memory-allocation
149 routines (e.g. to implement different error-handling, since by default
150 FFTW prints an error message and calls @code{exit} to abort the program
151 if @code{malloc} returns @code{NULL}). These hooks are not supported in
152 FFTW 3; those few users who require this functionality can just
153 directly modify the memory-allocation routines in FFTW (they are defined
154 in @code{kernel/alloc.c}).
155
156 @heading Fortran interface
157
158 In FFTW 2, the subroutine names were obtained by replacing @samp{fftw_}
159 with @samp{fftw_f77}; in FFTW 3, you replace @samp{fftw_} with
160 @samp{dfftw_} (or @samp{sfftw_} or @samp{lfftw_}, depending upon the
161 precision).
162
163 In FFTW 3, we have begun recommending that you always declare the type
164 used to store plans as @code{integer*8}. (Too many people didn't notice
165 our instruction to switch from @code{integer} to @code{integer*8} for
166 64-bit machines.)
167
168 In FFTW 3, we provide a @code{fftw3.f} ``header file'' to include in
169 your code (and which is officially installed on Unix systems). (In FFTW
170 2, we supplied a @code{fftw_f77.i} file, but it was not installed.)
171
172 Otherwise, the C-Fortran interface relationship is much the same as it
173 was before (e.g. return values become initial parameters, and
174 multi-dimensional arrays are in column-major order). Unlike FFTW 2, we
175 do provide some support for wisdom import/export in Fortran
176 (@pxref{Wisdom of Fortran?}).
177
178 @heading Threads
179
180 Like FFTW 2, only the execution routines are thread-safe. All planner
181 routines, etcetera, should be called by only a single thread at a time
182 (@pxref{Thread safety}). @emph{Unlike} FFTW 2, there is no special
183 @code{FFTW_THREADSAFE} flag for the planner to allow a given plan to be
184 usable by multiple threads in parallel; this is now the case by default.
185
186 The multi-threaded version of FFTW 2 required you to pass the number of
187 threads each time you execute the transform. The number of threads is
188 now stored in the plan, and is specified before the planner is called by
189 @code{fftw_plan_with_nthreads}. The threads initialization routine used
190 to be called @code{fftw_threads_init} and would return zero on success;
191 the new routine is called @code{fftw_init_threads} and returns zero on
192 failure. @xref{Multi-threaded FFTW}.
193
194 There is no separate threads header file in FFTW 3; all the function
195 prototypes are in @code{<fftw3.h>}. However, you still have to link to
196 a separate library (@code{-lfftw3_threads -lfftw3 -lm} on Unix), as well as
197 to the threading library (e.g. POSIX threads on Unix).
198