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Add FFTW3
author | Chris Cannam <cannam@all-day-breakfast.com> |
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date | Wed, 20 Mar 2013 15:35:50 +0000 |
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1 <html lang="en"> | |
2 <head> | |
3 <title>Upgrading from FFTW version 2 - FFTW 3.3.3</title> | |
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11 <!-- | |
12 This manual is for FFTW | |
13 (version 3.3.3, 25 November 2012). | |
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15 Copyright (C) 2003 Matteo Frigo. | |
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48 <a name="Upgrading-from-FFTW-version-2"></a> | |
49 <p> | |
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53 <hr> | |
54 </div> | |
55 | |
56 <h2 class="chapter">9 Upgrading from FFTW version 2</h2> | |
57 | |
58 <p>In this chapter, we outline the process for updating codes designed for | |
59 the older FFTW 2 interface to work with FFTW 3. The interface for FFTW | |
60 3 is not backwards-compatible with the interface for FFTW 2 and earlier | |
61 versions; codes written to use those versions will fail to link with | |
62 FFTW 3. Nor is it possible to write “compatibility wrappers” to | |
63 bridge the gap (at least not efficiently), because FFTW 3 has different | |
64 semantics from previous versions. However, upgrading should be a | |
65 straightforward process because the data formats are identical and the | |
66 overall style of planning/execution is essentially the same. | |
67 | |
68 <p>Unlike FFTW 2, there are no separate header files for real and complex | |
69 transforms (or even for different precisions) in FFTW 3; all interfaces | |
70 are defined in the <code><fftw3.h></code> header file. | |
71 | |
72 <h3 class="heading">Numeric Types</h3> | |
73 | |
74 <p>The main difference in data types is that <code>fftw_complex</code> in FFTW 2 | |
75 was defined as a <code>struct</code> with macros <code>c_re</code> and <code>c_im</code> | |
76 for accessing the real/imaginary parts. (This is binary-compatible with | |
77 FFTW 3 on any machine except perhaps for some older Crays in single | |
78 precision.) The equivalent macros for FFTW 3 are: | |
79 | |
80 <pre class="example"> #define c_re(c) ((c)[0]) | |
81 #define c_im(c) ((c)[1]) | |
82 </pre> | |
83 <p>This does not work if you are using the C99 complex type, however, | |
84 unless you insert a <code>double*</code> typecast into the above macros | |
85 (see <a href="Complex-numbers.html#Complex-numbers">Complex numbers</a>). | |
86 | |
87 <p>Also, FFTW 2 had an <code>fftw_real</code> typedef that was an alias for | |
88 <code>double</code> (in double precision). In FFTW 3 you should just use | |
89 <code>double</code> (or whatever precision you are employing). | |
90 | |
91 <h3 class="heading">Plans</h3> | |
92 | |
93 <p>The major difference between FFTW 2 and FFTW 3 is in the | |
94 planning/execution division of labor. In FFTW 2, plans were found for a | |
95 given transform size and type, and then could be applied to <em>any</em> | |
96 arrays and for <em>any</em> multiplicity/stride parameters. In FFTW 3, | |
97 you specify the particular arrays, stride parameters, etcetera when | |
98 creating the plan, and the plan is then executed for <em>those</em> arrays | |
99 (unless the guru interface is used) and <em>those</em> parameters | |
100 <em>only</em>. (FFTW 2 had “specific planner” routines that planned for | |
101 a particular array and stride, but the plan could still be used for | |
102 other arrays and strides.) That is, much of the information that was | |
103 formerly specified at execution time is now specified at planning time. | |
104 | |
105 <p>Like FFTW 2's specific planner routines, the FFTW 3 planner overwrites | |
106 the input/output arrays unless you use <code>FFTW_ESTIMATE</code>. | |
107 | |
108 <p>FFTW 2 had separate data types <code>fftw_plan</code>, <code>fftwnd_plan</code>, | |
109 <code>rfftw_plan</code>, and <code>rfftwnd_plan</code> for complex and real one- and | |
110 multi-dimensional transforms, and each type had its own ‘<samp><span class="samp">destroy</span></samp>’ | |
111 function. In FFTW 3, all plans are of type <code>fftw_plan</code> and all are | |
112 destroyed by <code>fftw_destroy_plan(plan)</code>. | |
113 | |
114 <p>Where you formerly used <code>fftw_create_plan</code> and <code>fftw_one</code> to | |
115 plan and compute a single 1d transform, you would now use | |
116 <code>fftw_plan_dft_1d</code> to plan the transform. If you used the generic | |
117 <code>fftw</code> function to execute the transform with multiplicity | |
118 (<code>howmany</code>) and stride parameters, you would now use the advanced | |
119 interface <code>fftw_plan_many_dft</code> to specify those parameters. The | |
120 plans are now executed with <code>fftw_execute(plan)</code>, which takes all | |
121 of its parameters (including the input/output arrays) from the plan. | |
122 | |
123 <p>In-place transforms no longer interpret their output argument as scratch | |
124 space, nor is there an <code>FFTW_IN_PLACE</code> flag. You simply pass the | |
125 same pointer for both the input and output arguments. (Previously, the | |
126 output <code>ostride</code> and <code>odist</code> parameters were ignored for | |
127 in-place transforms; now, if they are specified via the advanced | |
128 interface, they are significant even in the in-place case, although they | |
129 should normally equal the corresponding input parameters.) | |
130 | |
131 <p>The <code>FFTW_ESTIMATE</code> and <code>FFTW_MEASURE</code> flags have the same | |
132 meaning as before, although the planning time will differ. You may also | |
133 consider using <code>FFTW_PATIENT</code>, which is like <code>FFTW_MEASURE</code> | |
134 except that it takes more time in order to consider a wider variety of | |
135 algorithms. | |
136 | |
137 <p>For multi-dimensional complex DFTs, instead of <code>fftwnd_create_plan</code> | |
138 (or <code>fftw2d_create_plan</code> or <code>fftw3d_create_plan</code>), followed by | |
139 <code>fftwnd_one</code>, you would use <code>fftw_plan_dft</code> (or | |
140 <code>fftw_plan_dft_2d</code> or <code>fftw_plan_dft_3d</code>). followed by | |
141 <code>fftw_execute</code>. If you used <code>fftwnd</code> to to specify strides | |
142 etcetera, you would instead specify these via <code>fftw_plan_many_dft</code>. | |
143 | |
144 <p>The analogues to <code>rfftw_create_plan</code> and <code>rfftw_one</code> with | |
145 <code>FFTW_REAL_TO_COMPLEX</code> or <code>FFTW_COMPLEX_TO_REAL</code> directions | |
146 are <code>fftw_plan_r2r_1d</code> with kind <code>FFTW_R2HC</code> or | |
147 <code>FFTW_HC2R</code>, followed by <code>fftw_execute</code>. The stride etcetera | |
148 arguments of <code>rfftw</code> are now in <code>fftw_plan_many_r2r</code>. | |
149 | |
150 <p>Instead of <code>rfftwnd_create_plan</code> (or <code>rfftw2d_create_plan</code> or | |
151 <code>rfftw3d_create_plan</code>) followed by | |
152 <code>rfftwnd_one_real_to_complex</code> or | |
153 <code>rfftwnd_one_complex_to_real</code>, you now use <code>fftw_plan_dft_r2c</code> | |
154 (or <code>fftw_plan_dft_r2c_2d</code> or <code>fftw_plan_dft_r2c_3d</code>) or | |
155 <code>fftw_plan_dft_c2r</code> (or <code>fftw_plan_dft_c2r_2d</code> or | |
156 <code>fftw_plan_dft_c2r_3d</code>), respectively, followed by | |
157 <code>fftw_execute</code>. As usual, the strides etcetera of | |
158 <code>rfftwnd_real_to_complex</code> or <code>rfftwnd_complex_to_real</code> are no | |
159 specified in the advanced planner routines, | |
160 <code>fftw_plan_many_dft_r2c</code> or <code>fftw_plan_many_dft_c2r</code>. | |
161 | |
162 <h3 class="heading">Wisdom</h3> | |
163 | |
164 <p>In FFTW 2, you had to supply the <code>FFTW_USE_WISDOM</code> flag in order to | |
165 use wisdom; in FFTW 3, wisdom is always used. (You could simulate the | |
166 FFTW 2 wisdom-less behavior by calling <code>fftw_forget_wisdom</code> after | |
167 every planner call.) | |
168 | |
169 <p>The FFTW 3 wisdom import/export routines are almost the same as before | |
170 (although the storage format is entirely different). There is one | |
171 significant difference, however. In FFTW 2, the import routines would | |
172 never read past the end of the wisdom, so you could store extra data | |
173 beyond the wisdom in the same file, for example. In FFTW 3, the | |
174 file-import routine may read up to a few hundred bytes past the end of | |
175 the wisdom, so you cannot store other data just beyond it.<a rel="footnote" href="#fn-1" name="fnd-1"><sup>1</sup></a> | |
176 | |
177 <p>Wisdom has been enhanced by additional humility in FFTW 3: whereas FFTW | |
178 2 would re-use wisdom for a given transform size regardless of the | |
179 stride etc., in FFTW 3 wisdom is only used with the strides etc. for | |
180 which it was created. Unfortunately, this means FFTW 3 has to create | |
181 new plans from scratch more often than FFTW 2 (in FFTW 2, planning | |
182 e.g. one transform of size 1024 also created wisdom for all smaller | |
183 powers of 2, but this no longer occurs). | |
184 | |
185 <p>FFTW 3 also has the new routine <code>fftw_import_system_wisdom</code> to | |
186 import wisdom from a standard system-wide location. | |
187 | |
188 <h3 class="heading">Memory allocation</h3> | |
189 | |
190 <p>In FFTW 3, we recommend allocating your arrays with <code>fftw_malloc</code> | |
191 and deallocating them with <code>fftw_free</code>; this is not required, but | |
192 allows optimal performance when SIMD acceleration is used. (Those two | |
193 functions actually existed in FFTW 2, and worked the same way, but were | |
194 not documented.) | |
195 | |
196 <p>In FFTW 2, there were <code>fftw_malloc_hook</code> and <code>fftw_free_hook</code> | |
197 functions that allowed the user to replace FFTW's memory-allocation | |
198 routines (e.g. to implement different error-handling, since by default | |
199 FFTW prints an error message and calls <code>exit</code> to abort the program | |
200 if <code>malloc</code> returns <code>NULL</code>). These hooks are not supported in | |
201 FFTW 3; those few users who require this functionality can just | |
202 directly modify the memory-allocation routines in FFTW (they are defined | |
203 in <code>kernel/alloc.c</code>). | |
204 | |
205 <h3 class="heading">Fortran interface</h3> | |
206 | |
207 <p>In FFTW 2, the subroutine names were obtained by replacing ‘<samp><span class="samp">fftw_</span></samp>’ | |
208 with ‘<samp><span class="samp">fftw_f77</span></samp>’; in FFTW 3, you replace ‘<samp><span class="samp">fftw_</span></samp>’ with | |
209 ‘<samp><span class="samp">dfftw_</span></samp>’ (or ‘<samp><span class="samp">sfftw_</span></samp>’ or ‘<samp><span class="samp">lfftw_</span></samp>’, depending upon the | |
210 precision). | |
211 | |
212 <p>In FFTW 3, we have begun recommending that you always declare the type | |
213 used to store plans as <code>integer*8</code>. (Too many people didn't notice | |
214 our instruction to switch from <code>integer</code> to <code>integer*8</code> for | |
215 64-bit machines.) | |
216 | |
217 <p>In FFTW 3, we provide a <code>fftw3.f</code> “header file” to include in | |
218 your code (and which is officially installed on Unix systems). (In FFTW | |
219 2, we supplied a <code>fftw_f77.i</code> file, but it was not installed.) | |
220 | |
221 <p>Otherwise, the C-Fortran interface relationship is much the same as it | |
222 was before (e.g. return values become initial parameters, and | |
223 multi-dimensional arrays are in column-major order). Unlike FFTW 2, we | |
224 do provide some support for wisdom import/export in Fortran | |
225 (see <a href="Wisdom-of-Fortran_003f.html#Wisdom-of-Fortran_003f">Wisdom of Fortran?</a>). | |
226 | |
227 <h3 class="heading">Threads</h3> | |
228 | |
229 <p>Like FFTW 2, only the execution routines are thread-safe. All planner | |
230 routines, etcetera, should be called by only a single thread at a time | |
231 (see <a href="Thread-safety.html#Thread-safety">Thread safety</a>). <em>Unlike</em> FFTW 2, there is no special | |
232 <code>FFTW_THREADSAFE</code> flag for the planner to allow a given plan to be | |
233 usable by multiple threads in parallel; this is now the case by default. | |
234 | |
235 <p>The multi-threaded version of FFTW 2 required you to pass the number of | |
236 threads each time you execute the transform. The number of threads is | |
237 now stored in the plan, and is specified before the planner is called by | |
238 <code>fftw_plan_with_nthreads</code>. The threads initialization routine used | |
239 to be called <code>fftw_threads_init</code> and would return zero on success; | |
240 the new routine is called <code>fftw_init_threads</code> and returns zero on | |
241 failure. See <a href="Multi_002dthreaded-FFTW.html#Multi_002dthreaded-FFTW">Multi-threaded FFTW</a>. | |
242 | |
243 <p>There is no separate threads header file in FFTW 3; all the function | |
244 prototypes are in <code><fftw3.h></code>. However, you still have to link to | |
245 a separate library (<code>-lfftw3_threads -lfftw3 -lm</code> on Unix), as well as | |
246 to the threading library (e.g. POSIX threads on Unix). | |
247 | |
248 <div class="footnote"> | |
249 <hr> | |
250 <h4>Footnotes</h4><p class="footnote"><small>[<a name="fn-1" href="#fnd-1">1</a>]</small> We | |
251 do our own buffering because GNU libc I/O routines are horribly slow for | |
252 single-character I/O, apparently for thread-safety reasons (whether you | |
253 are using threads or not).</p> | |
254 | |
255 <hr></div> | |
256 | |
257 </body></html> | |
258 |