FFTW 3.3.5: Upgrading from FFTW version 2

In this chapter, we outline the process for updating codes designed for cannam@127: the older FFTW 2 interface to work with FFTW 3. The interface for FFTW cannam@127: 3 is not backwards-compatible with the interface for FFTW 2 and earlier cannam@127: versions; codes written to use those versions will fail to link with cannam@127: FFTW 3. Nor is it possible to write “compatibility wrappers” to cannam@127: bridge the gap (at least not efficiently), because FFTW 3 has different cannam@127: semantics from previous versions. However, upgrading should be a cannam@127: straightforward process because the data formats are identical and the cannam@127: overall style of planning/execution is essentially the same. cannam@127:

Unlike FFTW 2, there are no separate header files for real and complex cannam@127: transforms (or even for different precisions) in FFTW 3; all interfaces cannam@127: are defined in the <fftw3.h> header file. cannam@127:

Numeric Types

The main difference in data types is that fftw_complex in FFTW 2 cannam@127: was defined as a struct with macros c_re and c_im cannam@127: for accessing the real/imaginary parts. (This is binary-compatible with cannam@127: FFTW 3 on any machine except perhaps for some older Crays in single cannam@127: precision.) The equivalent macros for FFTW 3 are: cannam@127:

cannam@127:

#define c_re(c) ((c)[0])
cannam@127: #define c_im(c) ((c)[1])
cannam@127:

This does not work if you are using the C99 complex type, however, cannam@127: unless you insert a double* typecast into the above macros cannam@127: (see Complex numbers). cannam@127:

Also, FFTW 2 had an fftw_real typedef that was an alias for cannam@127: double (in double precision). In FFTW 3 you should just use cannam@127: double (or whatever precision you are employing). cannam@127:

Plans

The major difference between FFTW 2 and FFTW 3 is in the cannam@127: planning/execution division of labor. In FFTW 2, plans were found for a cannam@127: given transform size and type, and then could be applied to any cannam@127: arrays and for any multiplicity/stride parameters. In FFTW 3, cannam@127: you specify the particular arrays, stride parameters, etcetera when cannam@127: creating the plan, and the plan is then executed for those arrays cannam@127: (unless the guru interface is used) and those parameters cannam@127: only. (FFTW 2 had “specific planner” routines that planned for cannam@127: a particular array and stride, but the plan could still be used for cannam@127: other arrays and strides.) That is, much of the information that was cannam@127: formerly specified at execution time is now specified at planning time. cannam@127:

Like FFTW 2’s specific planner routines, the FFTW 3 planner overwrites cannam@127: the input/output arrays unless you use FFTW_ESTIMATE. cannam@127:

FFTW 2 had separate data types fftw_plan, fftwnd_plan, cannam@127: rfftw_plan, and rfftwnd_plan for complex and real one- and cannam@127: multi-dimensional transforms, and each type had its own ‘destroy’ cannam@127: function. In FFTW 3, all plans are of type fftw_plan and all are cannam@127: destroyed by fftw_destroy_plan(plan). cannam@127:

Where you formerly used fftw_create_plan and fftw_one to cannam@127: plan and compute a single 1d transform, you would now use cannam@127: fftw_plan_dft_1d to plan the transform. If you used the generic cannam@127: fftw function to execute the transform with multiplicity cannam@127: (howmany) and stride parameters, you would now use the advanced cannam@127: interface fftw_plan_many_dft to specify those parameters. The cannam@127: plans are now executed with fftw_execute(plan), which takes all cannam@127: of its parameters (including the input/output arrays) from the plan. cannam@127:

In-place transforms no longer interpret their output argument as scratch cannam@127: space, nor is there an FFTW_IN_PLACE flag. You simply pass the cannam@127: same pointer for both the input and output arguments. (Previously, the cannam@127: output ostride and odist parameters were ignored for cannam@127: in-place transforms; now, if they are specified via the advanced cannam@127: interface, they are significant even in the in-place case, although they cannam@127: should normally equal the corresponding input parameters.) cannam@127:

The FFTW_ESTIMATE and FFTW_MEASURE flags have the same cannam@127: meaning as before, although the planning time will differ. You may also cannam@127: consider using FFTW_PATIENT, which is like FFTW_MEASURE cannam@127: except that it takes more time in order to consider a wider variety of cannam@127: algorithms. cannam@127:

For multi-dimensional complex DFTs, instead of fftwnd_create_plan cannam@127: (or fftw2d_create_plan or fftw3d_create_plan), followed by cannam@127: fftwnd_one, you would use fftw_plan_dft (or cannam@127: fftw_plan_dft_2d or fftw_plan_dft_3d). followed by cannam@127: fftw_execute. If you used fftwnd to to specify strides cannam@127: etcetera, you would instead specify these via fftw_plan_many_dft. cannam@127:

The analogues to rfftw_create_plan and rfftw_one with cannam@127: FFTW_REAL_TO_COMPLEX or FFTW_COMPLEX_TO_REAL directions cannam@127: are fftw_plan_r2r_1d with kind FFTW_R2HC or cannam@127: FFTW_HC2R, followed by fftw_execute. The stride etcetera cannam@127: arguments of rfftw are now in fftw_plan_many_r2r. cannam@127:

Instead of rfftwnd_create_plan (or rfftw2d_create_plan or cannam@127: rfftw3d_create_plan) followed by cannam@127: rfftwnd_one_real_to_complex or cannam@127: rfftwnd_one_complex_to_real, you now use fftw_plan_dft_r2c cannam@127: (or fftw_plan_dft_r2c_2d or fftw_plan_dft_r2c_3d) or cannam@127: fftw_plan_dft_c2r (or fftw_plan_dft_c2r_2d or cannam@127: fftw_plan_dft_c2r_3d), respectively, followed by cannam@127: fftw_execute. As usual, the strides etcetera of cannam@127: rfftwnd_real_to_complex or rfftwnd_complex_to_real are no cannam@127: specified in the advanced planner routines, cannam@127: fftw_plan_many_dft_r2c or fftw_plan_many_dft_c2r. cannam@127:

Wisdom

In FFTW 2, you had to supply the FFTW_USE_WISDOM flag in order to cannam@127: use wisdom; in FFTW 3, wisdom is always used. (You could simulate the cannam@127: FFTW 2 wisdom-less behavior by calling fftw_forget_wisdom after cannam@127: every planner call.) cannam@127:

The FFTW 3 wisdom import/export routines are almost the same as before cannam@127: (although the storage format is entirely different). There is one cannam@127: significant difference, however. In FFTW 2, the import routines would cannam@127: never read past the end of the wisdom, so you could store extra data cannam@127: beyond the wisdom in the same file, for example. In FFTW 3, the cannam@127: file-import routine may read up to a few hundred bytes past the end of cannam@127: the wisdom, so you cannot store other data just beyond it.¹¹ cannam@127:

Wisdom has been enhanced by additional humility in FFTW 3: whereas FFTW cannam@127: 2 would re-use wisdom for a given transform size regardless of the cannam@127: stride etc., in FFTW 3 wisdom is only used with the strides etc. for cannam@127: which it was created. Unfortunately, this means FFTW 3 has to create cannam@127: new plans from scratch more often than FFTW 2 (in FFTW 2, planning cannam@127: e.g. one transform of size 1024 also created wisdom for all smaller cannam@127: powers of 2, but this no longer occurs). cannam@127:

FFTW 3 also has the new routine fftw_import_system_wisdom to cannam@127: import wisdom from a standard system-wide location. cannam@127:

Memory allocation

In FFTW 3, we recommend allocating your arrays with fftw_malloc cannam@127: and deallocating them with fftw_free; this is not required, but cannam@127: allows optimal performance when SIMD acceleration is used. (Those two cannam@127: functions actually existed in FFTW 2, and worked the same way, but were cannam@127: not documented.) cannam@127:

In FFTW 2, there were fftw_malloc_hook and fftw_free_hook cannam@127: functions that allowed the user to replace FFTW’s memory-allocation cannam@127: routines (e.g. to implement different error-handling, since by default cannam@127: FFTW prints an error message and calls exit to abort the program cannam@127: if malloc returns NULL). These hooks are not supported in cannam@127: FFTW 3; those few users who require this functionality can just cannam@127: directly modify the memory-allocation routines in FFTW (they are defined cannam@127: in kernel/alloc.c). cannam@127:

Fortran interface

In FFTW 2, the subroutine names were obtained by replacing ‘fftw_’ cannam@127: with ‘fftw_f77’; in FFTW 3, you replace ‘fftw_’ with cannam@127: ‘dfftw_’ (or ‘sfftw_’ or ‘lfftw_’, depending upon the cannam@127: precision). cannam@127:

In FFTW 3, we have begun recommending that you always declare the type cannam@127: used to store plans as integer*8. (Too many people didn’t notice cannam@127: our instruction to switch from integer to integer*8 for cannam@127: 64-bit machines.) cannam@127:

In FFTW 3, we provide a fftw3.f “header file” to include in cannam@127: your code (and which is officially installed on Unix systems). (In FFTW cannam@127: 2, we supplied a fftw_f77.i file, but it was not installed.) cannam@127:

Otherwise, the C-Fortran interface relationship is much the same as it cannam@127: was before (e.g. return values become initial parameters, and cannam@127: multi-dimensional arrays are in column-major order). Unlike FFTW 2, we cannam@127: do provide some support for wisdom import/export in Fortran cannam@127: (see Wisdom of Fortran?). cannam@127:

Threads

Like FFTW 2, only the execution routines are thread-safe. All planner cannam@127: routines, etcetera, should be called by only a single thread at a time cannam@127: (see Thread safety). Unlike FFTW 2, there is no special cannam@127: FFTW_THREADSAFE flag for the planner to allow a given plan to be cannam@127: usable by multiple threads in parallel; this is now the case by default. cannam@127:

The multi-threaded version of FFTW 2 required you to pass the number of cannam@127: threads each time you execute the transform. The number of threads is cannam@127: now stored in the plan, and is specified before the planner is called by cannam@127: fftw_plan_with_nthreads. The threads initialization routine used cannam@127: to be called fftw_threads_init and would return zero on success; cannam@127: the new routine is called fftw_init_threads and returns zero on cannam@127: failure. See Multi-threaded FFTW. cannam@127:

There is no separate threads header file in FFTW 3; all the function cannam@127: prototypes are in <fftw3.h>. However, you still have to link to cannam@127: a separate library (-lfftw3_threads -lfftw3 -lm on Unix), as well as cannam@127: to the threading library (e.g. POSIX threads on Unix). cannam@127:

cannam@127:

Footnotes

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cannam@127:

We cannam@127: do our own buffering because GNU libc I/O routines are horribly slow for cannam@127: single-character I/O, apparently for thread-safety reasons (whether you cannam@127: are using threads or not).

cannam@127:

9 Upgrading from FFTW version 2

Numeric Types

Plans

Wisdom

Memory allocation

Fortran interface

Threads

Footnotes

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