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Re: dissapointing fftw [message #37989 is a reply to message #37948] Wed, 11 February 2004 09:39 Go to previous messageGo to previous message
R.G. Stockwell is currently offline  R.G. Stockwell
Messages: 363
Registered: July 1999
Senior Member
"Steven G. Johnson" <stevenj@alum.mit.edu> wrote in message news:27cfb406.0402102108.3e4a96ae@posting.google.com...
> "R.G. Stockwell" wrote...
>> [...] But I also use it for arbitrary lengths of time
>> and the requirement of the fftw to calculate a plan for each different
>> length is a real killer. Plus, the creation of the plan can be very very
>> slow (i.e. minutes). [...]
>> Oddly enough the matlab invokation of fftw does not seem to have that step
>> (of calculating the plan).
>
> You can create plans with the FFTW_ESTIMATE option to skip the
> plan-optimization step and just pick one based on heuristics. I think
> that's what Matlab does, probably with precomputed plans ('wisdom')
> for a few sizes like powers of two.

Yes, matlab probably does something like that. In my time tests I ran the
/exhaustive plan do find the optimal fftw algorithm, then I looped through
repeated calculations on the same size random time series. This gave the
best possible times for fftw which are dissapointing when compared to idl's fft.
Presumably running the code with /patient or /estimate would be even slower
(at least not faster) than the results I got.

You bring up a good point though. For my application of arbitrary sized ffts,
I should compare the /estimate plan, and calculate the time required for those
fftw computations as compared to IDLs.

Cheers,
bob

PS I have always thought that IDL's fft was really quick, up until I saw
Matlab's fft a month or so ago.
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