Major Speed Improvement to 1D Discrete Fourier Transform (approximately 5x-9x
improvement). Preserved public API 100%. Removed unnecessary use of instance
variables and instance state.
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Key: MATH-732
URL: https://issues.apache.org/jira/browse/MATH-732
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Kurt Ostfeld
Fix For: 3.0
Attachments: FastFourierTransformer.java.diff,
FastFourierTransformerTest.java.diff
I wrote my own Discrete Fourier Transform function in Java and ran some
benchmarks and found that it ran dramatically faster than the Apache library
implementation. This is a pretty straight forward implementation of the
standard Cooley Tukey algorithm that I read out of a textbook. This passes all
the Apache library test cases plus several I had written on my own. I created a
source code library patch that preserves the public API completely while
changing the internal implementation to achieve the performance improvement.
In addition to the performance issue, I suggest that Discrete Fourier Transform
functionality be provided as stateless pure functions (in Java this would be
implemented with static methods) just like most other math functions. As-is,
the library requires the user to instantiate a Transformer instance which
maintains instance state, which is an unecessary complexity for a pure math
function. I held off on this change since it would change the public API and
affect existing code. However, I see similar backward compatability breaking
API changes are already in the FastFourierTransformer class in the 3.0 code
base.
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