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https://issues.apache.org/jira/browse/MATH-732?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13185174#comment-13185174
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Sébastien Brisard commented on MATH-732:
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Thanks Kurt! Such a speed-up is obviously most welcome. As you might have
noticed (MATH-677), we are in the middle of cleaning-up the interface for fast
transforms. I'm currently working on the tests, which were a bit slim
previously. So now is a good time to include your proposal. I will look into
it, and try to reproduce your results. Please allow for some time, though!
As for having all flavours of {{transform()}} static. This would indeed be nice
not to have to instantiate {{FastFourierTransformer}}. However, this would mean
that
* the type (standard, unitary) of transform to be performed should be specified
through the call to {{transform()}}
* it would not be possible to specify the {{transform()}} methods in a common
interface (see {{RealTransformer}}). Whether it really matters, I'm not sure.
For the time being, could you please make sure you sign the
[ICLA|http://apache.org/licenses/#clas] (if you haven't already)?
> 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.
> ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
> 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
> Labels: api, perfomance
> Fix For: 3.0
>
> Attachments: DFTPerformanceWithPatch.png,
> DFTPerformanceWithoutPatch.png, FastFourierTransformer.java.diff,
> FastFourierTransformer.java.diff, FastFourierTransformerTest.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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