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https://issues.apache.org/jira/browse/MATH-732?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13199115#comment-13199115
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Sébastien Brisard commented on MATH-732:
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Thanks Kurt for all this work. I will look into it in the coming days. I agree
this might be fairly easy to include, but I do want to spend some time on the
comparison: I'm sure there is a lot to learn from comparing the old and new
implementations.
As for testing tolerance, I just set it so that the current implementation
passes the tests, so no worries about your modifications.
Sébastien
> 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
> Assignee: Sébastien Brisard
> Labels: api, perfomance
> Fix For: 3.0
>
> Attachments: DFTPerformanceWithPatch.png,
> DFTPerformanceWithoutPatch.png, FastFourierTransformer.java,
> FastFourierTransformerTest.java, Main.java
>
>
> 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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