[julia-users] FFT speed much slower than Octave

[Logan Williams]

Hi,

I'm finding that a 2D FFT in Julia is an order of magnitude slower than GNU 
Octave. Does anyone know why this is happening?

Thanks,
Logan

In Octave:

>> R = rand(512,512);
>> tic; fft2(R); toc;
Elapsed time is 0.00377011 seconds.

In Julia:

julia> R = rand(512,512);

julia> @time fft(R);

  0.042149 seconds (76 allocations: 8.003 MB)


In Octave with non-power of 2 size:


>> R = rand(5000,5000);

>> tic; fft2(R); toc;

Elapsed time is 0.556037 seconds.


In Julia with non-power of 2 size:


julia> R = rand(5000,5000);

julia> @time fft(R);

  6.212666 seconds (76 allocations: 762.943 MB, 1.17% gc time)