Re: [boost] Request to contribute boost::FFT

Subject: Re: [boost] Request to contribute boost::FFT
From: Pascal Germroth (pascal_at_[hidden])
Date: 2013-05-29 14:36:59

Hi,

> My code, when run as a 2048-point FFT, agrees with the MIT FFTW one
> to a max error margin of 6 parts per million.

This might be of interest: I've ported FFTW's arbitrary-precision FFT to 
boost::multiprecision
<https://github.com/neapel/vexcl-fft-accuracy/blob/master/multi_precision_fft.hpp>,
if you want to compare the numerical performance of your implementation
with FFTW as in <http://www.fftw.org/accuracy/Pentium4-3.60GHz-icc/>. 
It's more meaningful than comparing two low-precision results.

Generally, I think it would be better if a boost::fft library would 
primarily be a wrapper around existing FFT libraries, with the C++ 
implementation only used as a fallback for multiprecision or licensing 
issues since it's unlikely a template implementation would catch up with 
the years of optimization work that went into single- and 
double-precision libraries like MKL and FFTW, especially FFTW's kernel 
generator and planner.
But a reasonably fast (and open) multidimensional multiprecision FFT 
implementation doesn't seem to exist yet.

Cheers,

-- 
Pascal Germroth