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