Re: [eigen] A complex FFT for Eigen

["Benoit Jacob" <jacob.benoit.1@xxxxxxxxx>]

2008/11/27 Tim Molteno <tim@xxxxxxxxxxxxxxxxxxx>:
> I'd love to vectorize this better. I'll look into this, but ran into the
> issue of addressing sub-vectors in-place. I could not work out how to do it
> in Eigen. How do I carry out operations like
>
> data[1:N] += data[N+1:2N]

assuming that data is a vector of length 2N :

data.start<N>() += data.end<N>();

otherwise:

data.start<N>() += data.segment<N>(N);

(I think that segment only got that name after beta1 so you should use
trunk and "make doc" instead of using the online documentation).

>
> In other words, can I create a vector object that refers into part of
> another vector object?
>
> I tried using MatrixBlock objects, but could not get it to work?

Yes Eigen::Block is exactly what you need here and the above-mentioned
start/end/segment methods return objects of type Block.

> I think that FFT's are inherently non-local operations.

OK, so be it, then :)

> There might be
> better ways of doing this, but as it stands this code is pretty fast for an
> FFT and extremely small and lightweight, so I'd rather vectorize the apply
> function first as this is where most of the computation is happening.

Good to know.
As I said for now Eigen doesn't vectorize operations involve complex
numbers but I don't see anything making it impossible in theory, I'll
think about that when I can.

So, from Matthias's and your answers, I gather that there is no
generalization to non-complex numbers or to non-power-of-two sizes.
What about dynamic-size: are there, in your experience, use cases
where the size N isn't known at compile-time and it's be useful to
have a FFT able to handle any size N as a runtime parameter? If yes,
that's also something that we want.

More nitpicking:
Why are fft() and ifft() methods of a class CFFT ? I'd suggest either
making them static methods, or global functions. In Eigen, we tend to
do the latter as it makes for shorter calling syntax.

Let's give us a bit more time to determine whether we want FFT inside
Eigen -- don't want to sound un-enthusiastic, it's rather that I'm
currently busy and I don't want to make the wrong decision.

Anybody reading this, opinions?

Cheers,
Benoit

>
> Cheers
>
> Tim
>
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>
>

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