[jira] [Created] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

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[jira] [Created] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
---------------------------------------------------------------------------------------------------------------

                 Key: MATH-745
                 URL: https://issues.apache.org/jira/browse/MATH-745
             Project: Commons Math
          Issue Type: Improvement
    Affects Versions: 3.0
            Reporter: Leandro Ariel Pezzente


By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Updated] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)

     [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Leandro Ariel Pezzente updated MATH-745:
----------------------------------------

    Attachment: FastFourierTransformer.patch.txt

patch uploadad
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Commented] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206808#comment-13206808 ]

Gilles commented on MATH-745:
-----------------------------

Would it be possible to use our little benchmark utility ("PerfTestUtils" in the "test" section of the source repository)?  There are examples of usage in "o.a.c.m.util.FastMathTestPerformance").
You could run it once before the changes you propose and once after, and post the 2 tables here. Thanks!

               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Commented] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206817#comment-13206817 ]

Sebb commented on MATH-745:
---------------------------

Also, are there any guarantees that the recursive approach cannot cause stack overflow, even with pathological input?
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Commented] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206824#comment-13206824 ]

Sébastien Brisard commented on MATH-745:
----------------------------------------

I worry about the exact same issue. Leandro, please test very large data sets.
If memory becomes an issue, we could have *two* implementations of the FFT, one being less robust than the other (I would certainly not discard a 5x speed up...).
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Commented] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206865#comment-13206865 ]

Bruce A Johnson commented on MATH-745:
--------------------------------------

Just to be clear, is this 5x faster than the old implementation (pre Math-732), or after Math-732 (and thereby ~25x faster than the old)?
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Issue Comment Edited] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206867#comment-13206867 ]

Thomas Neidhart edited comment on MATH-745 at 2/13/12 1:30 PM:
---------------------------------------------------------------

I was curious to see if a recursion is really faster than a loop. The test results can be seen here:

fft (calls per timed block: 1000, timed blocks: 100, time unit: ms)
     name      time/call      std error total time      ratio      difference
     Loop 6.97587976e-02 1.15353985e-02 6.9759e+03 1.0000e+00  0.00000000e+00
Recursive 7.11088946e-02 5.04734785e-03 7.1109e+03 1.0194e+00  1.35009693e+02

The function being transformed is a simple sin.
               
      was (Author: tn):
    I was curious to see if a recursion is really faster than a loop. The test results can be seen here:

fft (calls per timed block: 1000, timed blocks: 100, time unit: ms)
     name      time/call      std error total time      ratio      difference
     Loop 6.97587976e-02 1.15353985e-02 6.9759e+03 1.0000e+00  0.00000000e+00
Recursive 7.11088946e-02 5.04734785e-03 7.1109e+03 1.0194e+00  1.35009693e+02

The function being transformed is sin(x).
                 

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Commented] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206867#comment-13206867 ]

Thomas Neidhart commented on MATH-745:
--------------------------------------

I was curious to see if a recursion is really faster than a loop. The test results can be seen here:

fft (calls per timed block: 1000, timed blocks: 100, time unit: ms)
     name      time/call      std error total time      ratio      difference
     Loop 6.97587976e-02 1.15353985e-02 6.9759e+03 1.0000e+00  0.00000000e+00
Recursive 7.11088946e-02 5.04734785e-03 7.1109e+03 1.0194e+00  1.35009693e+02

The function being transformed is sin(x).
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Issue Comment Edited] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206867#comment-13206867 ]

Thomas Neidhart edited comment on MATH-745 at 2/13/12 1:30 PM:
---------------------------------------------------------------

I was curious to see if a recursion is really faster than a loop. The test results can be seen here:
{noformat}
fft (calls per timed block: 1000, timed blocks: 100, time unit: ms)
     name      time/call      std error total time      ratio      difference
     Loop 6.97587976e-02 1.15353985e-02 6.9759e+03 1.0000e+00  0.00000000e+00
Recursive 7.11088946e-02 5.04734785e-03 7.1109e+03 1.0194e+00  1.35009693e+02
{noformat}
The function being transformed is a simple sin.
               
      was (Author: tn):
    I was curious to see if a recursion is really faster than a loop. The test results can be seen here:

fft (calls per timed block: 1000, timed blocks: 100, time unit: ms)
     name      time/call      std error total time      ratio      difference
     Loop 6.97587976e-02 1.15353985e-02 6.9759e+03 1.0000e+00  0.00000000e+00
Recursive 7.11088946e-02 5.04734785e-03 7.1109e+03 1.0194e+00  1.35009693e+02

The function being transformed is a simple sin.
                 

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Commented] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206922#comment-13206922 ]

Sébastien Brisard commented on MATH-745:
----------------------------------------

Thomas, have you checked how this scales with the data size.
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Commented] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206931#comment-13206931 ]

Thomas Neidhart commented on MATH-745:
--------------------------------------

I have tested with different values of sample points, showing always the same results: loop variant slightly faster. Having a N of > 2 ^13^ then leads to the expected StackOverflowException.
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Issue Comment Edited] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13206922#comment-13206922 ]

Sébastien Brisard edited comment on MATH-745 at 2/13/12 3:54 PM:
-----------------------------------------------------------------

Thomas, have you checked how this scales with the data size? Otherwise, I can do it.
               
      was (Author: celestin):
    Thomas, have you checked how this scales with the data size.
                 

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Commented] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13207242#comment-13207242 ]

Leandro Ariel Pezzente commented on MATH-745:
---------------------------------------------

Hmmm ... maybe i made a mistake. I probably run both test at different processor load instances. I should probably resolve this as a Won't Fix and stop trying until I learn how to this properly.
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Resolved] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

     [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Leandro Ariel Pezzente resolved MATH-745.
-----------------------------------------

    Resolution: Cannot Reproduce

Test were invalid due to test being run at different processor load instances.
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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[jira] [Closed] (MATH-745) up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach

Gilles (Jira)
In reply to this post by Gilles (Jira)

     [ https://issues.apache.org/jira/browse/MATH-745?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Leandro Ariel Pezzente closed MATH-745.
---------------------------------------


Issue Closed due to Perfomance Test being run in an inappropiatre way.
               

> up to 5x Performance Improvement on FasFourierTransformer.java by using a recursive iterative sumation Approach
> ---------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-745
>                 URL: https://issues.apache.org/jira/browse/MATH-745
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Leandro Ariel Pezzente
>              Labels: FFT, Fast, Fourier, Transform
>         Attachments: FastFourierTransformer.patch.txt
>
>
> By swithinch form a loop iterative approach to a recursive iterative approach on fastFourierTransformer.java a Perfomance Improvement of up to 5x is gained.

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