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Applications of this work

This section provides an overview of how the techniques presented in this thesis may be applied to the prime-factor algorithm, sparse Fourier transforms, and multi-threaded transforms.

Prime-factor algorithm

The techniques presented in this work rely on the fact that FFTs operating on signal lengths that are a power-of-two can be factored into smaller power-of-two length components, which are computed in parallel by being evenly divided into a number of SIMD vector registers that are a power-of-two length.

The prime-factor algorithm factors other lengths of FFTs into components that are co-prime in length, and ultimately small prime components, which do not evenly divide into the power-of-two length SIMD registers, except in the special case where a SIMD register contains only one complex element (such is the case with double-precision on SSE machines).

Because the prime components do not evenly divide into power-of-two length SIMD registers, the algorithm level vectorization techniques presented in this work are not directly applicable. In contrast, the auto-vectorization techniques used in SPIRAL  [link] , [link] , [link] are performed at the instruction level, and are applicable to the prime-factor algorithm, but as the results in [link] show, the downside of SPIRAL's lower level approach is that performance for power-of-two transforms scales poorly with the length of the SIMD register.

Sparse fourier transforms

The recently published Sparse FFT  [link] , [link] will benefit from the techniques presented in this work because the inner loops use small DFTs (e.g, 512 point for a certain 256k point sparse FFT), which are currently computed with FFTW. Replacing FFTW with SFFT will almost certainly result in improved performance, because SFFT is faster than both FFTW and Intel IPP for the applicable small sizes of transform on an Intel Core i7-2600 (see [link] ).

Version 2.0 of the Sparse FFT code is scalar, and would benefit greatly from explicitly describing the computation with SIMD intrinsics. However, a key difference between the sparse Fourier transform and other FFTs is the use of conditional branches on the input signal data. This has performance implications on all machines, but it is worth noting that some machines will be drastically affected by this, such as the ARM Cortex-A8, where the SIMD pipeline is located behind the main pipeline, resulting in fast transfers from the main CPU unit to the SIMD pipeline, but large penalties when SIMD registers or flags are accessed by the main CPU unit.

Multi-threaded transforms

Speed of multi-threaded four-step algorithm running on an Intel Core i5-2557M with four threads. The algorithm decomposes transforms into smaller single-threaded components, which are computed above with three different implementations. All code was compiled with icc for x86_64 with SSE.

MatrixFFT has recently shown that the four-step algorithm  [link] , designed to efficiently use hierarchical or external memory on Cray machines in the 1980's, is useful for computing large multi-threaded transforms on modern machines, providing performance far surpassing that of FFTW's multi-threaded performance  [link] .

The four-step algorithm decomposes a transform of size N into a two-dimensional array of size n 1 × n 2 where N = n 1 n 2 , and n 1 = n 2 = N (or close) often obtains the best performance.

The four-steps of the algorithm are:

  1. Compute n 1 FFTs of length n 2 along the columns of the array;
  2. Multiply each element of the array with ω N i j , where i and j are the array coordinates;
  3. Transpose the array;
  4. Compute n 2 FFTs of length n 1 along the columns of the array.

Each step can be divided amongst a pool of threads, with a synchronisation barrier between the third and fourth steps. The transforms in steps one and four operate on sequential data, and if they are small enough, they are not subject to bandwidth limitations (and if they are not small enough, they can be further decomposed with the four-step algorithm until they are small enough). The bandwidth bottleneck does not disappear, but it is factored out into the transpose in step three, and because of this, the performance of the small single-threaded 1D transforms used in steps one and four correlate with the overall multi-threaded performance. A simple multi-threaded implementation of the four-step algorithm was benchmarked with SFFT and FFTW transforms, and the results are shown in [link] , which tends to confirm that the performance of single-threaded transforms for steps one and four translates to the overall multi-threaded performance when using the four-step algorithm.

Similar work

Aside from Bernstein's FFT library, which was designed in the days of scalar microprocessors and has not been updated since 1999, there have been a few other challenges to the automatically adaptive approach of FFTW, but none present concrete results that definitively dismiss the idea. Most recently, Vasilios et al. presented an approach that uses the characteristics of the host machine to choose good FFT parameters at run time  [link] , but their approach has several issues that render it almost irrelevant. First, the approach uses optimizations that only apply to scalar machines, viz. twiddle factor symmetries are exploited to compress the twiddle LUTs, and arithmetic is avoided when twiddle factors contains zeros or ones. The vast majority of microprocessors, even those found in mobile devices such as phones, feature SIMD extensions, and so an approach that is limited to scalar arithmetic is of little consequence. Second, they benchmark the FFTs in a most unusual way. Rather than repeat a large number of iterations of the FFT, they repeat a large number of iterations of a binary that initializes and then executes only one FFT; such an approach is by no means representative of applications where the performance of the FFT is a concern, and is more a measurement of the initialization time rather than the FFT.

Questions & Answers

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At high concentrations (>0.01 M), the relation between absorptivity coefficient and absorbance is no longer linear. This is due to the electrostatic interactions between the quantum dots in close proximity. If the concentration of the solution is high, another effect that is seen is the scattering of light from the large number of quantum dots. This assumption only works at low concentrations of the analyte. Presence of stray light.
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Source:  OpenStax, Computing the fast fourier transform on simd microprocessors. OpenStax CNX. Jul 15, 2012 Download for free at http://cnx.org/content/col11438/1.2
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