[MATH-732] Major Speed Improvement to 1D Discrete Fourier Transform (approximately 5x-9x improvement). Preserved public API 100%. Removed unnecessary use of instance variables and instance state.

• Type: Improvement
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.0
• Fix Version/s: 3.0
• Labels: api perfomance
• Assignee: Sebastien Brisard
• Reporter: Kurt Ostfeld
• Created: 12/Jan/12 18:06
• Updated: 24/Mar/12 16:17
• Resolved: 11/Feb/12 05:40

Description

I wrote my own Discrete Fourier Transform function in Java and ran some benchmarks and found that it ran dramatically faster than the Apache library implementation. This is a pretty straight forward implementation of the standard Cooley Tukey algorithm that I read out of a textbook. This passes all the Apache library test cases plus several I had written on my own. I created a source code library patch that preserves the public API completely while changing the internal implementation to achieve the performance improvement.

In addition to the performance issue, I suggest that Discrete Fourier Transform functionality be provided as stateless pure functions (in Java this would be implemented with static methods) just like most other math functions. As-is, the library requires the user to instantiate a Transformer instance which maintains instance state, which is an unecessary complexity for a pure math function. I held off on this change since it would change the public API and affect existing code. However, I see similar backward compatability breaking API changes are already in the FastFourierTransformer class in the 3.0 code base.