Blazing FAST!!! FFT's for IDL

["David McClain" <dmcclain(at)azstarnet.com>]

I have some sources available on request to perform very, very, fast 1-D and
2-D FFT's, forward and inverse, single and double precision. The speed
derives from a multithreaded manager written in C++ that calls on the Intel
Math Kernel implementation of 1-D FFT's. It is multithreaded because we
typically use dual and quad Pentium and Xeon machines. The manager code
sniffs out how many processors you have and spawns worker threads to match.
The arrays are then divied up between the different processor threads. The
IDL interface is quite simple, consisting of some data prep code and a bunch
of CALL_EXTERNAL's.

We have been using this system for several years now. The Intel MKL expects
arrays in power of 2 size, unlike IDL, but it runs roughly 10-100 times
faster than IDL's routines the last time I checked about a year ago. It
properly scales as n*log2 n for 1-D and 2n*log2 n for 2-D n square arrays
(2-D arrays need not be square). IDL's routines scale quite dreadfully as
something on the order of n^2 (log2 n)^2 which implies some kind of tree
search on each Butterfly operation (???). Their routine is nice if you need
arbitrary array sizes, but power of 2 can always be used anyway: the
resulting spectrum is simply an interpolated spectrum at the intermediate
frequencies.

On an old quad-Pentium II machine running at 200 MHz, the FFTX routines in
this package performed at roughly 75 MButterflys/sec. IDL ran about 3
MButterflys/sec.

If you are interested just drop me a line. The latest Intel MKL has been
sped up to roughly twice its former speed (the speed tests quoted were
performed on the old version of the MKL). It is available separately, and I
believe, still free, from Intel Corp.

D. McClain
Sr. Scientist
Raytheon Systems Co.
Tucson, AZ