NFFT.jl: Generic and Fast Julia Implementation of the Nonequidistant Fast Fourier Transform

DOI10.1137/22M1510935MaRDI QIDQ6098516zbMATH OpenOpenAlexWikidataFDO

Authors T. Knopp

Publication date 14 June 2023

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2208.00049

zbMATH Keywords

Juliafast implementationmulti threadingnon-equidistant fast Fourier transform

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) General topics in the theory of software (68N01) Numerical methods for trigonometric approximation and interpolation (65T40) Packaged methods for numerical algorithms (65Y15) Numerical methods for discrete and fast Fourier transforms (65T50)

Abstract: The non-equidistant fast Fourier transform (NFFT) is an extension of the famous fast Fourier transform (FFT), which can be applied to non-equidistantly sampled data in time/space or frequency domain. It is an approximative algorithm that allows to control the approximation error in such a way that machine precision is reached while keeping the algorithmic complexity in the same order as a regular FFT. The NFFT plays a major role in many signal processing applications and has been intensively studied from a theoretical and computational perspective. The fastest CPU implementations of the NFFT are implemented in the low-level programming languages C and C++ and require a compromise between code generalizability, code readability, and code efficiency. The programming language Julia promises new opportunities in optimizing these three conflicting goals. In this work we show that Julia indeed allows to develop an NFFT implementation, which is completely generic, dimension-agnostic and requires about 2-3 times less code than other famous libraries while still being one of the fastest NFFT implementations developed to date.

Recommendations

• Accelerating the Nonuniform Fast Fourier Transform
• Using NFFT 3 -- a software library for various nonequispaced fast Fourier transforms
• Nonequispaced fast Fourier transforms without oversampling
• Fast Fourier Transforms for Nonequispaced Data
• A nonuniform fast Fourier transform based on low rank approximation

Cites work

• A Parallel Nonuniform Fast Fourier Transform Library Based on an “Exponential of Semicircle" Kernel
• A new theoretical derivation of NFFT and its implementation on GPU
• A note on fast Fourier transforms for nonequispaced grids
• An Algorithm for the Machine Calculation of Complex Fourier Series
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• Fast Approximate Fourier Transforms for Irregularly Spaced Data
• Fast Fourier Transforms for Nonequispaced Data
• Julia: a fresh approach to numerical computing
• Nonuniform fast fourier transforms using min-max interpolation
• On the fast Fourier transform of functions with singularities
• Rapid Computation of the Discrete Fourier Transform
• Time and memory requirements of the nonequispaced FFT
• Uniform error estimates for nonequispaced fast Fourier transforms
• Using NFFT 3 -- a software library for various nonequispaced fast Fourier transforms

Cited in

(2)

• NFLlib: NTT-Based Fast Lattice Library
• Using NFFT 3 -- a software library for various nonequispaced fast Fourier transforms

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