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

DOI10.1137/22M1510935zbMATH Open1516.65160arXiv2208.00049OpenAlexW4380488983WikidataQ121592874 ScholiaQ121592874MaRDI QIDQ6098516FDOQ6098516

Authors: T. Knopp 

Publication date: 14 June 2023

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

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.

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

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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)

Cites Work

• Julia: a fresh approach to numerical computing
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• Rapid Computation of the Discrete Fourier Transform
• A note on fast Fourier transforms for nonequispaced grids
• Fast Approximate Fourier Transforms for Irregularly Spaced Data
• Nonuniform fast fourier transforms using min-max interpolation
• Time and memory requirements of the nonequispaced FFT
• Uniform error estimates for nonequispaced fast Fourier transforms
• A new theoretical derivation of NFFT and its implementation on GPU
• Continuous window functions for NFFT

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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