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native DFFT support (MKL)

May 20, 2014 at 5:22 PM
Hi,

I'm using the discrete Fourier implementation of Math.Net and it works fine so far. But as my data rate increases, I have problems with the performance. For other tasks, native MKL support helped me a lot (e.g. QR decomposition).

From previous discussions in this forum I got the impression that it is also desired to support FFT with native providers. Is there already an alpha implementation somewhere? Or any time frame for getting this implemented? If not, can somebody give me some advice on how to start doing it myself?

Thanks,
Lars
Coordinator
Jun 4, 2014 at 10:12 PM
Hi Lars,

Sorry for the late reply. Yes, we very much would like to add a native backend for FFT, e.g. with Intel's routines in MKL or with FFTW.

I'm not aware of any existing work on this, but the idea would be to work the same way as the linear algebra providers. After the v3 release we'll also extend the linear algebra provider to sparse matrices and add a second provider for optimization problems. Maybe we can get started together on this as soon as v3 is finally released.

Thanks,
Christoph