[SciPy-Dev] scipy.fft submodule

[Ralf Gommers]

On Mon, Jun 10, 2019 at 4:22 PM Peter Bell <PeterBell10 at live.co.uk> wrote:

> Following on from some of the discussion surrounding my backend proposal
> and the discussion on gh-10175
> <https://github.com/scipy/scipy/issues/10175>; I’ve been working on
> adding a new scipy.fft submodule. This is now working, tested, documented
> and ready for review in gh-10238
> <https://github.com/scipy/scipy/pull/10238>.
>
>
>
> The new submodule is almost a drop-in replacement for numpy.fft and
> scipy.fftpack, with a few exceptions:
>
>    - Does not include NumPy’s Hermitian transforms (hfft, ihfft) (but
>    would be simple to add)
>    - Uses numpy’s conventions for rfft (complex array) instead of fftpack’s
>     (complex values packed into a real array)
>    - Convolutions and pseudo-differential operators from fftpack are not
>    included
>
>
>
> The new submodule adds pocketfft to implement the normal FFTs (not yet DCT
> and DST) which adds several new features beyond scipy.fftpack:
>
>    - long double transforms
>    - multi-dimensional real FFTs (rfftn)
>    - Orthonormal transforms (norm=’ortho’ argument)
>    - Bluestein’s algorithm to avoid the worst case O(n^2) complexity of
>    FFTPACK
>
>
>
> A few implementation details worth noting:
>
>    - Unlike NumPy’s version of pocketfft, this is C++ and uses templates
>    to supporting the different floating point types
>    - pocketfft also uses pybind11 which both adds a new build-time
>    dependency and requires C++11. I believe this is the first use of C++11 in
>    SciPy.
>
> I've looked into this a little more. Compiler support for pybind11 is
given in https://github.com/pybind/pybind11#supported-compilers.

MSVC 2015 Update 3 seems compatible with the lowest version we need as far
as I can tell (Python 3.5/3.6 require MSVC 14.0 == 2015; the "Update 3"
part should be fine).

GCC 4.8 is already the minimum we need today I believe.

Minimum Clang versions needed are from 2013, so that's fine too.

For Intel compilers a version from 2016 is needed. I think we're fine
requiring a more recent version of the Intel compilers.

For more exotic platforms, recent enough GCC versions will also do the job.
So good to go I think.

Cheers,
Ralf



>    - pocketfft has optional support for multithreading using OpenMP but
>    this is currently disabled (and not compiled in at all).
>
>
>
> And finally, there is the rather awkward issue that scipy.fft already
> exists and is an alias for the numpy.fft.fft function. Currently I’ve had
> to add a workaround to allow the module scipy.fft to be callable, as
> discussed in gh-10253 <https://github.com/scipy/scipy/issues/10253>. This
> is only relevant to code that imports scipy.fft so I don’t expect it to
> be used often, if at all. Hopefully this is a temporary solution and the
> NumPy functions can be removed from the scipy namespace in some future
> release, or at the very least the FFT functions can be removed.
>
>
>
> Peter
>
>
>
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