Patches item #2315587, was opened at 2008-11-19 14:32
Message generated for change (Comment added) made by shlagbaum You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2315587&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None Status: Open Resolution: None Priority: 5 Private: No Submitted By: Slava Mazur (shlagbaum) Assigned to: Nobody/Anonymous (nobody) Summary: Fast Fourier Transform changes. Initial Comment: I propose the following changes to ql/math/fastfouriertransform.hpp and related files: 1. Enabled it (ifdef changed to ifndef) 2. Made number of frequencies a run time parameter, which is passed as a parameter of class ctor. Very often the frequency of FT is determined at run time, so it's better to have it this way. 3. Improved performance. Sines and cosines for a given frequency are calculated ones at object construction. This also allows for reuse the same object for different transformations. 4. Changed interface of fft method. Additional template parameter added to distinguish between the types of input and output sequences. End of output sequence added to allow for different input and output length. 5. Added check on consistency of size of the input sequence. Replaced [] by *-type dereference, which is more appropriate for iterators. 6. Added operator () to make the class a functor. 7. Minor changes to bit_reverse method. 8. Added a test to the test suite (separate patch). The differences between proposed changes and the current trunk version are attached. Regards, Slava Mazur ---------------------------------------------------------------------- Comment By: Slava Mazur (shlagbaum) Date: 2008-12-12 10:29 Message: Anybody cares about this? ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2315587&group_id=12740 ------------------------------------------------------------------------------ SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada. The future of the web can't happen without you. Join us at MIX09 to help pave the way to the Next Web now. Learn more and register at http://ad.doubleclick.net/clk;208669438;13503038;i?http://2009.visitmix.com/ _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
Free forum by Nabble | Edit this page |