Patches item #2315587, was opened at 2008-11-19 20:32
Message generated for change (Comment added) made by lballabio 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: Luigi Ballabio (lballabio) 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: Luigi Ballabio (lballabio) Date: 2009-01-28 12:04 Message: A question before I can apply the patch: who owns the copyright of the code you contributed? Is it you, your employer, your own company...? Posting the copyright attribution I should use, i.e., something like Copyright (C) 2009 Random J. Hacker or Copyright (C) 2009 ACME inc. would be best. ---------------------------------------------------------------------- Comment By: Luigi Ballabio (lballabio) Date: 2008-12-15 09:38 Message: yes, we do care. We're just slow. ---------------------------------------------------------------------- Comment By: Slava Mazur (shlagbaum) Date: 2008-12-12 16:29 Message: Anybody cares about this? ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2315587&group_id=12740 ------------------------------------------------------------------------------ This SF.net email is sponsored by: SourcForge Community SourceForge wants to tell your story. http://p.sf.net/sfu/sf-spreadtheword _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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