The core of pyfftw consists of the FFTW class, wisdom functions and a couple of utility functions for dealing with aligned arrays.
This module represents the full interface to the underlying FFTW library. However, users may find it easier to use the helper routines provided in pyfftw.builders.
FFTW is a class for computing the complex N-Dimensional DFT or inverse DFT of an array using the FFTW library. The interface is designed to be somewhat pythonic, with the correct transform being inferred from the dtypes of the passed arrays.
On instantiation, the dtypes and relative shapes of the input array and output arrays are compared to the set of valid (and implemented) FFTW schemes. If a match is found, the plan that corresponds to that scheme is created, operating on the arrays that are passed in. If no scheme can be created, then ValueError is raised.
The actual FFT or iFFT is performed by calling the execute() method.
The arrays can be updated by calling the update_arrays() method.
The created instance of the class is itself callable, and can perform the execution of the FFT, both with or without array updates, returning the result of the FFT. Unlike calling the execute() method, calling the class instance will also optionally normalise the output as necessary. Additionally, calling with an input array update will also coerce that array to be the correct dtype.
See the documentation on the __call__() method for more information.
Arguments:
input_array and output_array should be numpy arrays. The contents of these arrays will be destroyed by the planning process during initialisation. Information on supported dtypes for the arrays is given below.
axes describes along which axes the DFT should be taken. This should be a valid list of axes. Repeated axes are only transformed once. Invalid axes will raise an IndexError exception. This argument is equivalent to the same argument in numpy.fft.fftn(), except for the fact that the behaviour of repeated axes is different (numpy.fft will happily take the fft of the same axis if it is repeated in the axes argument). Rudimentary testing has suggested this is down to the underlying FFTW library and so unlikely to be fixed in these wrappers.
direction should be a string and one of 'FFTW_FORWARD' or 'FFTW_BACKWARD', which dictate whether to take the DFT (forwards) or the inverse DFT (backwards) respectively (specifically, it dictates the sign of the exponent in the DFT formulation).
Note that only the Complex schemes allow a free choice for direction. The direction must agree with the the table below if a Real scheme is used, otherwise a ValueError is raised.
flags is a list of strings and is a subset of the flags that FFTW allows for the planners:
The FFTW planner flags documentation has more information about the various flags and their impact. Note that only the flags documented here are supported.
threads tells the wrapper how many threads to use when invoking FFTW, with a default of 1.
planning_timelimit is a floating point number that indicates to the underlying FFTW planner the maximum number of seconds it should spend planning the FFT. This is a rough estimate and corresponds to calling of fftw_set_timelimit() (or an equivalent dependent on type) in the underlying FFTW library. If None is set, the planner will run indefinitely until all the planning modes allowed by the flags have been tried. See the FFTW planner flags page for more information on this.
Schemes
The currently supported schemes are as follows:
Type | input_array.dtype | output_array.dtype | Direction |
---|---|---|---|
Complex | complex64 | complex64 | Both |
Complex | complex128 | complex128 | Both |
Complex | clongdouble | clongdouble | Both |
Real | float32 | complex64 | Forwards |
Real | float64 | complex128 | Forwards |
Real | longdouble | clongdouble | Forwards |
Real^{1} | complex64 | float32 | Backwards |
Real^{1} | complex128 | float64 | Backwards |
Real^{1} | clongdouble | longdouble | Backwards |
^{1} Note that the Backwards Real transform for the case in which the dimensionality of the transform is greater than 1 will destroy the input array. This is inherent to FFTW and the only general work-around for this is to copy the array prior to performing the transform. In the case where the dimensionality of the transform is 1, the default is to preserve the input array. This is different from the default in the underlying library, and some speed gain may be achieved by allowing the input array to be destroyed by passing the 'FFTW_DESTROY_INPUT' flag.
clongdouble typically maps directly to complex256 or complex192, and longdouble to float128 or float96, dependent on platform.
The relative shapes of the arrays should be as follows:
In the above expressions for the Real transform, the axes arguments denotes the unique set of axes on which we are taking the FFT, in the order passed. It is the last of these axes that is subject to the special case shown.
The shapes for the real transforms corresponds to those stipulated by the FFTW library. Further information can be found in the FFTW documentation on the real DFT.
The actual arrangement in memory is arbitrary and the scheme can be planned for any set of strides on either the input or the output. The user should not have to worry about this and any valid numpy array should work just fine.
What is calculated is exactly what FFTW calculates. Notably, this is an unnormalized transform so should be scaled as necessary (fft followed by ifft will scale the input by N, the product of the dimensions along which the DFT is taken). For further information, see the FFTW documentation.
The FFTW library benefits greatly from the beginning of each DFT axes being aligned on the correct byte boundary, enabling SIMD instructions. By default, if the data begins on such a boundary, then FFTW will be allowed to try and enable SIMD instructions. This means that all future changes to the data arrays will be checked for similar alignment. SIMD instructions can be explicitly disabled by setting the FFTW_UNALIGNED flags, to allow for updates with unaligned data.
byte_align() and empty_aligned() are two methods included with this module for producing aligned arrays.
The optimum alignment for the running platform is provided by pyfftw.simd_alignment, though a different alignment may still result in some performance improvement. For example, if the processor supports AVX (requiring 32-byte alignment) as well as SSE (requiring 16-byte alignment), then if the array is 16-byte aligned, SSE will still be used.
It’s worth noting that just being aligned may not be sufficient to create the fastest possible transform. For example, if the array is not contiguous (i.e. certain axes are displaced in memory), it may be faster to plan a transform for a contiguous array, and then rely on the array being copied in before the transform (which pyfftw.FFTW will handle for you when accessed through __call__()).
The product of the lengths of the DFT over all DFT axes. 1/N is the normalisation constant. For any input array A, and for any set of axes, 1/N * ifft(fft(A)) = A
Return whether or not this FFTW object requires simd aligned input and output data.
Returns the byte alignment of the input arrays for which the FFTW object was created.
Input array updates with arrays that are not aligned on this byte boundary will result in a ValueError being raised, or a copy being made if the __call__() interface is used.
Returns the byte alignment of the output arrays for which the FFTW object was created.
Output array updates with arrays that are not aligned on this byte boundary will result in a ValueError being raised.
Return which flags were used to construct the FFTW object.
This includes flags that were added during initialisation.
Return the input array that is associated with the FFTW instance.
Return the output array that is associated with the FFTW instance.
Return the shape of the input array for which the FFT is planned.
Return the shape of the output array for which the FFT is planned.
Return the strides of the input array for which the FFT is planned.
Return the strides of the output array for which the FFT is planned.
Return the dtype of the input array for which the FFT is planned.
Return the shape of the output array for which the FFT is planned.
Return the planned FFT direction. Either ‘FFTW_FORWARD’ or ‘FFTW_BACKWARD’.
Return the axes for the planned FFT in canonical form. That is, as a tuple of positive integers. The order in which they were passed is maintained.
Calling the class instance (optionally) updates the arrays, then calls execute(), before optionally normalising the output and returning the output array.
It has some built-in helpers to make life simpler for the calling functions (as distinct from manually updating the arrays and calling execute()).
If normalise_idft is True (the default), then the output from an inverse DFT (i.e. when the direction flag is 'FFTW_BACKWARD') is scaled by 1/N, where N is the product of the lengths of input array on which the FFT is taken. If the direction is 'FFTW_FORWARD', this flag makes no difference to the output array.
If ortho is True, then the output of both forward and inverse DFT operations is scaled by 1/sqrt(N), where N is the product of the lengths of input array on which the FFT is taken. This ensures that the DFT is a unitary operation, meaning that it satisfies Parseval’s theorem (the sum of the squared values of the transform output is equal to the sum of the squared values of the input). In other words, the energy of the signal is preserved.
If either normalise_idft or ortho are True, then ifft(fft(A)) = A.
When input_array is something other than None, then the passed in array is coerced to be the same dtype as the input array used when the class was instantiated, the byte-alignment of the passed in array is made consistent with the expected byte-alignment and the striding is made consistent with the expected striding. All this may, but not necessarily, require a copy to be made.
As noted in the scheme table, if the FFTW instance describes a backwards real transform of more than one dimension, the contents of the input array will be destroyed. It is up to the calling function to make a copy if it is necessary to maintain the input array.
output_array is always used as-is if possible. If the dtype, the alignment or the striding is incorrect for the FFTW object, then a ValueError is raised.
The coerced input array and the output array (as appropriate) are then passed as arguments to update_arrays(), after which execute() is called, and then normalisation is applied to the output array if that is desired.
Note that it is possible to pass some data structure that can be converted to an array, such as a list, so long as it fits the data requirements of the class instance, such as array shape.
Other than the dtype and the alignment of the passed in arrays, the rest of the requirements on the arrays mandated by update_arrays() are enforced.
A None argument to either keyword means that that array is not updated.
The result of the FFT is returned. This is the same array that is used internally and will be overwritten again on subsequent calls. If you need the data to persist longer than a subsequent call, you should copy the returned array.
Update the arrays upon which the DFT is taken.
The new arrays should be of the same dtypes as the originals, the same shapes as the originals and should have the same strides between axes. If the original data was aligned so as to allow SIMD instructions (e.g. by being aligned on a 16-byte boundary), then the new array must also be aligned so as to allow SIMD instructions (assuming, of course, that the FFTW_UNALIGNED flag was not enabled).
The byte alignment requirement extends to requiring natural alignment in the non-SIMD cases as well, but this is much less stringent as it simply means avoiding arrays shifted by, say, a single byte (which invariably takes some effort to achieve!).
If all these conditions are not met, a ValueError will be raised and the data will not be updated (though the object will still be in a sane state).
Execute the planned operation, taking the correct kind of FFT of the input array (i.e. FFTW.input_array), and putting the result in the output array (i.e. FFTW.output_array).
Return the input array that is associated with the FFTW instance.
Deprecated since 0.10. Consider using the FFTW.input_array property instead.
Return the output array that is associated with the FFTW instance.
Deprecated since 0.10. Consider using the FFTW.output_array property instead.
Functions for dealing with FFTW’s ability to export and restore plans, referred to as wisdom. For further information, refer to the FFTW wisdom documentation.
Return the FFTW wisdom as a tuple of strings.
The first string in the tuple is the string for the double precision wisdom. The second string in the tuple is the string for the single precision wisdom. The third string in the tuple is the string for the long double precision wisdom.
The tuple that is returned from this function can be used as the argument to import_wisdom().
Function that imports wisdom from the passed tuple of strings.
The first string in the tuple is the string for the double precision wisdom. The second string in the tuple is the string for the single precision wisdom. The third string in the tuple is the string for the long double precision wisdom.
The tuple that is returned from export_wisdom() can be used as the argument to this function.
This function returns a tuple of boolean values indicating the success of loading each of the wisdom types (double, float and long double, in that order).
Forget all the accumulated wisdom.
An integer giving the optimum SIMD alignment in bytes, found by inspecting the CPU (e.g. if AVX is supported, its value will be 32).
This can be used as n in the arguments for byte_align(), empty_aligned(), zeros_aligned(), and ones_aligned() to create optimally aligned arrays for the running platform.
Function that takes a numpy array and checks it is aligned on an n-byte boundary, where n is an optional parameter. If n is not provided then this function will inspect the CPU to determine alignment. If the array is aligned then it is returned without further ado. If it is not aligned then a new array is created and the data copied in, but aligned on the n-byte boundary.
dtype is an optional argument that forces the resultant array to be of that dtype.
Function that returns an empty numpy array that is n-byte aligned, where n is determined by inspecting the CPU if it is not provided.
The alignment is given by the final optional argument, n. If n is not provided then this function will inspect the CPU to determine alignment. The rest of the arguments are as per numpy.empty().
Function that returns a numpy array of zeros that is n-byte aligned, where n is determined by inspecting the CPU if it is not provided.
The alignment is given by the final optional argument, n. If n is not provided then this function will inspect the CPU to determine alignment. The rest of the arguments are as per numpy.zeros().
Function that returns a numpy array of ones that is n-byte aligned, where n is determined by inspecting the CPU if it is not provided.
The alignment is given by the final optional argument, n. If n is not provided then this function will inspect the CPU to determine alignment. The rest of the arguments are as per numpy.ones().
is_n_byte_aligned(array, n=None)
Function that takes a numpy array and checks it is aligned on an n-byte boundary, where n is an optional parameter, returning True if it is, and False if it is not. If n is not provided then this function will inspect the CPU to determine alignment.
This function is deprecated: byte_align should be used instead.
Function that takes a numpy array and checks it is aligned on an n-byte boundary, where n is an optional parameter. If n is not provided then this function will inspect the CPU to determine alignment. If the array is aligned then it is returned without further ado. If it is not aligned then a new array is created and the data copied in, but aligned on the n-byte boundary.
dtype is an optional argument that forces the resultant array to be of that dtype.
This function is deprecated: empty_aligned should be used instead.
Function that returns an empty numpy array that is n-byte aligned.
The alignment is given by the first optional argument, n. If n is not provided then this function will inspect the CPU to determine alignment. The rest of the arguments are as per numpy.empty().
This function is deprecated: is_byte_aligned should be used instead.
Function that takes a numpy array and checks it is aligned on an n-byte boundary, where n is a passed parameter, returning True if it is, and False if it is not.