FFTW - Fastest Fourier Transform in the West

FFTW is a comprehensive collection of fast C routines for computing the discrete Fourier transform (DFT) in one or more dimensions, of both real and complex data, and of arbitrary input size. FFTW also includes parallel transforms for distributed-memory systems. FFTW is usually faster (and sometimes much faster) than all other freely-available Fourier transform programs found on the Net.

Introductory Remarks

Authors of the Library

The FFTW package was developed at MIT by Matteo Frigo and Steven G. Johnson.

Using the FFTW installations at LRZ

FFTW is provided on many LRZ HPC platforms.

To prepare for using the library, first check which environment modules there are for FFTW:

module av fftw # will display several versions


then see what environment variables does it offer, e.g.:

module show fftw # many FFTW-prefixed environment variables will be displayed


then you can load it, e.g.:

module load fftw # mere 'fftw' reverts to the default one

and compile programs or run an FFTW-enabled program using those variables adequately.

We provide several modules for FFTW: to learn details about them, please use `module whatis fftw`.

To check a module's details (MPI support, threading support, etc), check: `module show fftw..`.

Here an example compiling a source file by including the FFTW headers:

icc -c $FFTW_INC foo.c

and linking it:

icc -o myprog.exe ... foo.o $FFTW_LIB

The main linking variables exported by an FFTW module are:

Further Details and Special Cases

Thread safeness

Some FFTW calls, notably the plan generators, must be called outside any threaded regions.

MPI parallel transforms

An MPI interface is offered for version 3.3 of FFTW. These interfaces are incompatible. The FFTW_LIB variable contains all libraries necessary to link a non-threaded MPI program:

mpicc -o  my_mpi_prog.exe main.o a.o b.o c.o $FFTW_LIB

If you want to link a threaded library (version 3.3 and higher only), use the following link flags e.g., for generating a hybrid MPI + OpenMP executable:

mpicc -qopenmp -o  my_mpi_prog.exe main.o a.o b.o c.o $FFTW_MPI_LIB $FFTW_OPENMP_LIB

New Fortran interface

Version 3.3 of FFTW supports a Fortran interface  based on the C interoperability features of Fortran 2003 and later. In order to use this interface, you can for example write a small auxiliary module

module fftw
  use, intrinsic :: iso_c_binding
  include 'fftw3.f90'
end module

which allows you to access the explicit interface for double precision (8 byte real) processing. This allows the compiler to check usage against definition.

FFTW interface to MKL

The Intel MKL contains a partial implementation of the FFTW interface: Please load one of the environment modules from the above table with the last component v3_mkl<version> to access the corresponding library using the same environment variables as described above. For these module, only the FFTW_LIB variable will be set, not the FFTW_OPENMP_LIB or FFTW_PTHREADS_LIB. Whether purely serial or shared memory mode is used depends on the previously loaded MKL module, and possibly $OMP_NUM_THREADS.

Example for compiling, linking and running a threaded code

module load mkl/2017 fftw/serial/v3_mkl2017   # mkl/11.3 is threaded

icc -c $FFTW_INC my_prog.c

icc -o my_prog.exe my_prog.c $FFTW_LIB

export OMP_NUM_THREADS=4

./my_prog.exe

Example for compiling, linking and running MPI code (with MPI-parallel FFTW calls)

module load mpi.intel mkl/2017_s fftw/mpi/v3_mkl2017 

mpicc -c $FFTW_INC my_prog.c

mpicc -o my_prog.exe my_prog.c $FFTW_LIB

mpiexec -n 4 ./my_prog.exe

Note that it is a good idea to check for a returned NULL pointer after calling a fftw_plan setup routine, otherwise calls to unsupported parts of the FFTW interface will simply crash your code. In particular, using types other than 8 Byte floats (or 16 Byte complex) will not work. Please check the MKL Release Notes for details on which calls are unsupported.

The advantage of using the MKL is that you may obtain improved performance in some cases, even compared with standard FFTW.

Documentation

Please refer to the FFTW home page for documentation

• FFTW Home Page, especially the documentation section
• Frequently Asked Questions on the FFTW site