Sunday, 6 May 2007
FFTs again
Noting a distinct lack of decent and cheap FFT implementations for .NET that can be used in commercial products, we recently wrote our own implementations in C# and F#. We've actually made the C# implementation available as a product:
http://www.ffconsultancy.com/products/signal_processing_net/
Note the performance results that show a competitor giving quadratic worst-case performance!
Interestingly, the F# implementation is slightly faster than the C#. The style is very similar so the implementations are roughly the same size. F# gives more potential for factoring so I'm probably going to refactor the FFT kernel into something written in a functional style with the aim of exploiting concurrency.
http://www.ffconsultancy.com/products/signal_processing_net/
Note the performance results that show a competitor giving quadratic worst-case performance!
Interestingly, the F# implementation is slightly faster than the C#. The style is very similar so the implementations are roughly the same size. F# gives more potential for factoring so I'm probably going to refactor the FFT kernel into something written in a functional style with the aim of exploiting concurrency.
Labels: benchmark, c#, f#, fft, fourier, library, performance
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