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:
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.
Easy parallelism in OCaml - Use the following invoke combinator to apply a function to a value in another (forked) process and then block waiting for its result when the () value is ...
2 years ago