Anders wrote:

> Hello,
> 
> I measured the execution time of a 2^20 point FFT in MATLAB.
> It takes 703ms do do one 2^20 point complex FFT in MATLAB.
> If I do a 2^20 complex FFT in C it takes 3.3 seconds.
> 
> How come it takes 4 times longer in C compared to in MATLAB?
> 
> Has anyone compared the Intel Math Kernel Library (MKL) 
> FFT with MATLAB in terms of execution time?
> 
> Thanks for any replies.

If I were MatLab I would write (or find, or buy -- there's other posts 
about MathWorks using FFTW) a custom assembly language routine.  On a 
Pentium I'd use MMX, which if I'm not mistaken means that I'd convert 
the vector to fixed-point, do my math, then convert back.

I would expect a significant (50% to 300%) improvement just from using 
hand-optimized assembly, more yet from using MMX.

-- 

Tim Wescott
Wescott Design Services
http://www.wescottdesign.com

In article <2hso3iFgvtatU1@uni-berlin.de>,
 "Bhaskar Thiagarajan" <bhaskart@deja.com> wrote:

> "Anders" <andbuv@yahoo.com> wrote in message
> news:871e4cdf.0405291203.61512885@posting.google.com...
> > Hello,
> >
> > I measured the execution time of a 2^20 point FFT in MATLAB.
> > It takes 703ms do do one 2^20 point complex FFT in MATLAB.
> > If I do a 2^20 complex FFT in C it takes 3.3 seconds.
> >
> > How come it takes 4 times longer in C compared to in MATLAB?
> The FFT in matlab is essentially a highly opimized DLL (written by
> Mathworks) call.
> I suspect the C function is not nearly as optimized. Try using the fftw
> libraries and compare performance.

Matlab *uses* FFTW.


Ken P.

-- 
Remove _me_ for e-mail address

Anders wrote:
> 
> Hello,
> 
> I measured the execution time of a 2^20 point FFT in MATLAB.
> It takes 703ms do do one 2^20 point complex FFT in MATLAB.
> If I do a 2^20 complex FFT in C it takes 3.3 seconds.
> 
> How come it takes 4 times longer in C compared to in MATLAB?

You probably have a poor C implementation of the FFT. Have you tried
FFTW:

    http://www.fftw.org/

> Has anyone compared the Intel Math Kernel Library (MKL)
> FFT with MATLAB in terms of execution time?

No, nor have I compared FFTW.

Erik
-- 
+-----------------------------------------------------------+
  Erik de Castro Lopo  nospam@mega-nerd.com (Yes it's valid)
+-----------------------------------------------------------+
A good debugger is no substitue for a good test suite.

> Has anyone compared the Intel Math Kernel Library (MKL)
> FFT with MATLAB in terms of execution time?
 Hello,
I've written a relatively efficient radix 2 fft engine for a commercial
voice quality measurement product (while I was working) which largely
modelled the one in Numerical Recipe.  Then a customer of that product
demanded many folds of increase in processing speed.  So I replaced my fft
with the one in MKL ie using Intel's signal processing library.  The
performance was 5 folds increased in performance.  (Funny thing that
customer was Intel!)
I did some research.  Apparently, most people find integrating the fft in
Intel's library in general does indeed give 5 times of speed enhancement.
So I wasn't the only one who discovered this miracle.  I think the speed
gained using Intel library are 2 folds.  1/  The engineers there write very
good and efficient code.  2/  The library is MMX enhanced.  I think the
latter is important.  I suspect the fft in matlab is optimized for
intergrating in their kernel, so explained the speed.
I wonder if anyone see the same amount of speed performance using Intel's
library with AMD's processor (which is also MMX compatible).

FD

"Anders" <andbuv@yahoo.com> wrote in message
news:871e4cdf.0405291203.61512885@posting.google.com...
> Hello,
>
> I measured the execution time of a 2^20 point FFT in MATLAB.
> It takes 703ms do do one 2^20 point complex FFT in MATLAB.
> If I do a 2^20 complex FFT in C it takes 3.3 seconds.
>
> How come it takes 4 times longer in C compared to in MATLAB?
The FFT in matlab is essentially a highly opimized DLL (written by
Mathworks) call.
I suspect the C function is not nearly as optimized. Try using the fftw
libraries and compare performance.

>
> Has anyone compared the Intel Math Kernel Library (MKL)
> FFT with MATLAB in terms of execution time?
>
> Thanks for any replies.

Hello,

I measured the execution time of a 2^20 point FFT in MATLAB.
It takes 703ms do do one 2^20 point complex FFT in MATLAB.
If I do a 2^20 complex FFT in C it takes 3.3 seconds.

How come it takes 4 times longer in C compared to in MATLAB?

Has anyone compared the Intel Math Kernel Library (MKL) 
FFT with MATLAB in terms of execution time?

Thanks for any replies.