FFTW is an implementation of the discrete Fourier transform (DFT) that adapts to the hardware in order to maximize performance. This paper shows that such an approach can yield an implementation that is competitive with hand-optimized libraries, and describes the software structure that makes our current FFTW3 version flexible and adaptive. We further discuss a new algorithm for real-data DFTs of prime size, a new way of implementing DFTs by means of machine-specific single-instruction, multiple-data (SIMD) instructions, and how a special-purpose compiler can derive optimized implementations of the discrete cosine and sine transforms automatically from a DFT algorithm.

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The Design and Implementation of FFTW3

Monte Carlo tree search (MCTS) is a recently proposed search method that combines the precision of tree search with the generality of random sampling. It has received considerable interest due to its spectacular success in the difficult problem of computer Go, but has also proved beneficial in a range of other domains. This paper is a survey of the literature to date, intended to provide a snapshot of the state of the art after the first five years of MCTS research. We outline the core algorithm's derivation, impart some structure on the many variations and enhancements that have been proposed, and summarize the results from the key game and nongame domains to which MCTS methods have been applied. A number of open research questions indicate that the field is ripe for future work.

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A Survey of Monte Carlo Tree Search Methods

In social settings, individuals interact through webs of relationships. Each individual is a node in a complex network (or graph) of interdependencies and generates data, lots of data. We label the data by its source, or formally stated, we index the data by the nodes of the graph. The resulting signals (data indexed by the nodes) are far removed from time or image signals indexed by well ordered time samples or pixels. DSP, discrete signal processing, provides a comprehensive, elegant, and efficient methodology to describe, represent, transform, analyze, process, or synthesize these well ordered time or image signals. This paper extends to signals on graphs DSP and its basic tenets, including filters, convolution, z-transform, impulse response, spectral representation, Fourier transform, frequency response, and illustrates DSP on graphs by classifying blogs, linear predicting and compressing data from irregularly located weather stations, or predicting behavior of customers of a mobile service provider.

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Discrete Signal Processing on Graphs

Research in graph signal processing (GSP) aims to develop tools for processing data defined on irregular graph domains. In this paper, we first provide an overview of core ideas in GSP and their connection to conventional digital signal processing, along with a brief historical perspective to highlight how concepts recently developed in GSP build on top of prior research in other areas. We then summarize recent advances in developing basic GSP tools, including methods for sampling, filtering, or graph learning. Next, we review progress in several application areas using GSP, including processing and analysis of sensor network data, biological data, and applications to image processing and machine learning.

Graph Signal Processing: Overview, Challenges, and Applications

We propose a general multiparty computation protocol secure against an active adversary corrupting up to $$n-1$$ of the n players. The protocol may be used to compute securely arithmetic circuits over any finite field $$\mathbb {F}_{p^k}$$. Our protocol consists of a preprocessing phase that is both independent of the function to be computed and of the inputs, and a much more efficient online phase where the actual computation takes place. The online phase is unconditionally secure and has total computational and communication complexity linear in n, the number of players, where earlier work was quadratic in n. Moreover, the work done by each player is only a small constant factor larger than what one would need to compute the circuit in the clear. We show this is optimal for computation in large fields. In practice, for 3 players, a secure 64-bit multiplication can be done in 0.05 ms. Our preprocessing is based on a somewhat homomorphic cryptosystem. We extend a scheme by Brakerski et al., so that we can perform distributed decryption and handle many values in parallel in one ciphertext. The computational complexity of our preprocessing phase is dominated by the public-key operations, we need $$On^2/s$$ operations per secure multiplication where s is a parameter that increases with the security parameter of the cryptosystem. Earlier work in this model needed $$\varOmega n^2$$ operations. In practice, the preprocessing prepares a secure 64-bit multiplication for 3 players in about 13 ms.

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Multiparty Computation from Somewhat Homomorphic Encryption

Fast changing, increasingly complex, and diverse computing platforms pose central problems in scientific computing: How to achieve, with reasonable effort, portable optimal performance? We present SPIRAL, which considers this problem for the performance-critical domain of linear digital signal processing (DSP) transforms. For a specified transform, SPIRAL automatically generates high-performance code that is tuned to the given platform. SPIRAL formulates the tuning as an optimization problem and exploits the domain-specific mathematical structure of transform algorithms to implement a feedback-driven optimizer. Similar to a human expert, for a specified transform, SPIRAL "intelligently" generates and explores algorithmic and implementation choices to find the best match to the computer's microarchitecture. The "intelligence" is provided by search and learning techniques that exploit the structure of the algorithm and implementation space to guide the exploration and optimization. SPIRAL generates high-performance code for a broad set of DSP transforms, including the discrete Fourier transform, other trigonometric transforms, filter transforms, and discrete wavelet transforms. Experimental results show that the code generated by SPIRAL competes with, and sometimes outperforms, the best available human tuned transform library code.

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SPIRAL: Code Generation for DSP Transforms

A variable can be multiplied by a given set of fixed-point constants using a multiplier block that consists exclusively of additions, subtractions, and shifts. The generation of a multiplier block from the set of constants is known as the multiple constant multiplication (MCM) problem. Finding the optimal solution, namely, the one with the fewest number of additions and subtractions, is known to be NP-complete. We propose a new algorithm for the MCM problem, which produces solutions that require up to 20p less additions and subtractions than the best previously known algorithm. At the same time our algorithm, in contrast to the closest competing algorithm, is not limited by the constant bitwidths. We present our algorithm using a unifying formal framework for the best, graph-based MCM algorithms and provide a detailed runtime analysis and experimental evaluation. We show that our algorithm can handle problem sizes as large as 100 32-bit constants in a time acceptable for most applications. The implementation of the new algorithm is available at www.spiral.net.

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Multiplierless multiple constant multiplication

In this paper, we systematically derive a large class of fast general-radix algorithms for various types of real discrete Fourier transforms (real DFTs) including the discrete Hartley transform (DHT) based on the algebraic signal processing theory. This means that instead of manipulating the transform definition, we derive algorithms by manipulating the polynomial algebras underlying the transforms using one general method. The same method yields the well-known Cooley-Tukey fast Fourier transform (FFT) as well as general radix discrete cosine and sine transform algorithms. The algebraic approach makes the derivation concise, unifies and classifies many existing algorithms, yields new variants, enables structural optimization, and naturally produces a human-readable structural algorithm representation based on the Kronecker product formalism. We show, for the first time, that the general-radix Cooley-Tukey and the lesser known Bruun algorithms are instances of the same generic algorithm. Further, we show that this generic algorithm can be instantiated for all four types of the real DFT and the DHT.

Algebraic Signal Processing Theory: Cooley–Tukey Type Algorithms for DCTs and DSTs

This article gives an overview on the techniques needed to implement the discrete Fourier transform (DFT) efficiently on current multicore systems. The focus is on Intel-compatible multicores, but we also discuss the IBM Cell and, briefly, graphics processing units (GPUs). The performance optimization is broken down into three key challenges: parallelization, vectorization, and memory hierarchy optimization. In each case, we use the Kronecker product formalism to formally derive the necessary algorithmic transformations based on a few hardware parameters. Further code-level optimizations are discussed. The rigorous nature of this framework enables the complete automation of the implementation task as shown by the program generator Spiral. Finally, we show and analyze DFT benchmarks of the fastest libraries available for the considered platforms.

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Discrete fourier transform on multicore

The chip maker?s response to the approaching end of CPU frequency scaling are multicore systems, which offer the same programming paradigm as traditional shared memory platforms but have different performance characteristics. This situation considerably increases the burden on library developers and strengthens the case for automatic performance tuning frameworks like Spiral, a program generator and optimizer for linear transforms such as the discrete Fourier transform (DFT). We present a shared memory extension of Spiral. The extension within Spiral consists of a rewriting system that manipulates the structure of transform algorithms to achieve load balancing and avoids false sharing, and of a backend to generate multithreaded code. Application to the DFT produces a novel class of algorithms suitable for multicore systems as validated by experimental results: we demonstrate a parallelization speed-up already for sizes that fit into L1 cache and compare favorably to other DFT libraries across all small and midsize DFTs and considered platforms.

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Yevgen Voronenko

Papers

SPIRAL: Code Generation for DSP Transforms

Multiplierless multiple constant multiplication

Algebraic Signal Processing Theory: Cooley–Tukey Type Algorithms for DCTs and DSTs

Discrete fourier transform on multicore

FFT program generation for shared memory: SMP and multicore