FFTW for MATLAB http://www.fftw.org This directory contains files that allow you to call FFTW from MATLAB (instead of MATLAB's own FFT functions). This is accomplished by means of a "MEX" program--a MATLAB external function--that wraps around the FFTW library. NOTE: you must have MATLAB 5.0 or later to use these routines. Once you have compiled and installed the MEX (see below), using FFTW from within MATLAB is simple: The forward transform: b = fftw(a,-1) The backwards transform: c = fftw(b,+1) Note that FFTW computes the unnormalized DFT, so "c" in the above code is a scaled version of the original "a". (To get back the original "a", you would compute: c / prod(size(c)).) To get help on using FFTW in MATLAB, simply type "help fftw" at the MATLAB prompt. There are a few points that you should be aware of: * The first call is expensive: The first time you call FFTW from within MATLAB, it performs expensive one-time computations. (It is figuring out a "plan"--see the FFTW manual for more information on what is happening.) So, the first FFT you compute is slow (it probably takes several seconds). However, subsequent transforms of the same size will reuse the initial computations, and will be quite fast (often 2-3 times as fast as MATLAB's built-in FFT). So, you should use FFTW within MATLAB when you are computing many FFTs of the same size and the initial cost is unimportant. If you just need a single FFT, use MATLAB's built-in routines. To reduce the startup cost, at some slight penalty in performance, replace FFTW_MEASURE in fftw.c with FFTW_ESTIMATE. * Small transforms are inefficient: There is a certain amount of overhead involved in calling FFTW from MATLAB, and this makes small transforms relatively inefficient. So, if you are doing very small transforms in MATLAB, you might be better off with the built-in routines. (The exact point at which FFTW begins to win will depend upon your machine. It is simple for you to use MATLAB's timing routines to find out what is best in your application.) (One of the major costs is in translating the array from MATLAB's representation, in which real and imaginary parts are stored separately, to FFTW's representation, in which complex numbers are stored as adjacent real/imaginary pairs.) * FFTW computes multi-dimensional transforms: The FFTW call in MATLAB computes a transform of the same dimensionality as the matrix that you give it. Thus, it is analogous to the "fftn" routine in MATLAB, rather than the "fft" routine. * All transforms are out-of-place: Although the FFTW library is capable of performing in-place multi-dimensional transforms, the MATLAB routine is out-of-place. This is simply a restriction of the environment--as far as we can tell, we are not allowed to modify the inputs that are passed to us, and must return our results in a separate array. ********************************************************************** Installation Installation of the FFTW MEX routines is straightforward. First, you have to compile the FFTW library (see the FFTW manual). Then, you must compile the file fftw.c in this directory using the MEX compilation procedure on your machine. Finally, you take the MEX file that is produced, along with the fftw.m file in this directory, and install them wherever you typically put your MATLAB scripts. The method for compiling MEX files should be described in your MATLAB manual. (You will need to link with the FFTW library that you had compiled earlier.) On UNIX systems, you can simply type "make", and the Makefile in this directory should do the right thing.