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Restore Toeplitz-dot-Hankel #198

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Merged
merged 38 commits into from
Mar 25, 2023
Merged

Restore Toeplitz-dot-Hankel #198

merged 38 commits into from
Mar 25, 2023

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dlfivefifty
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For large vectors we need Toeplitz-dot-Hankel as current leg2cheb and cheb2legs plan has bad complexity.

It was also straightforward to generalise to 2D leveraging the FFTW. With 4 threads applying the plan is now 3x slower than leg2cheb:

julia> n = 10_000; x = randn(n); p = plan_leg2cheb(x); p*x; @time p*x;
  0.008307 seconds (2 allocations: 78.172 KiB)

julia> p = FastTransforms.plan_th_leg2cheb!(x); p*x; @time p*x;
  0.023396 seconds (2 allocations: 112 bytes)

I suspect with more cores we can reach similar speeds.

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codecov bot commented Mar 23, 2023

Codecov Report

Patch coverage: 97.96% and project coverage change: +2.57 🎉

Comparison is base (b6a1a35) 78.88% compared to head (50432ee) 81.45%.

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #198      +/-   ##
==========================================
+ Coverage   78.88%   81.45%   +2.57%     
==========================================
  Files          13       15       +2     
  Lines        2169     2508     +339     
==========================================
+ Hits         1711     2043     +332     
- Misses        458      465       +7     
Impacted Files Coverage Δ
src/FastTransforms.jl 66.66% <50.00%> (-33.34%) ⬇️
src/toeplitzplans.jl 96.55% <96.55%> (ø)
src/toeplitzhankel.jl 99.47% <99.47%> (ø)
src/libfasttransforms.jl 77.61% <100.00%> (ø)
src/specialfunctions.jl 51.19% <100.00%> (+0.35%) ⬆️

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@MikaelSlevinsky MikaelSlevinsky self-requested a review March 23, 2023 14:21
@dlfivefifty
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Any idea why so many tests fail? This isn’t specific to this PR

@MikaelSlevinsky
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See JuliaLang/julia#48907 and JuliaLang/julia#48187 for the windows 1.8.4+ fails. There have been no new binaries, so I'm not convinced it's an issue with the library itself, but I'm not sure.

@dlfivefifty dlfivefifty merged commit 4cc6391 into master Mar 25, 2023
@dlfivefifty dlfivefifty deleted the dl/toeplitzhankel branch March 25, 2023 14:25
@MikaelSlevinsky
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MikaelSlevinsky commented Jun 12, 2023

Looks like the Windows testing issue (a bugfix in GCC 12.2 for a bug in libgomp 12.1) has been fixed! JuliaLang/julia#48907

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2 participants