Performance

High Performance Numerics in C#

Posted on by Paul Shirkey
Recently a programmer on stackoverflow commented that the performance of NMath was "really amazing" and was wondering how we achieved that performance in the context of the .NET/C# framework/language pair. This blog post discusses how CenterSpace achieves such great performance in this memory managed framework. A future post will discuss where we are looking to gain even more performance. (mor...
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Modern Fast Fourier Transform

Posted on by Paul Shirkey
All variants of the original Cooley-Tukey O(n log n) fast Fourier transform fundamentally exploit different ways to factor the discrete Fourier summation of length N. For example, the split-radix FFT algorithm divides the Fourier summation of length N into three new Fourier summations: one of length N/2 and two of length N/4. The prime factor FFT, divides the Fourier summation of length N, i...
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