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Efficient Julia Implementations for Parallel Fast Fourier Transform Algorithms

Explore parallel FFT algorithms in Julia, reviewing key concepts like Cooley-Tukey butterfly, bit reversal, and minimizing communication overhead for distributed array inputs. Compare Binary Exchange and Transpose algorithms for FFT parallelization, examining Black Box approaches and performance benchmarks. Discover strategies to optimize FFT implementations, considering communication costs, sequential FFTW integration, and potential algorithm enhancements.

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Efficient Julia Implementations for Parallel Fast Fourier Transform Algorithms

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  1. Parallel FFT in Julia

  2. Review of FFT

  3. Review of FFT (cont.)

  4. Review of FFT (cont.)

  5. Sequential FFT Pseudocode Recursive-FFT ( array ) • arrayEven = even indexed elements of array • arrayOdd = odd indexed elements of array • Recursive-FFT ( arrayEven ) • Recursive-FFT ( arrayOdd ) • Combine results using Cooley-Tukey butterfly • Bit reversal, could be done either before, after or in between

  6. Parallel FFT Algorithms • Binary Exchange Algorithm • Transpose Algorithm

  7. Binary Exchange Algorithm

  8. Binary Exchange Algorithm

  9. Binary Exchange Algorithm

  10. Parallel Transpose Algorithm

  11. Parallel Transpose Algorithm

  12. Julia implementations • Input is represented as distributed arrays. • Assumptions: N, P are powers of 2 for sake of simplicity • More focus on minimizing communication overhead versus computational optimizations

  13. Easy Recursive-FFT ( array ) • …………. • @spawn Recursive-FFT ( arrayEven ) • @spawn Recursive-FFT ( arrayOdd ) • …………. Same as FFTW parallel implementation for 1D input using Cilk.

  14. Not so fast Too much unnecessary overhead because of random spawning. Better: Recursive-FFT ( array ) • …………. • @spawnat owner Recursive-FFT ( arrayEven ) • @spawnat owner Recursive-FFT ( arrayOdd ) • ………….

  15. Binary Exchange Implementation • FFT_Parallel ( array ) • Bit reverse input array and distribute • @spawnat owner Recursive-FFT ( first half ) • @spawnat owner Recursive-FFT ( last half ) • Combine results

  16. Binary Exchange Implementation

  17. Binary Exchange Implementation

  18. Binary Exchange Implementation

  19. Binary Exchange Implementation

  20. Binary Exchange Implementation

  21. Alternate approach – Black box • Initially similar to parallel transpose method: data is distributed so that each sub-problem is locally contained within one node • FFT_Parallel ( array ) • Bit reverse input array and distribute equally • for each processor • @spawnat proc FFT-Sequential( local array ) • Redistribute data and combine locally

  22. Alternate approach

  23. Alternate approach – Black box Pros: • Eliminates needs for redundant spawning which is expensive • Can leverage black box packages such as FFTW for local sequential run, or black box combiners • Warning: Order of input to sub-problems is important Note: • Have not tried FFTW due to configuration issues

  24. Benchmark Caveats array = redist(array, 1, 5)

  25. Benchmark Results

  26. Benchmark Results

  27. Communication issues

  28. New Results

  29. New Results

  30. More issues and considerations • Communication cost: where and how. Better redistribution method. • Leverage of sequential FFTW on black box problems • A separate algorithm, better data distribution?

  31. Questions

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