rmcgibbo / pyhmc

Hamiltonain Monte Carlo in Python
https://pythonhosted.org/pyhmc
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Fast fft acf #4

Closed rmcgibbo closed 9 years ago

rmcgibbo commented 9 years ago

FFT performance depends a lot on the input size. Since we have the freedom to pad the ends, it's worth it to pad up to a size that gives good performance, which is when you have a simple prime factorization.

This is the speed of numpy.fft using padding with next_fast_fft, or using no padding. pyplots

(script: https://gist.github.com/rmcgibbo/7a45fe4a42cffd93bd02)