High performance discrete Fourier transforms on graphics processors

Abstract

We present novel algorithms for computing discrete Fourier transforms with high performance on GPUs. We present hierarchical, mixed radix FFT algorithms for both power-of-two and non-power-of-two sizes. Our hierarchical FFT algorithms efficiently exploit shared memory on GPUs using a Stockham formulation. We reduce the memory transpose overheads in hierarchical algorithms by combining the transposes into a block-based multi-FFT algorithm. For non-power-of-two sizes, we use a combination of mixed radix FFTs of small primes and Bluestein's algorithm. We use modular arithmetic in Bluestein's algorithm to improve the accuracy. We implemented our algorithms using the NVIDIA CUDA API and compared their performance with NVIDIA's CUFFT library and an optimized CPU-implementation (Intel's MKL) on a high-end quad-core CPU. On an NVIDIA GPU, we obtained performance of up to 300 GFlops, with typical performance improvements of 2-4times over CUFFT and 8-40times improvement over MKL for large sizes.