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fftderiv.lyx
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fftderiv.lyx
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#LyX 2.1 created this file. For more info see http://www.lyx.org/
\lyxformat 474
\begin_document
\begin_header
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\end_header
\begin_body
\begin_layout Section
DFT
\end_layout
\begin_layout Standard
\begin_inset Formula
\[
f(x)=\sum_{y=1}^{n}e^{2\pi ixy/n}b_{y}
\]
\end_inset
\end_layout
\begin_layout Section
Cooley-Tukey FFT
\end_layout
\begin_layout Standard
\begin_inset Formula
\begin{eqnarray*}
f_{n}(x) & = & \sum_{y=1}^{n}e^{2\pi ixy/n}b_{y}\\
& = & \sum_{y=1}^{n/2}e^{2\pi ixy/\left(n/2\right)}b_{2y}+e^{2\pi ix/n}\sum_{y=1}^{n/2}e^{2\pi ixy/\left(n/2\right)}b_{2y+1}\\
& = & f_{n/2}^{e}(x)+w_{n}^{x}\cdot f_{n/2}^{o}(x)
\end{eqnarray*}
\end_inset
\end_layout
\begin_layout Standard
where
\begin_inset Formula $w_{n}^{x}=e^{2\pi ix/n}$
\end_inset
\end_layout
\begin_layout Standard
So the iterative algorithm here is to evaluate all the
\begin_inset Formula $f_{n}(x)$
\end_inset
for increasing
\begin_inset Formula $n$
\end_inset
:
\end_layout
\begin_layout Standard
Base Case:
\begin_inset Formula $f_{1}^{y}(x)=b_{y'}$
\end_inset
where
\begin_inset Formula $y'$
\end_inset
is reverse binary of
\begin_inset Formula $eoeoeee...$
\end_inset
\end_layout
\begin_layout Standard
\begin_inset Formula
\[
f_{2^{i+1}}^{y}(x)=f_{2^{i}}^{ye}(x)+w_{2^{i+1}}^{x}f_{2^{i}}^{yo}(x)
\]
\end_inset
\end_layout
\begin_layout Section
AJAR-FFT
\end_layout
\begin_layout Standard
Let
\begin_inset Formula $p=2$
\end_inset
so
\begin_inset Formula $n=2^{m}$
\end_inset
\end_layout
\begin_layout Standard
Attributes:
\begin_inset Formula $Y_{0}...Y_{m-1},X_{0}...X_{m-1}$
\end_inset
\end_layout
\begin_layout Standard
Relations:
\begin_inset Formula $R_{ij}(X_{i},Y_{j})$
\end_inset
for
\begin_inset Formula $i+j<m$
\end_inset
and
\begin_inset Formula $B\left(Y_{0}...Y_{m-1}\right)$
\end_inset
\end_layout
\begin_layout Standard
Annotations:
\begin_inset Formula $R_{ij}\left(x,y\right)=e^{2\pi i\cdot2^{i+j}/n}$
\end_inset
if
\begin_inset Formula $x=y=1$
\end_inset
else
\begin_inset Formula $0$
\end_inset
,
\begin_inset Formula $B\left(\vec{y}\right)=b_{y}$
\end_inset
\end_layout
\begin_layout Standard
Bags:
\end_layout
\begin_layout Standard
\begin_inset Formula
\[
\begin{array}{cc}
Attrs & Relations\\
Y_{0}X_{m-1}\cdots X_{1}X_{0} & B,R_{00},R_{10},\cdots,R_{(m-1)0}\\
\vdots & \vdots\\
Y_{0}\cdots Y_{m-2}X_{1}X_{0} & B,R_{0(m-2)},R_{1(m-2)}\\
Y_{0}\cdots Y_{m-2}Y_{m-1}X_{0} & B,R_{0(m-1)}
\end{array}
\]
\end_inset
\end_layout
\begin_layout Standard
Note that in bag
\begin_inset Formula $i$
\end_inset
starting from
\begin_inset Formula $i=1$
\end_inset
we are aggregating out
\begin_inset Formula $Y_{m-i}$
\end_inset
and joining all the relations involving that
\begin_inset Formula $Y$
\end_inset
\end_layout
\begin_layout Standard
Let
\begin_inset Formula $g_{2^{i}}^{y}(x)$
\end_inset
be the annotation during bag
\begin_inset Formula $i$
\end_inset
of the tuple
\begin_inset Formula $(\vec{y},\vec{x})$
\end_inset
.
By performing the join in the bag and joining with the bag below we have:
\end_layout
\begin_layout Standard
\begin_inset Formula
\begin{eqnarray*}
g_{2^{i}}^{y}(x) & = & g_{2^{i-1}}^{y,y_{m-i}=0}(x)+g_{2^{i-1}}^{y,y_{m-i}=1}(x)\cdot\prod_{k}e^{2\pi i\left(2^{m-i+k}\right)/n}\qquad\sum2^{k}=x\\
& = & g_{2^{i-1}}^{y,y_{m-i}=0}(x)+g_{2^{i-1}}^{y,y_{m-i}=1}(x)\cdot e^{2\pi ix\cdot/2^{i}}\\
& = & g_{2^{i-1}}^{y,y_{m-i}=0}(x)+w_{2^{i}}^{x}\cdot g_{2^{i-1}}^{y,y_{m-i}=1}(x)
\end{eqnarray*}
\end_inset
\end_layout
\begin_layout Standard
This is the exact same computation we do in the cooley-tukey FFT above
\end_layout
\begin_layout Section
Implementation
\end_layout
\begin_layout Subsection
Designs
\end_layout
\begin_layout Itemize
JTransforms
\end_layout
\begin_deeper
\begin_layout Itemize
Pure JAVA
\end_layout
\begin_layout Itemize
No blocking
\end_layout
\begin_layout Itemize
Tricky math optimizations
\end_layout
\end_deeper
\begin_layout Itemize
Java-DB
\end_layout
\begin_deeper
\begin_layout Itemize
Trie structure
\end_layout
\begin_layout Itemize
Chooses relations to join in at runtime
\end_layout
\begin_layout Itemize
Java data structures
\end_layout
\begin_deeper
\begin_layout Itemize
TreeSet, TreeMap for everything
\end_layout
\end_deeper
\end_deeper
\begin_layout Itemize
Java Simulation
\end_layout
\begin_deeper
\begin_layout Itemize
Loops through attribute values
\end_layout
\begin_layout Itemize
Precomputes annotations
\end_layout
\begin_layout Itemize
Dense relations, standard matrix layout
\end_layout
\begin_deeper
\begin_layout Itemize
Assumes complete relations
\end_layout
\begin_layout Itemize
No set intersection
\end_layout
\end_deeper
\begin_layout Itemize
Binary storage of tuples
\end_layout
\end_deeper
\begin_layout Subsection
Benchmarks
\end_layout
\begin_layout Standard
\begin_inset Tabular
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<column alignment="center" valignment="top">
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<row>
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\begin_inset Text
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\begin_inset Formula $n$
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\begin_inset Text
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\end_inset
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\begin_inset Text
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\begin_inset Formula $2^{20}$
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\begin_inset Text
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\begin_inset Formula $2^{22}$
\end_inset
\end_layout
\end_inset
</cell>
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\begin_inset Text
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\begin_inset Formula $2^{24}$
\end_inset
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JTr
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56
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95
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308
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579
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1141
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JSi
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33
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185
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521
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5523
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\begin_inset Text
\begin_layout Plain Layout
JDb
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\begin_layout Standard
JDb, base 4
\end_layout
\end_body
\end_document