1769 lines
		
	
	
		
			78 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
			
		
		
	
	
			1769 lines
		
	
	
		
			78 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
| @node Distributed-memory FFTW with MPI, Calling FFTW from Modern Fortran, Multi-threaded FFTW, Top
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| @chapter Distributed-memory FFTW with MPI
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| @cindex MPI
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| 
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| @cindex parallel transform
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| In this chapter we document the parallel FFTW routines for parallel
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| systems supporting the MPI message-passing interface.  Unlike the
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| shared-memory threads described in the previous chapter, MPI allows
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| you to use @emph{distributed-memory} parallelism, where each CPU has
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| its own separate memory, and which can scale up to clusters of many
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| thousands of processors.  This capability comes at a price, however:
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| each process only stores a @emph{portion} of the data to be
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| transformed, which means that the data structures and
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| programming-interface are quite different from the serial or threads
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| versions of FFTW.
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| @cindex data distribution
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| 
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| 
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| Distributed-memory parallelism is especially useful when you are
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| transforming arrays so large that they do not fit into the memory of a
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| single processor.  The storage per-process required by FFTW's MPI
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| routines is proportional to the total array size divided by the number
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| of processes.  Conversely, distributed-memory parallelism can easily
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| pose an unacceptably high communications overhead for small problems;
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| the threshold problem size for which parallelism becomes advantageous
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| will depend on the precise problem you are interested in, your
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| hardware, and your MPI implementation.
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| 
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| A note on terminology: in MPI, you divide the data among a set of
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| ``processes'' which each run in their own memory address space.
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| Generally, each process runs on a different physical processor, but
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| this is not required.  A set of processes in MPI is described by an
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| opaque data structure called a ``communicator,'' the most common of
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| which is the predefined communicator @code{MPI_COMM_WORLD} which
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| refers to @emph{all} processes.  For more information on these and
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| other concepts common to all MPI programs, we refer the reader to the
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| documentation at @uref{http://www.mcs.anl.gov/research/projects/mpi/, the MPI home
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| page}.
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| @cindex MPI communicator
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| @ctindex MPI_COMM_WORLD
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| 
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| 
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| We assume in this chapter that the reader is familiar with the usage
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| of the serial (uniprocessor) FFTW, and focus only on the concepts new
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| to the MPI interface.
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| 
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| @menu
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| * FFTW MPI Installation::
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| * Linking and Initializing MPI FFTW::
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| * 2d MPI example::
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| * MPI Data Distribution::
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| * Multi-dimensional MPI DFTs of Real Data::
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| * Other Multi-dimensional Real-data MPI Transforms::
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| * FFTW MPI Transposes::
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| * FFTW MPI Wisdom::
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| * Avoiding MPI Deadlocks::
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| * FFTW MPI Performance Tips::
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| * Combining MPI and Threads::
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| * FFTW MPI Reference::
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| * FFTW MPI Fortran Interface::
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| @end menu
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| 
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| @c ------------------------------------------------------------
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| @node FFTW MPI Installation, Linking and Initializing MPI FFTW, Distributed-memory FFTW with MPI, Distributed-memory FFTW with MPI
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| @section FFTW MPI Installation
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| 
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| All of the FFTW MPI code is located in the @code{mpi} subdirectory of
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| the FFTW package.  On Unix systems, the FFTW MPI libraries and header
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| files are automatically configured, compiled, and installed along with
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| the uniprocessor FFTW libraries simply by including
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| @code{--enable-mpi} in the flags to the @code{configure} script
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| (@pxref{Installation on Unix}).
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| @fpindex configure
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| 
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| 
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| Any implementation of the MPI standard, version 1 or later, should
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| work with FFTW.  The @code{configure} script will attempt to
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| automatically detect how to compile and link code using your MPI
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| implementation.  In some cases, especially if you have multiple
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| different MPI implementations installed or have an unusual MPI
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| software package, you may need to provide this information explicitly.
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| 
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| Most commonly, one compiles MPI code by invoking a special compiler
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| command, typically @code{mpicc} for C code.  The @code{configure}
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| script knows the most common names for this command, but you can
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| specify the MPI compilation command explicitly by setting the
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| @code{MPICC} variable, as in @samp{./configure MPICC=mpicc ...}.
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| @fpindex mpicc
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| 
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| 
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| If, instead of a special compiler command, you need to link a certain
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| library, you can specify the link command via the @code{MPILIBS}
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| variable, as in @samp{./configure MPILIBS=-lmpi ...}.  Note that if
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| your MPI library is installed in a non-standard location (one the
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| compiler does not know about by default), you may also have to specify
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| the location of the library and header files via @code{LDFLAGS} and
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| @code{CPPFLAGS} variables, respectively, as in @samp{./configure
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| LDFLAGS=-L/path/to/mpi/libs CPPFLAGS=-I/path/to/mpi/include ...}.
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| 
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| @c ------------------------------------------------------------
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| @node Linking and Initializing MPI FFTW, 2d MPI example, FFTW MPI Installation, Distributed-memory FFTW with MPI
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| @section Linking and Initializing MPI FFTW
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| 
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| Programs using the MPI FFTW routines should be linked with
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| @code{-lfftw3_mpi -lfftw3 -lm} on Unix in double precision,
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| @code{-lfftw3f_mpi -lfftw3f -lm} in single precision, and so on
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| (@pxref{Precision}). You will also need to link with whatever library
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| is responsible for MPI on your system; in most MPI implementations,
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| there is a special compiler alias named @code{mpicc} to compile and
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| link MPI code.
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| @fpindex mpicc
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| @cindex linking on Unix
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| @cindex precision
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| 
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| 
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| @findex fftw_init_threads
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| Before calling any FFTW routines except possibly
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| @code{fftw_init_threads} (@pxref{Combining MPI and Threads}), but after calling
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| @code{MPI_Init}, you should call the function:
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| 
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| @example
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| void fftw_mpi_init(void);
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| @end example
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| @findex fftw_mpi_init
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| 
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| If, at the end of your program, you want to get rid of all memory and
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| other resources allocated internally by FFTW, for both the serial and
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| MPI routines, you can call:
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| 
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| @example
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| void fftw_mpi_cleanup(void);
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| @end example
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| @findex fftw_mpi_cleanup
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| 
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| which is much like the @code{fftw_cleanup()} function except that it
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| also gets rid of FFTW's MPI-related data.  You must @emph{not} execute
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| any previously created plans after calling this function.
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| 
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| @c ------------------------------------------------------------
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| @node 2d MPI example, MPI Data Distribution, Linking and Initializing MPI FFTW, Distributed-memory FFTW with MPI
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| @section 2d MPI example
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| 
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| Before we document the FFTW MPI interface in detail, we begin with a
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| simple example outlining how one would perform a two-dimensional
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| @code{N0} by @code{N1} complex DFT. 
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| 
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| @example
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| #include <fftw3-mpi.h>
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| 
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| int main(int argc, char **argv)
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| @{
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|     const ptrdiff_t N0 = ..., N1 = ...;
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|     fftw_plan plan;
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|     fftw_complex *data;
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|     ptrdiff_t alloc_local, local_n0, local_0_start, i, j;
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| 
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|     MPI_Init(&argc, &argv);
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|     fftw_mpi_init();
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| 
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|     /* @r{get local data size and allocate} */
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|     alloc_local = fftw_mpi_local_size_2d(N0, N1, MPI_COMM_WORLD,
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|                                          &local_n0, &local_0_start);
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|     data = fftw_alloc_complex(alloc_local);
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| 
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|     /* @r{create plan for in-place forward DFT} */
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|     plan = fftw_mpi_plan_dft_2d(N0, N1, data, data, MPI_COMM_WORLD,
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|                                 FFTW_FORWARD, FFTW_ESTIMATE);    
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| 
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|     /* @r{initialize data to some function} my_function(x,y) */
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|     for (i = 0; i < local_n0; ++i) for (j = 0; j < N1; ++j)
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|        data[i*N1 + j] = my_function(local_0_start + i, j);
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| 
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|     /* @r{compute transforms, in-place, as many times as desired} */
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|     fftw_execute(plan);
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| 
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|     fftw_destroy_plan(plan);
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| 
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|     MPI_Finalize();
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| @}
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| @end example
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| 
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| As can be seen above, the MPI interface follows the same basic style
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| of allocate/plan/execute/destroy as the serial FFTW routines.  All of
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| the MPI-specific routines are prefixed with @samp{fftw_mpi_} instead
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| of @samp{fftw_}.  There are a few important differences, however:
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| 
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| First, we must call @code{fftw_mpi_init()} after calling
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| @code{MPI_Init} (required in all MPI programs) and before calling any
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| other @samp{fftw_mpi_} routine.
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| @findex MPI_Init
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| @findex fftw_mpi_init
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| 
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| 
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| Second, when we create the plan with @code{fftw_mpi_plan_dft_2d},
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| analogous to @code{fftw_plan_dft_2d}, we pass an additional argument:
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| the communicator, indicating which processes will participate in the
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| transform (here @code{MPI_COMM_WORLD}, indicating all processes).
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| Whenever you create, execute, or destroy a plan for an MPI transform,
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| you must call the corresponding FFTW routine on @emph{all} processes
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| in the communicator for that transform.  (That is, these are
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| @emph{collective} calls.)  Note that the plan for the MPI transform
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| uses the standard @code{fftw_execute} and @code{fftw_destroy} routines
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| (on the other hand, there are MPI-specific new-array execute functions
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| documented below).
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| @cindex collective function
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| @findex fftw_mpi_plan_dft_2d
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| @ctindex MPI_COMM_WORLD
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| 
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| 
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| Third, all of the FFTW MPI routines take @code{ptrdiff_t} arguments
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| instead of @code{int} as for the serial FFTW.  @code{ptrdiff_t} is a
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| standard C integer type which is (at least) 32 bits wide on a 32-bit
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| machine and 64 bits wide on a 64-bit machine.  This is to make it easy
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| to specify very large parallel transforms on a 64-bit machine.  (You
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| can specify 64-bit transform sizes in the serial FFTW, too, but only
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| by using the @samp{guru64} planner interface.  @xref{64-bit Guru
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| Interface}.)
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| @tindex ptrdiff_t
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| @cindex 64-bit architecture
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| 
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| 
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| Fourth, and most importantly, you don't allocate the entire
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| two-dimensional array on each process.  Instead, you call
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| @code{fftw_mpi_local_size_2d} to find out what @emph{portion} of the
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| array resides on each processor, and how much space to allocate.
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| Here, the portion of the array on each process is a @code{local_n0} by
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| @code{N1} slice of the total array, starting at index
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| @code{local_0_start}.  The total number of @code{fftw_complex} numbers
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| to allocate is given by the @code{alloc_local} return value, which
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| @emph{may} be greater than @code{local_n0 * N1} (in case some
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| intermediate calculations require additional storage).  The data
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| distribution in FFTW's MPI interface is described in more detail by
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| the next section.
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| @findex fftw_mpi_local_size_2d
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| @cindex data distribution
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| 
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| 
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| Given the portion of the array that resides on the local process, it
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| is straightforward to initialize the data (here to a function
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| @code{myfunction}) and otherwise manipulate it.  Of course, at the end
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| of the program you may want to output the data somehow, but
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| synchronizing this output is up to you and is beyond the scope of this
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| manual.  (One good way to output a large multi-dimensional distributed
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| array in MPI to a portable binary file is to use the free HDF5
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| library; see the @uref{http://www.hdfgroup.org/, HDF home page}.)
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| @cindex HDF5
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| @cindex MPI I/O
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| 
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| @c ------------------------------------------------------------
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| @node MPI Data Distribution, Multi-dimensional MPI DFTs of Real Data, 2d MPI example, Distributed-memory FFTW with MPI
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| @section MPI Data Distribution
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| @cindex data distribution
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| 
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| The most important concept to understand in using FFTW's MPI interface
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| is the data distribution.  With a serial or multithreaded FFT, all of
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| the inputs and outputs are stored as a single contiguous chunk of
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| memory.  With a distributed-memory FFT, the inputs and outputs are
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| broken into disjoint blocks, one per process.
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| 
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| In particular, FFTW uses a @emph{1d block distribution} of the data,
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| distributed along the @emph{first dimension}.  For example, if you
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| want to perform a @twodims{100,200} complex DFT, distributed over 4
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| processes, each process will get a @twodims{25,200} slice of the data.
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| That is, process 0 will get rows 0 through 24, process 1 will get rows
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| 25 through 49, process 2 will get rows 50 through 74, and process 3
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| will get rows 75 through 99.  If you take the same array but
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| distribute it over 3 processes, then it is not evenly divisible so the
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| different processes will have unequal chunks.  FFTW's default choice
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| in this case is to assign 34 rows to processes 0 and 1, and 32 rows to
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| process 2.
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| @cindex block distribution
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| 
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| 
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| FFTW provides several @samp{fftw_mpi_local_size} routines that you can
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| call to find out what portion of an array is stored on the current
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| process.  In most cases, you should use the default block sizes picked
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| by FFTW, but it is also possible to specify your own block size.  For
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| example, with a @twodims{100,200} array on three processes, you can
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| tell FFTW to use a block size of 40, which would assign 40 rows to
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| processes 0 and 1, and 20 rows to process 2.  FFTW's default is to
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| divide the data equally among the processes if possible, and as best
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| it can otherwise.  The rows are always assigned in ``rank order,''
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| i.e. process 0 gets the first block of rows, then process 1, and so
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| on.  (You can change this by using @code{MPI_Comm_split} to create a
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| new communicator with re-ordered processes.)  However, you should
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| always call the @samp{fftw_mpi_local_size} routines, if possible,
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| rather than trying to predict FFTW's distribution choices.
 | |
| 
 | |
| In particular, it is critical that you allocate the storage size that
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| is returned by @samp{fftw_mpi_local_size}, which is @emph{not}
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| necessarily the size of the local slice of the array.  The reason is
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| that intermediate steps of FFTW's algorithms involve transposing the
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| array and redistributing the data, so at these intermediate steps FFTW
 | |
| may require more local storage space (albeit always proportional to
 | |
| the total size divided by the number of processes).  The
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| @samp{fftw_mpi_local_size} functions know how much storage is required
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| for these intermediate steps and tell you the correct amount to
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| allocate.
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| 
 | |
| @menu
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| * Basic and advanced distribution interfaces::
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| * Load balancing::
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| * Transposed distributions::
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| * One-dimensional distributions::
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| @end menu
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| 
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| @node Basic and advanced distribution interfaces, Load balancing, MPI Data Distribution, MPI Data Distribution
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| @subsection Basic and advanced distribution interfaces
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| 
 | |
| As with the planner interface, the @samp{fftw_mpi_local_size}
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| distribution interface is broken into basic and advanced
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| (@samp{_many}) interfaces, where the latter allows you to specify the
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| block size manually and also to request block sizes when computing
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| multiple transforms simultaneously.  These functions are documented
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| more exhaustively by the FFTW MPI Reference, but we summarize the
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| basic ideas here using a couple of two-dimensional examples.
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| 
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| For the @twodims{100,200} complex-DFT example, above, we would find
 | |
| the distribution by calling the following function in the basic
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| interface:
 | |
| 
 | |
| @example
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| ptrdiff_t fftw_mpi_local_size_2d(ptrdiff_t n0, ptrdiff_t n1, MPI_Comm comm,
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|                                  ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
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| @end example
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| @findex fftw_mpi_local_size_2d
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| 
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| Given the total size of the data to be transformed (here, @code{n0 =
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| 100} and @code{n1 = 200}) and an MPI communicator (@code{comm}), this
 | |
| function provides three numbers.
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| 
 | |
| First, it describes the shape of the local data: the current process
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| should store a @code{local_n0} by @code{n1} slice of the overall
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| dataset, in row-major order (@code{n1} dimension contiguous), starting
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| at index @code{local_0_start}.  That is, if the total dataset is
 | |
| viewed as a @code{n0} by @code{n1} matrix, the current process should
 | |
| store the rows @code{local_0_start} to
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| @code{local_0_start+local_n0-1}.  Obviously, if you are running with
 | |
| only a single MPI process, that process will store the entire array:
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| @code{local_0_start} will be zero and @code{local_n0} will be
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| @code{n0}.  @xref{Row-major Format}.
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| @cindex row-major
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| 
 | |
| 
 | |
| Second, the return value is the total number of data elements (e.g.,
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| complex numbers for a complex DFT) that should be allocated for the
 | |
| input and output arrays on the current process (ideally with
 | |
| @code{fftw_malloc} or an @samp{fftw_alloc} function, to ensure optimal
 | |
| alignment).  It might seem that this should always be equal to
 | |
| @code{local_n0 * n1}, but this is @emph{not} the case.  FFTW's
 | |
| distributed FFT algorithms require data redistributions at
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| intermediate stages of the transform, and in some circumstances this
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| may require slightly larger local storage.  This is discussed in more
 | |
| detail below, under @ref{Load balancing}.
 | |
| @findex fftw_malloc
 | |
| @findex fftw_alloc_complex
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| 
 | |
| 
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| @cindex advanced interface
 | |
| The advanced-interface @samp{local_size} function for multidimensional
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| transforms returns the same three things (@code{local_n0},
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| @code{local_0_start}, and the total number of elements to allocate),
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| but takes more inputs:
 | |
| 
 | |
| @example
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| ptrdiff_t fftw_mpi_local_size_many(int rnk, const ptrdiff_t *n,
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|                                    ptrdiff_t howmany,
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|                                    ptrdiff_t block0,
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|                                    MPI_Comm comm,
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|                                    ptrdiff_t *local_n0,
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|                                    ptrdiff_t *local_0_start);
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| @end example
 | |
| @findex fftw_mpi_local_size_many
 | |
| 
 | |
| The two-dimensional case above corresponds to @code{rnk = 2} and an
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| array @code{n} of length 2 with @code{n[0] = n0} and @code{n[1] = n1}.
 | |
| This routine is for any @code{rnk > 1}; one-dimensional transforms
 | |
| have their own interface because they work slightly differently, as
 | |
| discussed below.
 | |
| 
 | |
| First, the advanced interface allows you to perform multiple
 | |
| transforms at once, of interleaved data, as specified by the
 | |
| @code{howmany} parameter.  (@code{hoamany} is 1 for a single
 | |
| transform.)
 | |
| 
 | |
| Second, here you can specify your desired block size in the @code{n0}
 | |
| dimension, @code{block0}.  To use FFTW's default block size, pass
 | |
| @code{FFTW_MPI_DEFAULT_BLOCK} (0) for @code{block0}.  Otherwise, on
 | |
| @code{P} processes, FFTW will return @code{local_n0} equal to
 | |
| @code{block0} on the first @code{P / block0} processes (rounded down),
 | |
| return @code{local_n0} equal to @code{n0 - block0 * (P / block0)} on
 | |
| the next process, and @code{local_n0} equal to zero on any remaining
 | |
| processes.  In general, we recommend using the default block size
 | |
| (which corresponds to @code{n0 / P}, rounded up).
 | |
| @ctindex FFTW_MPI_DEFAULT_BLOCK
 | |
| @cindex block distribution
 | |
| 
 | |
| 
 | |
| For example, suppose you have @code{P = 4} processes and @code{n0 =
 | |
| 21}.  The default will be a block size of @code{6}, which will give
 | |
| @code{local_n0 = 6} on the first three processes and @code{local_n0 =
 | |
| 3} on the last process.  Instead, however, you could specify
 | |
| @code{block0 = 5} if you wanted, which would give @code{local_n0 = 5}
 | |
| on processes 0 to 2, @code{local_n0 = 6} on process 3.  (This choice,
 | |
| while it may look superficially more ``balanced,'' has the same
 | |
| critical path as FFTW's default but requires more communications.)
 | |
| 
 | |
| @node Load balancing, Transposed distributions, Basic and advanced distribution interfaces, MPI Data Distribution
 | |
| @subsection Load balancing
 | |
| @cindex load balancing
 | |
| 
 | |
| Ideally, when you parallelize a transform over some @math{P}
 | |
| processes, each process should end up with work that takes equal time.
 | |
| Otherwise, all of the processes end up waiting on whichever process is
 | |
| slowest.  This goal is known as ``load balancing.''  In this section,
 | |
| we describe the circumstances under which FFTW is able to load-balance
 | |
| well, and in particular how you should choose your transform size in
 | |
| order to load balance.
 | |
| 
 | |
| Load balancing is especially difficult when you are parallelizing over
 | |
| heterogeneous machines; for example, if one of your processors is a
 | |
| old 486 and another is a Pentium IV, obviously you should give the
 | |
| Pentium more work to do than the 486 since the latter is much slower.
 | |
| FFTW does not deal with this problem, however---it assumes that your
 | |
| processes run on hardware of comparable speed, and that the goal is
 | |
| therefore to divide the problem as equally as possible.
 | |
| 
 | |
| For a multi-dimensional complex DFT, FFTW can divide the problem
 | |
| equally among the processes if: (i) the @emph{first} dimension
 | |
| @code{n0} is divisible by @math{P}; and (ii), the @emph{product} of
 | |
| the subsequent dimensions is divisible by @math{P}.  (For the advanced
 | |
| interface, where you can specify multiple simultaneous transforms via
 | |
| some ``vector'' length @code{howmany}, a factor of @code{howmany} is
 | |
| included in the product of the subsequent dimensions.)
 | |
| 
 | |
| For a one-dimensional complex DFT, the length @code{N} of the data
 | |
| should be divisible by @math{P} @emph{squared} to be able to divide
 | |
| the problem equally among the processes.
 | |
| 
 | |
| @node Transposed distributions, One-dimensional distributions, Load balancing, MPI Data Distribution
 | |
| @subsection Transposed distributions
 | |
| 
 | |
| Internally, FFTW's MPI transform algorithms work by first computing
 | |
| transforms of the data local to each process, then by globally
 | |
| @emph{transposing} the data in some fashion to redistribute the data
 | |
| among the processes, transforming the new data local to each process,
 | |
| and transposing back.  For example, a two-dimensional @code{n0} by
 | |
| @code{n1} array, distributed across the @code{n0} dimension, is
 | |
| transformd by: (i) transforming the @code{n1} dimension, which are
 | |
| local to each process; (ii) transposing to an @code{n1} by @code{n0}
 | |
| array, distributed across the @code{n1} dimension; (iii) transforming
 | |
| the @code{n0} dimension, which is now local to each process; (iv)
 | |
| transposing back.
 | |
| @cindex transpose
 | |
| 
 | |
| 
 | |
| However, in many applications it is acceptable to compute a
 | |
| multidimensional DFT whose results are produced in transposed order
 | |
| (e.g., @code{n1} by @code{n0} in two dimensions).  This provides a
 | |
| significant performance advantage, because it means that the final
 | |
| transposition step can be omitted.  FFTW supports this optimization,
 | |
| which you specify by passing the flag @code{FFTW_MPI_TRANSPOSED_OUT}
 | |
| to the planner routines.  To compute the inverse transform of
 | |
| transposed output, you specify @code{FFTW_MPI_TRANSPOSED_IN} to tell
 | |
| it that the input is transposed.  In this section, we explain how to
 | |
| interpret the output format of such a transform.
 | |
| @ctindex FFTW_MPI_TRANSPOSED_OUT
 | |
| @ctindex FFTW_MPI_TRANSPOSED_IN
 | |
| 
 | |
| 
 | |
| Suppose you have are transforming multi-dimensional data with (at
 | |
| least two) dimensions @ndims{}.  As always, it is distributed along
 | |
| the first dimension @dimk{0}.  Now, if we compute its DFT with the
 | |
| @code{FFTW_MPI_TRANSPOSED_OUT} flag, the resulting output data are stored
 | |
| with the first @emph{two} dimensions transposed: @ndimstrans{},
 | |
| distributed along the @dimk{1} dimension.  Conversely, if we take the
 | |
| @ndimstrans{} data and transform it with the
 | |
| @code{FFTW_MPI_TRANSPOSED_IN} flag, then the format goes back to the
 | |
| original @ndims{} array.
 | |
| 
 | |
| There are two ways to find the portion of the transposed array that
 | |
| resides on the current process.  First, you can simply call the
 | |
| appropriate @samp{local_size} function, passing @ndimstrans{} (the
 | |
| transposed dimensions).  This would mean calling the @samp{local_size}
 | |
| function twice, once for the transposed and once for the
 | |
| non-transposed dimensions.  Alternatively, you can call one of the
 | |
| @samp{local_size_transposed} functions, which returns both the
 | |
| non-transposed and transposed data distribution from a single call.
 | |
| For example, for a 3d transform with transposed output (or input), you
 | |
| might call:
 | |
| 
 | |
| @example
 | |
| ptrdiff_t fftw_mpi_local_size_3d_transposed(
 | |
|                 ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2, MPI_Comm comm,
 | |
|                 ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
 | |
|                 ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
 | |
| @end example
 | |
| @findex fftw_mpi_local_size_3d_transposed
 | |
| 
 | |
| Here, @code{local_n0} and @code{local_0_start} give the size and
 | |
| starting index of the @code{n0} dimension for the
 | |
| @emph{non}-transposed data, as in the previous sections.  For
 | |
| @emph{transposed} data (e.g. the output for
 | |
| @code{FFTW_MPI_TRANSPOSED_OUT}), @code{local_n1} and
 | |
| @code{local_1_start} give the size and starting index of the @code{n1}
 | |
| dimension, which is the first dimension of the transposed data
 | |
| (@code{n1} by @code{n0} by @code{n2}).
 | |
| 
 | |
| (Note that @code{FFTW_MPI_TRANSPOSED_IN} is completely equivalent to
 | |
| performing @code{FFTW_MPI_TRANSPOSED_OUT} and passing the first two
 | |
| dimensions to the planner in reverse order, or vice versa.  If you
 | |
| pass @emph{both} the @code{FFTW_MPI_TRANSPOSED_IN} and
 | |
| @code{FFTW_MPI_TRANSPOSED_OUT} flags, it is equivalent to swapping the
 | |
| first two dimensions passed to the planner and passing @emph{neither}
 | |
| flag.)
 | |
| 
 | |
| @node One-dimensional distributions,  , Transposed distributions, MPI Data Distribution
 | |
| @subsection One-dimensional distributions
 | |
| 
 | |
| For one-dimensional distributed DFTs using FFTW, matters are slightly
 | |
| more complicated because the data distribution is more closely tied to
 | |
| how the algorithm works.  In particular, you can no longer pass an
 | |
| arbitrary block size and must accept FFTW's default; also, the block
 | |
| sizes may be different for input and output.  Also, the data
 | |
| distribution depends on the flags and transform direction, in order
 | |
| for forward and backward transforms to work correctly.
 | |
| 
 | |
| @example
 | |
| ptrdiff_t fftw_mpi_local_size_1d(ptrdiff_t n0, MPI_Comm comm,
 | |
|                 int sign, unsigned flags,
 | |
|                 ptrdiff_t *local_ni, ptrdiff_t *local_i_start,
 | |
|                 ptrdiff_t *local_no, ptrdiff_t *local_o_start);
 | |
| @end example
 | |
| @findex fftw_mpi_local_size_1d
 | |
| 
 | |
| This function computes the data distribution for a 1d transform of
 | |
| size @code{n0} with the given transform @code{sign} and @code{flags}.
 | |
| Both input and output data use block distributions.  The input on the
 | |
| current process will consist of @code{local_ni} numbers starting at
 | |
| index @code{local_i_start}; e.g. if only a single process is used,
 | |
| then @code{local_ni} will be @code{n0} and @code{local_i_start} will
 | |
| be @code{0}.  Similarly for the output, with @code{local_no} numbers
 | |
| starting at index @code{local_o_start}.  The return value of
 | |
| @code{fftw_mpi_local_size_1d} will be the total number of elements to
 | |
| allocate on the current process (which might be slightly larger than
 | |
| the local size due to intermediate steps in the algorithm).
 | |
| 
 | |
| As mentioned above (@pxref{Load balancing}), the data will be divided
 | |
| equally among the processes if @code{n0} is divisible by the
 | |
| @emph{square} of the number of processes.  In this case,
 | |
| @code{local_ni} will equal @code{local_no}.  Otherwise, they may be
 | |
| different.
 | |
| 
 | |
| For some applications, such as convolutions, the order of the output
 | |
| data is irrelevant.  In this case, performance can be improved by
 | |
| specifying that the output data be stored in an FFTW-defined
 | |
| ``scrambled'' format.  (In particular, this is the analogue of
 | |
| transposed output in the multidimensional case: scrambled output saves
 | |
| a communications step.)  If you pass @code{FFTW_MPI_SCRAMBLED_OUT} in
 | |
| the flags, then the output is stored in this (undocumented) scrambled
 | |
| order.  Conversely, to perform the inverse transform of data in
 | |
| scrambled order, pass the @code{FFTW_MPI_SCRAMBLED_IN} flag.
 | |
| @ctindex FFTW_MPI_SCRAMBLED_OUT
 | |
| @ctindex FFTW_MPI_SCRAMBLED_IN
 | |
| 
 | |
| 
 | |
| In MPI FFTW, only composite sizes @code{n0} can be parallelized; we
 | |
| have not yet implemented a parallel algorithm for large prime sizes.
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node Multi-dimensional MPI DFTs of Real Data, Other Multi-dimensional Real-data MPI Transforms, MPI Data Distribution, Distributed-memory FFTW with MPI
 | |
| @section Multi-dimensional MPI DFTs of Real Data
 | |
| 
 | |
| FFTW's MPI interface also supports multi-dimensional DFTs of real
 | |
| data, similar to the serial r2c and c2r interfaces.  (Parallel
 | |
| one-dimensional real-data DFTs are not currently supported; you must
 | |
| use a complex transform and set the imaginary parts of the inputs to
 | |
| zero.)
 | |
| 
 | |
| The key points to understand for r2c and c2r MPI transforms (compared
 | |
| to the MPI complex DFTs or the serial r2c/c2r transforms), are:
 | |
| 
 | |
| @itemize @bullet
 | |
| 
 | |
| @item
 | |
| Just as for serial transforms, r2c/c2r DFTs transform @ndims{} real
 | |
| data to/from @ndimshalf{} complex data: the last dimension of the
 | |
| complex data is cut in half (rounded down), plus one.  As for the
 | |
| serial transforms, the sizes you pass to the @samp{plan_dft_r2c} and
 | |
| @samp{plan_dft_c2r} are the @ndims{} dimensions of the real data.
 | |
| 
 | |
| @item
 | |
| @cindex padding
 | |
| Although the real data is @emph{conceptually} @ndims{}, it is
 | |
| @emph{physically} stored as an @ndimspad{} array, where the last
 | |
| dimension has been @emph{padded} to make it the same size as the
 | |
| complex output.  This is much like the in-place serial r2c/c2r
 | |
| interface (@pxref{Multi-Dimensional DFTs of Real Data}), except that
 | |
| in MPI the padding is required even for out-of-place data.  The extra
 | |
| padding numbers are ignored by FFTW (they are @emph{not} like
 | |
| zero-padding the transform to a larger size); they are only used to
 | |
| determine the data layout.
 | |
| 
 | |
| @item
 | |
| @cindex data distribution
 | |
| The data distribution in MPI for @emph{both} the real and complex data
 | |
| is determined by the shape of the @emph{complex} data.  That is, you
 | |
| call the appropriate @samp{local size} function for the @ndimshalf{}
 | |
| complex data, and then use the @emph{same} distribution for the real
 | |
| data except that the last complex dimension is replaced by a (padded)
 | |
| real dimension of twice the length.
 | |
| 
 | |
| @end itemize
 | |
| 
 | |
| For example suppose we are performing an out-of-place r2c transform of
 | |
| @threedims{L,M,N} real data [padded to @threedims{L,M,2(N/2+1)}],
 | |
| resulting in @threedims{L,M,N/2+1} complex data.  Similar to the
 | |
| example in @ref{2d MPI example}, we might do something like:
 | |
| 
 | |
| @example
 | |
| #include <fftw3-mpi.h>
 | |
| 
 | |
| int main(int argc, char **argv)
 | |
| @{
 | |
|     const ptrdiff_t L = ..., M = ..., N = ...;
 | |
|     fftw_plan plan;
 | |
|     double *rin;
 | |
|     fftw_complex *cout;
 | |
|     ptrdiff_t alloc_local, local_n0, local_0_start, i, j, k;
 | |
| 
 | |
|     MPI_Init(&argc, &argv);
 | |
|     fftw_mpi_init();
 | |
| 
 | |
|     /* @r{get local data size and allocate} */
 | |
|     alloc_local = fftw_mpi_local_size_3d(L, M, N/2+1, MPI_COMM_WORLD,
 | |
|                                          &local_n0, &local_0_start);
 | |
|     rin = fftw_alloc_real(2 * alloc_local);
 | |
|     cout = fftw_alloc_complex(alloc_local);
 | |
| 
 | |
|     /* @r{create plan for out-of-place r2c DFT} */
 | |
|     plan = fftw_mpi_plan_dft_r2c_3d(L, M, N, rin, cout, MPI_COMM_WORLD,
 | |
|                                     FFTW_MEASURE);
 | |
| 
 | |
|     /* @r{initialize rin to some function} my_func(x,y,z) */
 | |
|     for (i = 0; i < local_n0; ++i)
 | |
|        for (j = 0; j < M; ++j)
 | |
|          for (k = 0; k < N; ++k)
 | |
|        rin[(i*M + j) * (2*(N/2+1)) + k] = my_func(local_0_start+i, j, k);
 | |
| 
 | |
|     /* @r{compute transforms as many times as desired} */
 | |
|     fftw_execute(plan);
 | |
| 
 | |
|     fftw_destroy_plan(plan);
 | |
| 
 | |
|     MPI_Finalize();
 | |
| @}
 | |
| @end example
 | |
| 
 | |
| @findex fftw_alloc_real
 | |
| @cindex row-major
 | |
| Note that we allocated @code{rin} using @code{fftw_alloc_real} with an
 | |
| argument of @code{2 * alloc_local}: since @code{alloc_local} is the
 | |
| number of @emph{complex} values to allocate, the number of @emph{real}
 | |
| values is twice as many.  The @code{rin} array is then
 | |
| @threedims{local_n0,M,2(N/2+1)} in row-major order, so its
 | |
| @code{(i,j,k)} element is at the index @code{(i*M + j) * (2*(N/2+1)) +
 | |
| k} (@pxref{Multi-dimensional Array Format }).
 | |
| 
 | |
| @cindex transpose
 | |
| @ctindex FFTW_TRANSPOSED_OUT
 | |
| @ctindex FFTW_TRANSPOSED_IN
 | |
| As for the complex transforms, improved performance can be obtained by
 | |
| specifying that the output is the transpose of the input or vice versa
 | |
| (@pxref{Transposed distributions}).  In our @threedims{L,M,N} r2c
 | |
| example, including @code{FFTW_TRANSPOSED_OUT} in the flags means that
 | |
| the input would be a padded @threedims{L,M,2(N/2+1)} real array
 | |
| distributed over the @code{L} dimension, while the output would be a
 | |
| @threedims{M,L,N/2+1} complex array distributed over the @code{M}
 | |
| dimension.  To perform the inverse c2r transform with the same data
 | |
| distributions, you would use the @code{FFTW_TRANSPOSED_IN} flag.
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node Other Multi-dimensional Real-data MPI Transforms, FFTW MPI Transposes, Multi-dimensional MPI DFTs of Real Data, Distributed-memory FFTW with MPI
 | |
| @section Other multi-dimensional Real-Data MPI Transforms
 | |
| 
 | |
| @cindex r2r
 | |
| FFTW's MPI interface also supports multi-dimensional @samp{r2r}
 | |
| transforms of all kinds supported by the serial interface
 | |
| (e.g. discrete cosine and sine transforms, discrete Hartley
 | |
| transforms, etc.).  Only multi-dimensional @samp{r2r} transforms, not
 | |
| one-dimensional transforms, are currently parallelized.
 | |
| 
 | |
| @tindex fftw_r2r_kind
 | |
| These are used much like the multidimensional complex DFTs discussed
 | |
| above, except that the data is real rather than complex, and one needs
 | |
| to pass an r2r transform kind (@code{fftw_r2r_kind}) for each
 | |
| dimension as in the serial FFTW (@pxref{More DFTs of Real Data}).
 | |
| 
 | |
| For example, one might perform a two-dimensional @twodims{L,M} that is
 | |
| an REDFT10 (DCT-II) in the first dimension and an RODFT10 (DST-II) in
 | |
| the second dimension with code like:
 | |
| 
 | |
| @example
 | |
|     const ptrdiff_t L = ..., M = ...;
 | |
|     fftw_plan plan;
 | |
|     double *data;
 | |
|     ptrdiff_t alloc_local, local_n0, local_0_start, i, j;
 | |
| 
 | |
|     /* @r{get local data size and allocate} */
 | |
|     alloc_local = fftw_mpi_local_size_2d(L, M, MPI_COMM_WORLD,
 | |
|                                          &local_n0, &local_0_start);
 | |
|     data = fftw_alloc_real(alloc_local);
 | |
| 
 | |
|     /* @r{create plan for in-place REDFT10 x RODFT10} */
 | |
|     plan = fftw_mpi_plan_r2r_2d(L, M, data, data, MPI_COMM_WORLD,
 | |
|                                 FFTW_REDFT10, FFTW_RODFT10, FFTW_MEASURE);
 | |
| 
 | |
|     /* @r{initialize data to some function} my_function(x,y) */
 | |
|     for (i = 0; i < local_n0; ++i) for (j = 0; j < M; ++j)
 | |
|        data[i*M + j] = my_function(local_0_start + i, j);
 | |
| 
 | |
|     /* @r{compute transforms, in-place, as many times as desired} */
 | |
|     fftw_execute(plan);
 | |
| 
 | |
|     fftw_destroy_plan(plan);
 | |
| @end example
 | |
| 
 | |
| @findex fftw_alloc_real
 | |
| Notice that we use the same @samp{local_size} functions as we did for
 | |
| complex data, only now we interpret the sizes in terms of real rather
 | |
| than complex values, and correspondingly use @code{fftw_alloc_real}.
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node FFTW MPI Transposes, FFTW MPI Wisdom, Other Multi-dimensional Real-data MPI Transforms, Distributed-memory FFTW with MPI
 | |
| @section FFTW MPI Transposes
 | |
| @cindex transpose
 | |
| 
 | |
| The FFTW's MPI Fourier transforms rely on one or more @emph{global
 | |
| transposition} step for their communications.  For example, the
 | |
| multidimensional transforms work by transforming along some
 | |
| dimensions, then transposing to make the first dimension local and
 | |
| transforming that, then transposing back.  Because global
 | |
| transposition of a block-distributed matrix has many other potential
 | |
| uses besides FFTs, FFTW's transpose routines can be called directly,
 | |
| as documented in this section. 
 | |
| 
 | |
| @menu
 | |
| * Basic distributed-transpose interface::
 | |
| * Advanced distributed-transpose interface::
 | |
| * An improved replacement for MPI_Alltoall::
 | |
| @end menu
 | |
| 
 | |
| @node Basic distributed-transpose interface, Advanced distributed-transpose interface, FFTW MPI Transposes, FFTW MPI Transposes
 | |
| @subsection Basic distributed-transpose interface
 | |
| 
 | |
| In particular, suppose that we have an @code{n0} by @code{n1} array in
 | |
| row-major order, block-distributed across the @code{n0} dimension.  To
 | |
| transpose this into an @code{n1} by @code{n0} array block-distributed
 | |
| across the @code{n1} dimension, we would create a plan by calling the
 | |
| following function:
 | |
| 
 | |
| @example
 | |
| fftw_plan fftw_mpi_plan_transpose(ptrdiff_t n0, ptrdiff_t n1,
 | |
|                                   double *in, double *out,
 | |
|                                   MPI_Comm comm, unsigned flags);
 | |
| @end example
 | |
| @findex fftw_mpi_plan_transpose
 | |
| 
 | |
| The input and output arrays (@code{in} and @code{out}) can be the
 | |
| same.  The transpose is actually executed by calling
 | |
| @code{fftw_execute} on the plan, as usual.
 | |
| @findex fftw_execute
 | |
| 
 | |
| 
 | |
| The @code{flags} are the usual FFTW planner flags, but support
 | |
| two additional flags: @code{FFTW_MPI_TRANSPOSED_OUT} and/or
 | |
| @code{FFTW_MPI_TRANSPOSED_IN}.  What these flags indicate, for
 | |
| transpose plans, is that the output and/or input, respectively, are
 | |
| @emph{locally} transposed.  That is, on each process input data is
 | |
| normally stored as a @code{local_n0} by @code{n1} array in row-major
 | |
| order, but for an @code{FFTW_MPI_TRANSPOSED_IN} plan the input data is
 | |
| stored as @code{n1} by @code{local_n0} in row-major order.  Similarly,
 | |
| @code{FFTW_MPI_TRANSPOSED_OUT} means that the output is @code{n0} by
 | |
| @code{local_n1} instead of @code{local_n1} by @code{n0}.
 | |
| @ctindex FFTW_MPI_TRANSPOSED_OUT
 | |
| @ctindex FFTW_MPI_TRANSPOSED_IN
 | |
| 
 | |
| 
 | |
| To determine the local size of the array on each process before and
 | |
| after the transpose, as well as the amount of storage that must be
 | |
| allocated, one should call @code{fftw_mpi_local_size_2d_transposed},
 | |
| just as for a 2d DFT as described in the previous section:
 | |
| @cindex data distribution
 | |
| 
 | |
| @example
 | |
| ptrdiff_t fftw_mpi_local_size_2d_transposed
 | |
|                 (ptrdiff_t n0, ptrdiff_t n1, MPI_Comm comm,
 | |
|                  ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
 | |
|                  ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
 | |
| @end example
 | |
| @findex fftw_mpi_local_size_2d_transposed
 | |
| 
 | |
| Again, the return value is the local storage to allocate, which in
 | |
| this case is the number of @emph{real} (@code{double}) values rather
 | |
| than complex numbers as in the previous examples.
 | |
| 
 | |
| @node Advanced distributed-transpose interface, An improved replacement for MPI_Alltoall, Basic distributed-transpose interface, FFTW MPI Transposes
 | |
| @subsection Advanced distributed-transpose interface
 | |
| 
 | |
| The above routines are for a transpose of a matrix of numbers (of type
 | |
| @code{double}), using FFTW's default block sizes.  More generally, one
 | |
| can perform transposes of @emph{tuples} of numbers, with
 | |
| user-specified block sizes for the input and output:
 | |
| 
 | |
| @example
 | |
| fftw_plan fftw_mpi_plan_many_transpose
 | |
|                 (ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t howmany,
 | |
|                  ptrdiff_t block0, ptrdiff_t block1,
 | |
|                  double *in, double *out, MPI_Comm comm, unsigned flags);
 | |
| @end example
 | |
| @findex fftw_mpi_plan_many_transpose
 | |
| 
 | |
| In this case, one is transposing an @code{n0} by @code{n1} matrix of
 | |
| @code{howmany}-tuples (e.g. @code{howmany = 2} for complex numbers).
 | |
| The input is distributed along the @code{n0} dimension with block size
 | |
| @code{block0}, and the @code{n1} by @code{n0} output is distributed
 | |
| along the @code{n1} dimension with block size @code{block1}.  If
 | |
| @code{FFTW_MPI_DEFAULT_BLOCK} (0) is passed for a block size then FFTW
 | |
| uses its default block size.  To get the local size of the data on
 | |
| each process, you should then call @code{fftw_mpi_local_size_many_transposed}.
 | |
| @ctindex FFTW_MPI_DEFAULT_BLOCK
 | |
| @findex fftw_mpi_local_size_many_transposed
 | |
| 
 | |
| @node An improved replacement for MPI_Alltoall,  , Advanced distributed-transpose interface, FFTW MPI Transposes
 | |
| @subsection An improved replacement for MPI_Alltoall
 | |
| 
 | |
| We close this section by noting that FFTW's MPI transpose routines can
 | |
| be thought of as a generalization for the @code{MPI_Alltoall} function
 | |
| (albeit only for floating-point types), and in some circumstances can
 | |
| function as an improved replacement.
 | |
| @findex MPI_Alltoall
 | |
| 
 | |
| 
 | |
| @code{MPI_Alltoall} is defined by the MPI standard as:
 | |
| 
 | |
| @example
 | |
| int MPI_Alltoall(void *sendbuf, int sendcount, MPI_Datatype sendtype, 
 | |
|                  void *recvbuf, int recvcnt, MPI_Datatype recvtype, 
 | |
|                  MPI_Comm comm);
 | |
| @end example
 | |
| 
 | |
| In particular, for @code{double*} arrays @code{in} and @code{out},
 | |
| consider the call:
 | |
| 
 | |
| @example
 | |
| MPI_Alltoall(in, howmany, MPI_DOUBLE, out, howmany MPI_DOUBLE, comm);
 | |
| @end example
 | |
| 
 | |
| This is completely equivalent to:
 | |
| 
 | |
| @example
 | |
| MPI_Comm_size(comm, &P);
 | |
| plan = fftw_mpi_plan_many_transpose(P, P, howmany, 1, 1, in, out, comm, FFTW_ESTIMATE);
 | |
| fftw_execute(plan);
 | |
| fftw_destroy_plan(plan);
 | |
| @end example
 | |
| 
 | |
| That is, computing a @twodims{P,P} transpose on @code{P} processes,
 | |
| with a block size of 1, is just a standard all-to-all communication.
 | |
| 
 | |
| However, using the FFTW routine instead of @code{MPI_Alltoall} may
 | |
| have certain advantages.  First of all, FFTW's routine can operate
 | |
| in-place (@code{in == out}) whereas @code{MPI_Alltoall} can only
 | |
| operate out-of-place.
 | |
| @cindex in-place
 | |
| 
 | |
| 
 | |
| Second, even for out-of-place plans, FFTW's routine may be faster,
 | |
| especially if you need to perform the all-to-all communication many
 | |
| times and can afford to use @code{FFTW_MEASURE} or
 | |
| @code{FFTW_PATIENT}.  It should certainly be no slower, not including
 | |
| the time to create the plan, since one of the possible algorithms that
 | |
| FFTW uses for an out-of-place transpose @emph{is} simply to call
 | |
| @code{MPI_Alltoall}.  However, FFTW also considers several other
 | |
| possible algorithms that, depending on your MPI implementation and
 | |
| your hardware, may be faster.
 | |
| @ctindex FFTW_MEASURE
 | |
| @ctindex FFTW_PATIENT
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node FFTW MPI Wisdom, Avoiding MPI Deadlocks, FFTW MPI Transposes, Distributed-memory FFTW with MPI
 | |
| @section FFTW MPI Wisdom
 | |
| @cindex wisdom
 | |
| @cindex saving plans to disk
 | |
| 
 | |
| FFTW's ``wisdom'' facility (@pxref{Words of Wisdom-Saving Plans}) can
 | |
| be used to save MPI plans as well as to save uniprocessor plans.
 | |
| However, for MPI there are several unavoidable complications.
 | |
| 
 | |
| @cindex MPI I/O
 | |
| First, the MPI standard does not guarantee that every process can
 | |
| perform file I/O (at least, not using C stdio routines)---in general,
 | |
| we may only assume that process 0 is capable of I/O.@footnote{In fact,
 | |
| even this assumption is not technically guaranteed by the standard,
 | |
| although it seems to be universal in actual MPI implementations and is
 | |
| widely assumed by MPI-using software.  Technically, you need to query
 | |
| the @code{MPI_IO} attribute of @code{MPI_COMM_WORLD} with
 | |
| @code{MPI_Attr_get}.  If this attribute is @code{MPI_PROC_NULL}, no
 | |
| I/O is possible.  If it is @code{MPI_ANY_SOURCE}, any process can
 | |
| perform I/O.  Otherwise, it is the rank of a process that can perform
 | |
| I/O ... but since it is not guaranteed to yield the @emph{same} rank
 | |
| on all processes, you have to do an @code{MPI_Allreduce} of some kind
 | |
| if you want all processes to agree about which is going to do I/O.
 | |
| And even then, the standard only guarantees that this process can
 | |
| perform output, but not input. See e.g. @cite{Parallel Programming
 | |
| with MPI} by P. S. Pacheco, section 8.1.3.  Needless to say, in our
 | |
| experience virtually no MPI programmers worry about this.} So, if we
 | |
| want to export the wisdom from a single process to a file, we must
 | |
| first export the wisdom to a string, then send it to process 0, then
 | |
| write it to a file.
 | |
| 
 | |
| Second, in principle we may want to have separate wisdom for every
 | |
| process, since in general the processes may run on different hardware
 | |
| even for a single MPI program.  However, in practice FFTW's MPI code
 | |
| is designed for the case of homogeneous hardware (@pxref{Load
 | |
| balancing}), and in this case it is convenient to use the same wisdom
 | |
| for every process.  Thus, we need a mechanism to synchronize the wisdom.
 | |
| 
 | |
| To address both of these problems, FFTW provides the following two
 | |
| functions:
 | |
| 
 | |
| @example
 | |
| void fftw_mpi_broadcast_wisdom(MPI_Comm comm);
 | |
| void fftw_mpi_gather_wisdom(MPI_Comm comm);
 | |
| @end example
 | |
| @findex fftw_mpi_gather_wisdom
 | |
| @findex fftw_mpi_broadcast_wisdom
 | |
| 
 | |
| Given a communicator @code{comm}, @code{fftw_mpi_broadcast_wisdom}
 | |
| will broadcast the wisdom from process 0 to all other processes.
 | |
| Conversely, @code{fftw_mpi_gather_wisdom} will collect wisdom from all
 | |
| processes onto process 0.  (If the plans created for the same problem
 | |
| by different processes are not the same, @code{fftw_mpi_gather_wisdom}
 | |
| will arbitrarily choose one of the plans.)  Both of these functions
 | |
| may result in suboptimal plans for different processes if the
 | |
| processes are running on non-identical hardware.  Both of these
 | |
| functions are @emph{collective} calls, which means that they must be
 | |
| executed by all processes in the communicator.
 | |
| @cindex collective function
 | |
| 
 | |
| 
 | |
| So, for example, a typical code snippet to import wisdom from a file
 | |
| and use it on all processes would be:
 | |
| 
 | |
| @example
 | |
| @{
 | |
|     int rank;
 | |
| 
 | |
|     fftw_mpi_init();
 | |
|     MPI_Comm_rank(MPI_COMM_WORLD, &rank);
 | |
|     if (rank == 0) fftw_import_wisdom_from_filename("mywisdom");
 | |
|     fftw_mpi_broadcast_wisdom(MPI_COMM_WORLD);
 | |
| @}
 | |
| @end example
 | |
| 
 | |
| (Note that we must call @code{fftw_mpi_init} before importing any
 | |
| wisdom that might contain MPI plans.)  Similarly, a typical code
 | |
| snippet to export wisdom from all processes to a file is:
 | |
| @findex fftw_mpi_init
 | |
| 
 | |
| @example
 | |
| @{
 | |
|     int rank;
 | |
| 
 | |
|     fftw_mpi_gather_wisdom(MPI_COMM_WORLD);
 | |
|     MPI_Comm_rank(MPI_COMM_WORLD, &rank);
 | |
|     if (rank == 0) fftw_export_wisdom_to_filename("mywisdom");
 | |
| @}
 | |
| @end example
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node Avoiding MPI Deadlocks, FFTW MPI Performance Tips, FFTW MPI Wisdom, Distributed-memory FFTW with MPI
 | |
| @section Avoiding MPI Deadlocks
 | |
| @cindex deadlock
 | |
| 
 | |
| An MPI program can @emph{deadlock} if one process is waiting for a
 | |
| message from another process that never gets sent.  To avoid deadlocks
 | |
| when using FFTW's MPI routines, it is important to know which
 | |
| functions are @emph{collective}: that is, which functions must
 | |
| @emph{always} be called in the @emph{same order} from @emph{every}
 | |
| process in a given communicator.  (For example, @code{MPI_Barrier} is
 | |
| the canonical example of a collective function in the MPI standard.)
 | |
| @cindex collective function
 | |
| @findex MPI_Barrier
 | |
| 
 | |
| 
 | |
| The functions in FFTW that are @emph{always} collective are: every
 | |
| function beginning with @samp{fftw_mpi_plan}, as well as
 | |
| @code{fftw_mpi_broadcast_wisdom} and @code{fftw_mpi_gather_wisdom}.
 | |
| Also, the following functions from the ordinary FFTW interface are
 | |
| collective when they are applied to a plan created by an
 | |
| @samp{fftw_mpi_plan} function: @code{fftw_execute},
 | |
| @code{fftw_destroy_plan}, and @code{fftw_flops}.
 | |
| @findex fftw_execute
 | |
| @findex fftw_destroy_plan
 | |
| @findex fftw_flops
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node FFTW MPI Performance Tips, Combining MPI and Threads, Avoiding MPI Deadlocks, Distributed-memory FFTW with MPI
 | |
| @section FFTW MPI Performance Tips
 | |
| 
 | |
| In this section, we collect a few tips on getting the best performance
 | |
| out of FFTW's MPI transforms.
 | |
| 
 | |
| First, because of the 1d block distribution, FFTW's parallelization is
 | |
| currently limited by the size of the first dimension.
 | |
| (Multidimensional block distributions may be supported by a future
 | |
| version.) More generally, you should ideally arrange the dimensions so
 | |
| that FFTW can divide them equally among the processes. @xref{Load
 | |
| balancing}.
 | |
| @cindex block distribution
 | |
| @cindex load balancing
 | |
| 
 | |
| 
 | |
| Second, if it is not too inconvenient, you should consider working
 | |
| with transposed output for multidimensional plans, as this saves a
 | |
| considerable amount of communications.  @xref{Transposed distributions}.
 | |
| @cindex transpose
 | |
| 
 | |
| 
 | |
| Third, the fastest choices are generally either an in-place transform
 | |
| or an out-of-place transform with the @code{FFTW_DESTROY_INPUT} flag
 | |
| (which allows the input array to be used as scratch space).  In-place
 | |
| is especially beneficial if the amount of data per process is large.
 | |
| @ctindex FFTW_DESTROY_INPUT
 | |
| 
 | |
| 
 | |
| Fourth, if you have multiple arrays to transform at once, rather than
 | |
| calling FFTW's MPI transforms several times it usually seems to be
 | |
| faster to interleave the data and use the advanced interface.  (This
 | |
| groups the communications together instead of requiring separate
 | |
| messages for each transform.)
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node Combining MPI and Threads, FFTW MPI Reference, FFTW MPI Performance Tips, Distributed-memory FFTW with MPI
 | |
| @section Combining MPI and Threads
 | |
| @cindex threads
 | |
| 
 | |
| In certain cases, it may be advantageous to combine MPI
 | |
| (distributed-memory) and threads (shared-memory) parallelization.
 | |
| FFTW supports this, with certain caveats.  For example, if you have a
 | |
| cluster of 4-processor shared-memory nodes, you may want to use
 | |
| threads within the nodes and MPI between the nodes, instead of MPI for
 | |
| all parallelization.
 | |
| 
 | |
| In particular, it is possible to seamlessly combine the MPI FFTW
 | |
| routines with the multi-threaded FFTW routines (@pxref{Multi-threaded
 | |
| FFTW}). However, some care must be taken in the initialization code,
 | |
| which should look something like this:
 | |
| 
 | |
| @example
 | |
| int threads_ok;
 | |
| 
 | |
| int main(int argc, char **argv)
 | |
| @{
 | |
|     int provided;
 | |
|     MPI_Init_thread(&argc, &argv, MPI_THREAD_FUNNELED, &provided);
 | |
|     threads_ok = provided >= MPI_THREAD_FUNNELED;
 | |
| 
 | |
|     if (threads_ok) threads_ok = fftw_init_threads();
 | |
|     fftw_mpi_init();
 | |
| 
 | |
|     ...
 | |
|     if (threads_ok) fftw_plan_with_nthreads(...);
 | |
|     ...
 | |
|     
 | |
|     MPI_Finalize();
 | |
| @}
 | |
| @end example
 | |
| @findex fftw_mpi_init
 | |
| @findex fftw_init_threads
 | |
| @findex fftw_plan_with_nthreads
 | |
| 
 | |
| First, note that instead of calling @code{MPI_Init}, you should call
 | |
| @code{MPI_Init_threads}, which is the initialization routine defined
 | |
| by the MPI-2 standard to indicate to MPI that your program will be
 | |
| multithreaded.  We pass @code{MPI_THREAD_FUNNELED}, which indicates
 | |
| that we will only call MPI routines from the main thread.  (FFTW will
 | |
| launch additional threads internally, but the extra threads will not
 | |
| call MPI code.)  (You may also pass @code{MPI_THREAD_SERIALIZED} or
 | |
| @code{MPI_THREAD_MULTIPLE}, which requests additional multithreading
 | |
| support from the MPI implementation, but this is not required by
 | |
| FFTW.)  The @code{provided} parameter returns what level of threads
 | |
| support is actually supported by your MPI implementation; this
 | |
| @emph{must} be at least @code{MPI_THREAD_FUNNELED} if you want to call
 | |
| the FFTW threads routines, so we define a global variable
 | |
| @code{threads_ok} to record this.  You should only call
 | |
| @code{fftw_init_threads} or @code{fftw_plan_with_nthreads} if
 | |
| @code{threads_ok} is true.  For more information on thread safety in
 | |
| MPI, see the
 | |
| @uref{http://www.mpi-forum.org/docs/mpi-20-html/node162.htm, MPI and
 | |
| Threads} section of the MPI-2 standard.
 | |
| @cindex thread safety
 | |
| 
 | |
| 
 | |
| Second, we must call @code{fftw_init_threads} @emph{before}
 | |
| @code{fftw_mpi_init}.  This is critical for technical reasons having
 | |
| to do with how FFTW initializes its list of algorithms.
 | |
| 
 | |
| Then, if you call @code{fftw_plan_with_nthreads(N)}, @emph{every} MPI
 | |
| process will launch (up to) @code{N} threads to parallelize its transforms.
 | |
| 
 | |
| For example, in the hypothetical cluster of 4-processor nodes, you
 | |
| might wish to launch only a single MPI process per node, and then call
 | |
| @code{fftw_plan_with_nthreads(4)} on each process to use all
 | |
| processors in the nodes.
 | |
| 
 | |
| This may or may not be faster than simply using as many MPI processes
 | |
| as you have processors, however.  On the one hand, using threads
 | |
| within a node eliminates the need for explicit message passing within
 | |
| the node.  On the other hand, FFTW's transpose routines are not
 | |
| multi-threaded, and this means that the communications that do take
 | |
| place will not benefit from parallelization within the node.
 | |
| Moreover, many MPI implementations already have optimizations to
 | |
| exploit shared memory when it is available, so adding the
 | |
| multithreaded FFTW on top of this may be superfluous.
 | |
| @cindex transpose
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node FFTW MPI Reference, FFTW MPI Fortran Interface, Combining MPI and Threads, Distributed-memory FFTW with MPI
 | |
| @section FFTW MPI Reference
 | |
| 
 | |
| This chapter provides a complete reference to all FFTW MPI functions,
 | |
| datatypes, and constants.  See also @ref{FFTW Reference} for information
 | |
| on functions and types in common with the serial interface.
 | |
| 
 | |
| @menu
 | |
| * MPI Files and Data Types::
 | |
| * MPI Initialization::
 | |
| * Using MPI Plans::
 | |
| * MPI Data Distribution Functions::
 | |
| * MPI Plan Creation::
 | |
| * MPI Wisdom Communication::
 | |
| @end menu
 | |
| 
 | |
| @node MPI Files and Data Types, MPI Initialization, FFTW MPI Reference, FFTW MPI Reference
 | |
| @subsection MPI Files and Data Types
 | |
| 
 | |
| All programs using FFTW's MPI support should include its header file:
 | |
| 
 | |
| @example
 | |
| #include <fftw3-mpi.h>
 | |
| @end example
 | |
| 
 | |
| Note that this header file includes the serial-FFTW @code{fftw3.h}
 | |
| header file, and also the @code{mpi.h} header file for MPI, so you
 | |
| need not include those files separately.
 | |
| 
 | |
| You must also link to @emph{both} the FFTW MPI library and to the
 | |
| serial FFTW library.  On Unix, this means adding @code{-lfftw3_mpi
 | |
| -lfftw3 -lm} at the end of the link command.
 | |
| 
 | |
| @cindex precision
 | |
| Different precisions are handled as in the serial interface:
 | |
| @xref{Precision}.  That is, @samp{fftw_} functions become
 | |
| @code{fftwf_} (in single precision) etcetera, and the libraries become
 | |
| @code{-lfftw3f_mpi -lfftw3f -lm} etcetera on Unix.  Long-double
 | |
| precision is supported in MPI, but quad precision (@samp{fftwq_}) is
 | |
| not due to the lack of MPI support for this type.
 | |
| 
 | |
| @node MPI Initialization, Using MPI Plans, MPI Files and Data Types, FFTW MPI Reference
 | |
| @subsection MPI Initialization
 | |
| 
 | |
| Before calling any other FFTW MPI (@samp{fftw_mpi_}) function, and
 | |
| before importing any wisdom for MPI problems, you must call:
 | |
| 
 | |
| @findex fftw_mpi_init
 | |
| @example
 | |
| void fftw_mpi_init(void);
 | |
| @end example
 | |
| 
 | |
| @findex fftw_init_threads
 | |
| If FFTW threads support is used, however, @code{fftw_mpi_init} should
 | |
| be called @emph{after} @code{fftw_init_threads} (@pxref{Combining MPI
 | |
| and Threads}).  Calling @code{fftw_mpi_init} additional times (before
 | |
| @code{fftw_mpi_cleanup}) has no effect.
 | |
| 
 | |
| 
 | |
| If you want to deallocate all persistent data and reset FFTW to the
 | |
| pristine state it was in when you started your program, you can call:
 | |
| 
 | |
| @findex fftw_mpi_cleanup
 | |
| @example
 | |
| void fftw_mpi_cleanup(void);
 | |
| @end example
 | |
| 
 | |
| @findex fftw_cleanup
 | |
| (This calls @code{fftw_cleanup}, so you need not call the serial
 | |
| cleanup routine too, although it is safe to do so.)  After calling
 | |
| @code{fftw_mpi_cleanup}, all existing plans become undefined, and you
 | |
| should not attempt to execute or destroy them.  You must call
 | |
| @code{fftw_mpi_init} again after @code{fftw_mpi_cleanup} if you want
 | |
| to resume using the MPI FFTW routines.
 | |
| 
 | |
| @node Using MPI Plans, MPI Data Distribution Functions, MPI Initialization, FFTW MPI Reference
 | |
| @subsection Using MPI Plans
 | |
| 
 | |
| Once an MPI plan is created, you can execute and destroy it using
 | |
| @code{fftw_execute}, @code{fftw_destroy_plan}, and the other functions
 | |
| in the serial interface that operate on generic plans (@pxref{Using
 | |
| Plans}).  
 | |
| 
 | |
| @cindex collective function
 | |
| @cindex MPI communicator
 | |
| The @code{fftw_execute} and @code{fftw_destroy_plan} functions, applied to
 | |
| MPI plans, are @emph{collective} calls: they must be called for all processes
 | |
| in the communicator that was used to create the plan.
 | |
| 
 | |
| @cindex new-array execution
 | |
| You must @emph{not} use the serial new-array plan-execution functions
 | |
| @code{fftw_execute_dft} and so on (@pxref{New-array Execute
 | |
| Functions}) with MPI plans.  Such functions are specialized to the
 | |
| problem type, and there are specific new-array execute functions for MPI plans:
 | |
| 
 | |
| @findex fftw_mpi_execute_dft
 | |
| @findex fftw_mpi_execute_dft_r2c
 | |
| @findex fftw_mpi_execute_dft_c2r
 | |
| @findex fftw_mpi_execute_r2r
 | |
| @example
 | |
| void fftw_mpi_execute_dft(fftw_plan p, fftw_complex *in, fftw_complex *out);
 | |
| void fftw_mpi_execute_dft_r2c(fftw_plan p, double *in, fftw_complex *out);
 | |
| void fftw_mpi_execute_dft_c2r(fftw_plan p, fftw_complex *in, double *out);
 | |
| void fftw_mpi_execute_r2r(fftw_plan p, double *in, double *out);
 | |
| @end example
 | |
| 
 | |
| @cindex alignment
 | |
| @findex fftw_malloc
 | |
| These functions have the same restrictions as those of the serial
 | |
| new-array execute functions.  They are @emph{always} safe to apply to
 | |
| the @emph{same} @code{in} and @code{out} arrays that were used to
 | |
| create the plan.  They can only be applied to new arrarys if those
 | |
| arrays have the same types, dimensions, in-placeness, and alignment as
 | |
| the original arrays, where the best way to ensure the same alignment
 | |
| is to use FFTW's @code{fftw_malloc} and related allocation functions
 | |
| for all arrays (@pxref{Memory Allocation}).  Note that distributed
 | |
| transposes (@pxref{FFTW MPI Transposes}) use
 | |
| @code{fftw_mpi_execute_r2r}, since they count as rank-zero r2r plans
 | |
| from FFTW's perspective.
 | |
| 
 | |
| @node MPI Data Distribution Functions, MPI Plan Creation, Using MPI Plans, FFTW MPI Reference
 | |
| @subsection MPI Data Distribution Functions
 | |
| 
 | |
| @cindex data distribution
 | |
| As described above (@pxref{MPI Data Distribution}), in order to
 | |
| allocate your arrays, @emph{before} creating a plan, you must first
 | |
| call one of the following routines to determine the required
 | |
| allocation size and the portion of the array locally stored on a given
 | |
| process.  The @code{MPI_Comm} communicator passed here must be
 | |
| equivalent to the communicator used below for plan creation.
 | |
| 
 | |
| The basic interface for multidimensional transforms consists of the
 | |
| functions:
 | |
| 
 | |
| @findex fftw_mpi_local_size_2d
 | |
| @findex fftw_mpi_local_size_3d
 | |
| @findex fftw_mpi_local_size
 | |
| @findex fftw_mpi_local_size_2d_transposed
 | |
| @findex fftw_mpi_local_size_3d_transposed
 | |
| @findex fftw_mpi_local_size_transposed
 | |
| @example
 | |
| ptrdiff_t fftw_mpi_local_size_2d(ptrdiff_t n0, ptrdiff_t n1, MPI_Comm comm,
 | |
|                                  ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
 | |
| ptrdiff_t fftw_mpi_local_size_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
 | |
|                                  MPI_Comm comm,
 | |
|                                  ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
 | |
| ptrdiff_t fftw_mpi_local_size(int rnk, const ptrdiff_t *n, MPI_Comm comm,
 | |
|                               ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
 | |
| 
 | |
| ptrdiff_t fftw_mpi_local_size_2d_transposed(ptrdiff_t n0, ptrdiff_t n1, MPI_Comm comm,
 | |
|                                             ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
 | |
|                                             ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
 | |
| ptrdiff_t fftw_mpi_local_size_3d_transposed(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
 | |
|                                             MPI_Comm comm,
 | |
|                                             ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
 | |
|                                             ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
 | |
| ptrdiff_t fftw_mpi_local_size_transposed(int rnk, const ptrdiff_t *n, MPI_Comm comm,
 | |
|                                          ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
 | |
|                                          ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
 | |
| @end example
 | |
| 
 | |
| These functions return the number of elements to allocate (complex
 | |
| numbers for DFT/r2c/c2r plans, real numbers for r2r plans), whereas
 | |
| the @code{local_n0} and @code{local_0_start} return the portion
 | |
| (@code{local_0_start} to @code{local_0_start + local_n0 - 1}) of the
 | |
| first dimension of an @ndims{} array that is stored on the local
 | |
| process.  @xref{Basic and advanced distribution interfaces}.  For
 | |
| @code{FFTW_MPI_TRANSPOSED_OUT} plans, the @samp{_transposed} variants
 | |
| are useful in order to also return the local portion of the first
 | |
| dimension in the @ndimstrans{} transposed output.  
 | |
| @xref{Transposed distributions}.  
 | |
| The advanced interface for multidimensional transforms is:
 | |
| 
 | |
| @cindex advanced interface
 | |
| @findex fftw_mpi_local_size_many
 | |
| @findex fftw_mpi_local_size_many_transposed
 | |
| @example
 | |
| ptrdiff_t fftw_mpi_local_size_many(int rnk, const ptrdiff_t *n, ptrdiff_t howmany,
 | |
|                                    ptrdiff_t block0, MPI_Comm comm,
 | |
|                                    ptrdiff_t *local_n0, ptrdiff_t *local_0_start);
 | |
| ptrdiff_t fftw_mpi_local_size_many_transposed(int rnk, const ptrdiff_t *n, ptrdiff_t howmany,
 | |
|                                               ptrdiff_t block0, ptrdiff_t block1, MPI_Comm comm,
 | |
|                                               ptrdiff_t *local_n0, ptrdiff_t *local_0_start,
 | |
|                                               ptrdiff_t *local_n1, ptrdiff_t *local_1_start);
 | |
| @end example
 | |
| 
 | |
| These differ from the basic interface in only two ways.  First, they
 | |
| allow you to specify block sizes @code{block0} and @code{block1} (the
 | |
| latter for the transposed output); you can pass
 | |
| @code{FFTW_MPI_DEFAULT_BLOCK} to use FFTW's default block size as in
 | |
| the basic interface.  Second, you can pass a @code{howmany} parameter,
 | |
| corresponding to the advanced planning interface below: this is for
 | |
| transforms of contiguous @code{howmany}-tuples of numbers
 | |
| (@code{howmany = 1} in the basic interface).
 | |
| 
 | |
| The corresponding basic and advanced routines for one-dimensional
 | |
| transforms (currently only complex DFTs) are:
 | |
| 
 | |
| @findex fftw_mpi_local_size_1d
 | |
| @findex fftw_mpi_local_size_many_1d
 | |
| @example
 | |
| ptrdiff_t fftw_mpi_local_size_1d(
 | |
|              ptrdiff_t n0, MPI_Comm comm, int sign, unsigned flags,
 | |
|              ptrdiff_t *local_ni, ptrdiff_t *local_i_start,
 | |
|              ptrdiff_t *local_no, ptrdiff_t *local_o_start);
 | |
| ptrdiff_t fftw_mpi_local_size_many_1d(
 | |
|              ptrdiff_t n0, ptrdiff_t howmany,
 | |
|              MPI_Comm comm, int sign, unsigned flags,
 | |
|              ptrdiff_t *local_ni, ptrdiff_t *local_i_start,
 | |
|              ptrdiff_t *local_no, ptrdiff_t *local_o_start);
 | |
| @end example
 | |
| 
 | |
| @ctindex FFTW_MPI_SCRAMBLED_OUT
 | |
| @ctindex FFTW_MPI_SCRAMBLED_IN
 | |
| As above, the return value is the number of elements to allocate
 | |
| (complex numbers, for complex DFTs).  The @code{local_ni} and
 | |
| @code{local_i_start} arguments return the portion
 | |
| (@code{local_i_start} to @code{local_i_start + local_ni - 1}) of the
 | |
| 1d array that is stored on this process for the transform
 | |
| @emph{input}, and @code{local_no} and @code{local_o_start} are the
 | |
| corresponding quantities for the input.  The @code{sign}
 | |
| (@code{FFTW_FORWARD} or @code{FFTW_BACKWARD}) and @code{flags} must
 | |
| match the arguments passed when creating a plan.  Although the inputs
 | |
| and outputs have different data distributions in general, it is
 | |
| guaranteed that the @emph{output} data distribution of an
 | |
| @code{FFTW_FORWARD} plan will match the @emph{input} data distribution
 | |
| of an @code{FFTW_BACKWARD} plan and vice versa; similarly for the
 | |
| @code{FFTW_MPI_SCRAMBLED_OUT} and @code{FFTW_MPI_SCRAMBLED_IN} flags.
 | |
| @xref{One-dimensional distributions}.
 | |
| 
 | |
| @node MPI Plan Creation, MPI Wisdom Communication, MPI Data Distribution Functions, FFTW MPI Reference
 | |
| @subsection MPI Plan Creation
 | |
| 
 | |
| @subsubheading Complex-data MPI DFTs
 | |
| 
 | |
| Plans for complex-data DFTs (@pxref{2d MPI example}) are created by:
 | |
| 
 | |
| @findex fftw_mpi_plan_dft_1d
 | |
| @findex fftw_mpi_plan_dft_2d
 | |
| @findex fftw_mpi_plan_dft_3d
 | |
| @findex fftw_mpi_plan_dft
 | |
| @findex fftw_mpi_plan_many_dft
 | |
| @example
 | |
| fftw_plan fftw_mpi_plan_dft_1d(ptrdiff_t n0, fftw_complex *in, fftw_complex *out,
 | |
|                                MPI_Comm comm, int sign, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_2d(ptrdiff_t n0, ptrdiff_t n1,
 | |
|                                fftw_complex *in, fftw_complex *out,
 | |
|                                MPI_Comm comm, int sign, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
 | |
|                                fftw_complex *in, fftw_complex *out,
 | |
|                                MPI_Comm comm, int sign, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft(int rnk, const ptrdiff_t *n, 
 | |
|                             fftw_complex *in, fftw_complex *out,
 | |
|                             MPI_Comm comm, int sign, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_many_dft(int rnk, const ptrdiff_t *n,
 | |
|                                  ptrdiff_t howmany, ptrdiff_t block, ptrdiff_t tblock,
 | |
|                                  fftw_complex *in, fftw_complex *out,
 | |
|                                  MPI_Comm comm, int sign, unsigned flags);
 | |
| @end example
 | |
| 
 | |
| @cindex MPI communicator
 | |
| @cindex collective function
 | |
| These are similar to their serial counterparts (@pxref{Complex DFTs})
 | |
| in specifying the dimensions, sign, and flags of the transform.  The
 | |
| @code{comm} argument gives an MPI communicator that specifies the set
 | |
| of processes to participate in the transform; plan creation is a
 | |
| collective function that must be called for all processes in the
 | |
| communicator.  The @code{in} and @code{out} pointers refer only to a
 | |
| portion of the overall transform data (@pxref{MPI Data Distribution})
 | |
| as specified by the @samp{local_size} functions in the previous
 | |
| section.  Unless @code{flags} contains @code{FFTW_ESTIMATE}, these
 | |
| arrays are overwritten during plan creation as for the serial
 | |
| interface.  For multi-dimensional transforms, any dimensions @code{>
 | |
| 1} are supported; for one-dimensional transforms, only composite
 | |
| (non-prime) @code{n0} are currently supported (unlike the serial
 | |
| FFTW).  Requesting an unsupported transform size will yield a
 | |
| @code{NULL} plan.  (As in the serial interface, highly composite sizes
 | |
| generally yield the best performance.)
 | |
| 
 | |
| @cindex advanced interface
 | |
| @ctindex FFTW_MPI_DEFAULT_BLOCK
 | |
| @cindex stride
 | |
| The advanced-interface @code{fftw_mpi_plan_many_dft} additionally
 | |
| allows you to specify the block sizes for the first dimension
 | |
| (@code{block}) of the @ndims{} input data and the first dimension
 | |
| (@code{tblock}) of the @ndimstrans{} transposed data (at intermediate
 | |
| steps of the transform, and for the output if
 | |
| @code{FFTW_TRANSPOSED_OUT} is specified in @code{flags}).  These must
 | |
| be the same block sizes as were passed to the corresponding
 | |
| @samp{local_size} function; you can pass @code{FFTW_MPI_DEFAULT_BLOCK}
 | |
| to use FFTW's default block size as in the basic interface.  Also, the
 | |
| @code{howmany} parameter specifies that the transform is of contiguous
 | |
| @code{howmany}-tuples rather than individual complex numbers; this
 | |
| corresponds to the same parameter in the serial advanced interface
 | |
| (@pxref{Advanced Complex DFTs}) with @code{stride = howmany} and
 | |
| @code{dist = 1}.
 | |
| 
 | |
| @subsubheading MPI flags
 | |
| 
 | |
| The @code{flags} can be any of those for the serial FFTW
 | |
| (@pxref{Planner Flags}), and in addition may include one or more of
 | |
| the following MPI-specific flags, which improve performance at the
 | |
| cost of changing the output or input data formats.
 | |
| 
 | |
| @itemize @bullet
 | |
| 
 | |
| @item
 | |
| @ctindex FFTW_MPI_SCRAMBLED_OUT
 | |
| @ctindex FFTW_MPI_SCRAMBLED_IN
 | |
| @code{FFTW_MPI_SCRAMBLED_OUT}, @code{FFTW_MPI_SCRAMBLED_IN}: valid for
 | |
| 1d transforms only, these flags indicate that the output/input of the
 | |
| transform are in an undocumented ``scrambled'' order.  A forward
 | |
| @code{FFTW_MPI_SCRAMBLED_OUT} transform can be inverted by a backward
 | |
| @code{FFTW_MPI_SCRAMBLED_IN} (times the usual 1/@i{N} normalization).
 | |
| @xref{One-dimensional distributions}.
 | |
| 
 | |
| @item
 | |
| @ctindex FFTW_MPI_TRANSPOSED_OUT
 | |
| @ctindex FFTW_MPI_TRANSPOSED_IN
 | |
| @code{FFTW_MPI_TRANSPOSED_OUT}, @code{FFTW_MPI_TRANSPOSED_IN}: valid
 | |
| for multidimensional (@code{rnk > 1}) transforms only, these flags
 | |
| specify that the output or input of an @ndims{} transform is
 | |
| transposed to @ndimstrans{}.  @xref{Transposed distributions}.
 | |
| 
 | |
| @end itemize
 | |
| 
 | |
| @subsubheading Real-data MPI DFTs
 | |
| 
 | |
| @cindex r2c
 | |
| Plans for real-input/output (r2c/c2r) DFTs (@pxref{Multi-dimensional
 | |
| MPI DFTs of Real Data}) are created by:
 | |
| 
 | |
| @findex fftw_mpi_plan_dft_r2c_2d
 | |
| @findex fftw_mpi_plan_dft_r2c_2d
 | |
| @findex fftw_mpi_plan_dft_r2c_3d
 | |
| @findex fftw_mpi_plan_dft_r2c
 | |
| @findex fftw_mpi_plan_dft_c2r_2d
 | |
| @findex fftw_mpi_plan_dft_c2r_2d
 | |
| @findex fftw_mpi_plan_dft_c2r_3d
 | |
| @findex fftw_mpi_plan_dft_c2r
 | |
| @example
 | |
| fftw_plan fftw_mpi_plan_dft_r2c_2d(ptrdiff_t n0, ptrdiff_t n1, 
 | |
|                                    double *in, fftw_complex *out,
 | |
|                                    MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_r2c_2d(ptrdiff_t n0, ptrdiff_t n1, 
 | |
|                                    double *in, fftw_complex *out,
 | |
|                                    MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_r2c_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
 | |
|                                    double *in, fftw_complex *out,
 | |
|                                    MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_r2c(int rnk, const ptrdiff_t *n,
 | |
|                                 double *in, fftw_complex *out,
 | |
|                                 MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_c2r_2d(ptrdiff_t n0, ptrdiff_t n1, 
 | |
|                                    fftw_complex *in, double *out,
 | |
|                                    MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_c2r_2d(ptrdiff_t n0, ptrdiff_t n1, 
 | |
|                                    fftw_complex *in, double *out,
 | |
|                                    MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_c2r_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
 | |
|                                    fftw_complex *in, double *out,
 | |
|                                    MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_dft_c2r(int rnk, const ptrdiff_t *n,
 | |
|                                 fftw_complex *in, double *out,
 | |
|                                 MPI_Comm comm, unsigned flags);
 | |
| @end example
 | |
| 
 | |
| Similar to the serial interface (@pxref{Real-data DFTs}), these
 | |
| transform logically @ndims{} real data to/from @ndimshalf{} complex
 | |
| data, representing the non-redundant half of the conjugate-symmetry
 | |
| output of a real-input DFT (@pxref{Multi-dimensional Transforms}).
 | |
| However, the real array must be stored within a padded @ndimspad{}
 | |
| array (much like the in-place serial r2c transforms, but here for
 | |
| out-of-place transforms as well). Currently, only multi-dimensional
 | |
| (@code{rnk > 1}) r2c/c2r transforms are supported (requesting a plan
 | |
| for @code{rnk = 1} will yield @code{NULL}).  As explained above
 | |
| (@pxref{Multi-dimensional MPI DFTs of Real Data}), the data
 | |
| distribution of both the real and complex arrays is given by the
 | |
| @samp{local_size} function called for the dimensions of the
 | |
| @emph{complex} array.  Similar to the other planning functions, the
 | |
| input and output arrays are overwritten when the plan is created
 | |
| except in @code{FFTW_ESTIMATE} mode.
 | |
| 
 | |
| As for the complex DFTs above, there is an advance interface that
 | |
| allows you to manually specify block sizes and to transform contiguous
 | |
| @code{howmany}-tuples of real/complex numbers:
 | |
| 
 | |
| @findex fftw_mpi_plan_many_dft_r2c
 | |
| @findex fftw_mpi_plan_many_dft_c2r
 | |
| @example
 | |
| fftw_plan fftw_mpi_plan_many_dft_r2c
 | |
|               (int rnk, const ptrdiff_t *n, ptrdiff_t howmany,
 | |
|                ptrdiff_t iblock, ptrdiff_t oblock,
 | |
|                double *in, fftw_complex *out,
 | |
|                MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_many_dft_c2r
 | |
|               (int rnk, const ptrdiff_t *n, ptrdiff_t howmany,
 | |
|                ptrdiff_t iblock, ptrdiff_t oblock,
 | |
|                fftw_complex *in, double *out,
 | |
|                MPI_Comm comm, unsigned flags);               
 | |
| @end example
 | |
| 
 | |
| @subsubheading MPI r2r transforms
 | |
| 
 | |
| @cindex r2r
 | |
| There are corresponding plan-creation routines for r2r
 | |
| transforms (@pxref{More DFTs of Real Data}), currently supporting
 | |
| multidimensional (@code{rnk > 1}) transforms only (@code{rnk = 1} will
 | |
| yield a @code{NULL} plan):
 | |
| 
 | |
| @example
 | |
| fftw_plan fftw_mpi_plan_r2r_2d(ptrdiff_t n0, ptrdiff_t n1,
 | |
|                                double *in, double *out,
 | |
|                                MPI_Comm comm,
 | |
|                                fftw_r2r_kind kind0, fftw_r2r_kind kind1,
 | |
|                                unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_r2r_3d(ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t n2,
 | |
|                                double *in, double *out,
 | |
|                                MPI_Comm comm,
 | |
|                                fftw_r2r_kind kind0, fftw_r2r_kind kind1, fftw_r2r_kind kind2,
 | |
|                                unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_r2r(int rnk, const ptrdiff_t *n,
 | |
|                             double *in, double *out,
 | |
|                             MPI_Comm comm, const fftw_r2r_kind *kind, 
 | |
|                             unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_many_r2r(int rnk, const ptrdiff_t *n,
 | |
|                                  ptrdiff_t iblock, ptrdiff_t oblock,
 | |
|                                  double *in, double *out,
 | |
|                                  MPI_Comm comm, const fftw_r2r_kind *kind, 
 | |
|                                  unsigned flags);
 | |
| @end example
 | |
| 
 | |
| The parameters are much the same as for the complex DFTs above, except
 | |
| that the arrays are of real numbers (and hence the outputs of the
 | |
| @samp{local_size} data-distribution functions should be interpreted as
 | |
| counts of real rather than complex numbers).  Also, the @code{kind}
 | |
| parameters specify the r2r kinds along each dimension as for the
 | |
| serial interface (@pxref{Real-to-Real Transform Kinds}).  @xref{Other
 | |
| Multi-dimensional Real-data MPI Transforms}.
 | |
| 
 | |
| @subsubheading MPI transposition
 | |
| @cindex transpose
 | |
| 
 | |
| FFTW also provides routines to plan a transpose of a distributed
 | |
| @code{n0} by @code{n1} array of real numbers, or an array of
 | |
| @code{howmany}-tuples of real numbers with specified block sizes
 | |
| (@pxref{FFTW MPI Transposes}):
 | |
| 
 | |
| @findex fftw_mpi_plan_transpose
 | |
| @findex fftw_mpi_plan_many_transpose
 | |
| @example
 | |
| fftw_plan fftw_mpi_plan_transpose(ptrdiff_t n0, ptrdiff_t n1,
 | |
|                                   double *in, double *out,
 | |
|                                   MPI_Comm comm, unsigned flags);
 | |
| fftw_plan fftw_mpi_plan_many_transpose
 | |
|                 (ptrdiff_t n0, ptrdiff_t n1, ptrdiff_t howmany,
 | |
|                  ptrdiff_t block0, ptrdiff_t block1,
 | |
|                  double *in, double *out, MPI_Comm comm, unsigned flags);
 | |
| @end example
 | |
| 
 | |
| @cindex new-array execution
 | |
| @findex fftw_mpi_execute_r2r
 | |
| These plans are used with the @code{fftw_mpi_execute_r2r} new-array
 | |
| execute function (@pxref{Using MPI Plans }), since they count as (rank
 | |
| zero) r2r plans from FFTW's perspective.
 | |
| 
 | |
| @node MPI Wisdom Communication,  , MPI Plan Creation, FFTW MPI Reference
 | |
| @subsection MPI Wisdom Communication
 | |
| 
 | |
| To facilitate synchronizing wisdom among the different MPI processes,
 | |
| we provide two functions:
 | |
| 
 | |
| @findex fftw_mpi_gather_wisdom
 | |
| @findex fftw_mpi_broadcast_wisdom
 | |
| @example
 | |
| void fftw_mpi_gather_wisdom(MPI_Comm comm);
 | |
| void fftw_mpi_broadcast_wisdom(MPI_Comm comm);
 | |
| @end example
 | |
| 
 | |
| The @code{fftw_mpi_gather_wisdom} function gathers all wisdom in the
 | |
| given communicator @code{comm} to the process of rank 0 in the
 | |
| communicator: that process obtains the union of all wisdom on all the
 | |
| processes.  As a side effect, some other processes will gain
 | |
| additional wisdom from other processes, but only process 0 will gain
 | |
| the complete union.
 | |
| 
 | |
| The @code{fftw_mpi_broadcast_wisdom} does the reverse: it exports
 | |
| wisdom from process 0 in @code{comm} to all other processes in the
 | |
| communicator, replacing any wisdom they currently have.
 | |
| 
 | |
| @xref{FFTW MPI Wisdom}.
 | |
| 
 | |
| @c ------------------------------------------------------------
 | |
| @node FFTW MPI Fortran Interface,  , FFTW MPI Reference, Distributed-memory FFTW with MPI
 | |
| @section FFTW MPI Fortran Interface
 | |
| @cindex Fortran interface
 | |
| 
 | |
| @cindex iso_c_binding
 | |
| The FFTW MPI interface is callable from modern Fortran compilers
 | |
| supporting the Fortran 2003 @code{iso_c_binding} standard for calling
 | |
| C functions.  As described in @ref{Calling FFTW from Modern Fortran},
 | |
| this means that you can directly call FFTW's C interface from Fortran
 | |
| with only minor changes in syntax.  There are, however, a few things
 | |
| specific to the MPI interface to keep in mind:
 | |
| 
 | |
| @itemize @bullet
 | |
| 
 | |
| @item
 | |
| Instead of including @code{fftw3.f03} as in @ref{Overview of Fortran
 | |
| interface }, you should @code{include 'fftw3-mpi.f03'} (after
 | |
| @code{use, intrinsic :: iso_c_binding} as before).  The
 | |
| @code{fftw3-mpi.f03} file includes @code{fftw3.f03}, so you should
 | |
| @emph{not} @code{include} them both yourself.  (You will also want to
 | |
| include the MPI header file, usually via @code{include 'mpif.h'} or
 | |
| similar, although though this is not needed by @code{fftw3-mpi.f03}
 | |
| @i{per se}.)  (To use the @samp{fftwl_} @code{long double} extended-precision routines in supporting compilers, you should include @code{fftw3f-mpi.f03} in @emph{addition} to @code{fftw3-mpi.f03}. @xref{Extended and quadruple precision in Fortran}.)
 | |
| 
 | |
| @item
 | |
| Because of the different storage conventions between C and Fortran,
 | |
| you reverse the order of your array dimensions when passing them to
 | |
| FFTW (@pxref{Reversing array dimensions}).  This is merely a
 | |
| difference in notation and incurs no performance overhead.  However,
 | |
| it means that, whereas in C the @emph{first} dimension is distributed,
 | |
| in Fortran the @emph{last} dimension of your array is distributed.
 | |
| 
 | |
| @item
 | |
| @cindex MPI communicator
 | |
| In Fortran, communicators are stored as @code{integer} types; there is
 | |
| no @code{MPI_Comm} type, nor is there any way to access a C
 | |
| @code{MPI_Comm}.  Fortunately, this is taken care of for you by the
 | |
| FFTW Fortran interface: whenever the C interface expects an
 | |
| @code{MPI_Comm} type, you should pass the Fortran communicator as an
 | |
| @code{integer}.@footnote{Technically, this is because you aren't
 | |
| actually calling the C functions directly. You are calling wrapper
 | |
| functions that translate the communicator with @code{MPI_Comm_f2c}
 | |
| before calling the ordinary C interface.  This is all done
 | |
| transparently, however, since the @code{fftw3-mpi.f03} interface file
 | |
| renames the wrappers so that they are called in Fortran with the same
 | |
| names as the C interface functions.}
 | |
| 
 | |
| @item
 | |
| Because you need to call the @samp{local_size} function to find out
 | |
| how much space to allocate, and this may be @emph{larger} than the
 | |
| local portion of the array (@pxref{MPI Data Distribution}), you should
 | |
| @emph{always} allocate your arrays dynamically using FFTW's allocation
 | |
| routines as described in @ref{Allocating aligned memory in Fortran}.
 | |
| (Coincidentally, this also provides the best performance by
 | |
| guaranteeding proper data alignment.)
 | |
| 
 | |
| @item
 | |
| Because all sizes in the MPI FFTW interface are declared as
 | |
| @code{ptrdiff_t} in C, you should use @code{integer(C_INTPTR_T)} in
 | |
| Fortran (@pxref{FFTW Fortran type reference}).
 | |
| 
 | |
| @item
 | |
| @findex fftw_execute_dft
 | |
| @findex fftw_mpi_execute_dft
 | |
| @cindex new-array execution
 | |
| In Fortran, because of the language semantics, we generally recommend
 | |
| using the new-array execute functions for all plans, even in the
 | |
| common case where you are executing the plan on the same arrays for
 | |
| which the plan was created (@pxref{Plan execution in Fortran}).
 | |
| However, note that in the MPI interface these functions are changed:
 | |
| @code{fftw_execute_dft} becomes @code{fftw_mpi_execute_dft},
 | |
| etcetera. @xref{Using MPI Plans}.
 | |
| 
 | |
| @end itemize
 | |
| 
 | |
| For example, here is a Fortran code snippet to perform a distributed
 | |
| @twodims{L,M} complex DFT in-place.  (This assumes you have already
 | |
| initialized MPI with @code{MPI_init} and have also performed
 | |
| @code{call fftw_mpi_init}.)
 | |
| 
 | |
| @example
 | |
|   use, intrinsic :: iso_c_binding
 | |
|   include 'fftw3-mpi.f03'
 | |
|   integer(C_INTPTR_T), parameter :: L = ...
 | |
|   integer(C_INTPTR_T), parameter :: M = ...
 | |
|   type(C_PTR) :: plan, cdata
 | |
|   complex(C_DOUBLE_COMPLEX), pointer :: data(:,:)
 | |
|   integer(C_INTPTR_T) :: i, j, alloc_local, local_M, local_j_offset
 | |
| 
 | |
| !   @r{get local data size and allocate (note dimension reversal)}
 | |
|   alloc_local = fftw_mpi_local_size_2d(M, L, MPI_COMM_WORLD, &
 | |
|                                        local_M, local_j_offset)
 | |
|   cdata = fftw_alloc_complex(alloc_local)
 | |
|   call c_f_pointer(cdata, data, [L,local_M])
 | |
| 
 | |
| !   @r{create MPI plan for in-place forward DFT (note dimension reversal)}
 | |
|   plan = fftw_mpi_plan_dft_2d(M, L, data, data, MPI_COMM_WORLD, &
 | |
|                               FFTW_FORWARD, FFTW_MEASURE)
 | |
| 
 | |
| ! @r{initialize data to some function} my_function(i,j)
 | |
|   do j = 1, local_M
 | |
|     do i = 1, L
 | |
|       data(i, j) = my_function(i, j + local_j_offset)
 | |
|     end do
 | |
|   end do
 | |
| 
 | |
| ! @r{compute transform (as many times as desired)}
 | |
|   call fftw_mpi_execute_dft(plan, data, data)
 | |
| 
 | |
|   call fftw_destroy_plan(plan)
 | |
|   call fftw_free(cdata)
 | |
| @end example
 | |
| 
 | |
| Note that when we called @code{fftw_mpi_local_size_2d} and
 | |
| @code{fftw_mpi_plan_dft_2d} with the dimensions in reversed order,
 | |
| since a @twodims{L,M} Fortran array is viewed by FFTW in C as a
 | |
| @twodims{M, L} array.  This means that the array was distributed over
 | |
| the @code{M} dimension, the local portion of which is a
 | |
| @twodims{L,local_M} array in Fortran.  (You must @emph{not} use an
 | |
| @code{allocate} statement to allocate an @twodims{L,local_M} array,
 | |
| however; you must allocate @code{alloc_local} complex numbers, which
 | |
| may be greater than @code{L * local_M}, in order to reserve space for
 | |
| intermediate steps of the transform.)  Finally, we mention that
 | |
| because C's array indices are zero-based, the @code{local_j_offset}
 | |
| argument can conveniently be interpreted as an offset in the 1-based
 | |
| @code{j} index (rather than as a starting index as in C).
 | |
| 
 | |
| If instead you had used the @code{ior(FFTW_MEASURE,
 | |
| FFTW_MPI_TRANSPOSED_OUT)} flag, the output of the transform would be a
 | |
| transposed @twodims{M,local_L} array, associated with the @emph{same}
 | |
| @code{cdata} allocation (since the transform is in-place), and which
 | |
| you could declare with:
 | |
| 
 | |
| @example
 | |
|   complex(C_DOUBLE_COMPLEX), pointer :: tdata(:,:)
 | |
|   ...
 | |
|   call c_f_pointer(cdata, tdata, [M,local_L])
 | |
| @end example
 | |
| 
 | |
| where @code{local_L} would have been obtained by changing the
 | |
| @code{fftw_mpi_local_size_2d} call to:
 | |
| 
 | |
| @example
 | |
|   alloc_local = fftw_mpi_local_size_2d_transposed(M, L, MPI_COMM_WORLD, &
 | |
|                            local_M, local_j_offset, local_L, local_i_offset)
 | |
| @end example
 | 
