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Just a note that this adds another compile-time dependency, and should not be merged until the wheel builds are also updated and passing. |
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Thanks for the heads up. I should probably review the performance gain for this first to make sure it is worth it as it has been a while since I wrote it. The PSDs take like only 4 seconds in the current python version, though we do a lot of them. |
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Adds a parallelized Welch PSD function that closely mimics the functionality of
scipy.welch,whichsotodlibcurrently uses and does not usepyfftw. This usesFFTW's internal parallelization withOMPfor most of the heavy lifting since that is more efficient than looping over and re-creating plans, though some other loops are also parallelized. We might get some marginal gains usingduccinstead ofFFTWbased on some preliminary tests, but more tests need to be done. I leave the calculation of the frequency array up to python.I've added a
cmakedirectory similar to what was done in #189 to get bothFFTWfor single precision andFFTWwithOMPparallelization enabled as thespt3gFindFFTW.cmakedoes not include either.