R devel - Jun 2013 - stats::convolve documentation enhancement

Hi,

the function stats::convolve does not mention efficient usage of the 
underlying FFT algorithm, such as

(a) if type="circular", then length(x)=length(y) should have many 
factors (e.g. length(x) = length(y) = 2^n)
(b) if type="open" or "filter", then length(x)+length(y)-1
should have
many factors (e.g. length(x)+length(y)-1 = 2^n)

In particular the latter may not be obvious to first time users, who may 
think that stats::convolve is slow, even though it is fast, if applied 
correctly.

Moreover for zero padding, one may apply stats::nextn to (a) length(x) 
or (b)  length(x)+length(y)-1.


#Example:

#correct usage:
x <- rnorm(514289)
y <- rnorm(10000)
#length(x) + length(y) - 1 = 2^19
system.time(convolve(x, y, type="open"))

#   user  system elapsed
#   1.17    0.02    1.18


#incorrect usage:
x <- rnorm(300000)
y <- rnorm(10000)
system.time(convolve(x, y, type = "open"))

#   user  system elapsed
# 685.31    0.09  691.79




Thanks and Kind regards,
Michael Moers

	[[alternative HTML version deleted]]

Hi Michael,

There are many issues with stats::convolve() that hopefully one day
will be addressed. Full story here:

   https://stat.ethz.ch/pipermail/r-devel/2007-February/044529.html

The user shouldn't have to worry about the lengths of the arguments:
convolve() should take care of doing the zero-padding internally so
it's always fast. That's what the proposed convolve2() does (in
addition to addressing a few other issues).

Cheers,
H.

On 06/23/2013 09:29 AM, Michael Moers wrote:
> Hi,
>
> the function stats::convolve does not mention efficient usage of the
> underlying FFT algorithm, such as
>
> (a) if type="circular", then length(x)=length(y) should have many
> factors (e.g. length(x) = length(y) = 2^n)
> (b) if type="open" or "filter", then
length(x)+length(y)-1 should have
> many factors (e.g. length(x)+length(y)-1 = 2^n)
>
> In particular the latter may not be obvious to first time users, who may
> think that stats::convolve is slow, even though it is fast, if applied
> correctly.
>
> Moreover for zero padding, one may apply stats::nextn to (a) length(x)
> or (b)  length(x)+length(y)-1.
>
>
> #Example:
>
> #correct usage:
> x <- rnorm(514289)
> y <- rnorm(10000)
> #length(x) + length(y) - 1 = 2^19
> system.time(convolve(x, y, type="open"))
>
> #   user  system elapsed
> #   1.17    0.02    1.18
>
>
> #incorrect usage:
> x <- rnorm(300000)
> y <- rnorm(10000)
> system.time(convolve(x, y, type = "open"))
>
> #   user  system elapsed
> # 685.31    0.09  691.79
>
>
>
>
> Thanks and Kind regards,
> Michael Moers
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
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