Installation

Note

We are transitioning to a modern CMake build system, for easier compilation on a variety of platforms. We will in the coming months stop supporting the GNU makefile route, although it is still explained in detail below, after the following CMake instructions. If neither of those work for you, try the (old and even less supported) relevant precompiled linux, OSX, and Windows binary, place it (or them) in your linking path, and try make test.

Note

Python-only users can simply install via pip install finufft which downloads a generic binary from PyPI. Only if you prefer a custom compilation, see below.

CMake CPM Based Installation

This is the easiest way to install finufft if you are using CMake in your own project. First include CPM to your project.

The easiest way is to follow the instructions to automatically add CPM to cmake.

Then add the following to your CMakeLists.txt:

CPMAddPackage(
  NAME             Finufft
  GIT_REPOSITORY   https://github.com/flatironinstitute/finufft.git
  GIT_TAG          v2.1.0
  GIT_SHALLOW      Yes
  GIT_PROGRESS     Yes
  EXCLUDE_FROM_ALL Yes
  SYSTEM
)

target_link_library(your_executable [PUBLIC|PRIVATE|INTERFACE] finufft_static)
# or for shared linking
target_link_library(your_executable [PUBLIC|PRIVATE|INTERFACE] finufft_shared)

Then cmake will automatically download the library and link it to your executable.

CMake Based Installation

These instructions are in draft form. Make sure you have cmake version at least 3.19. The basic quick download, building, and test is then:

git clone https://github.com/flatironinstitute/finufft.git
cd finufft
mkdir build
cd build
cmake .. -D FINUFFT_BUILD_TESTS=ON
cmake --build . -j
ctest

In build, this creates libfinufft_static.a and libfinufft.so, and runs a test that should take a few seconds and report 100% tests passed, 0 tests failed out of 17. To use the library, link against either the static or dynamic library in build, for now.

Here are all our build options, showing name, explanatory text, and default value, straight from the CMakeLists.txt file:

option(FINUFFT_BUILD_EXAMPLES "Whether to build the FINUFFT examples" OFF)
option(FINUFFT_BUILD_TESTS "Whether to build the FINUFFT tests" OFF)
option(FINUFFT_BUILD_FORTRAN "Whether to build the FINUFFT Fortran examples" OFF)
option(FINUFFT_BUILD_MATLAB "Whether to build the FINUFFT Matlab interface" OFF)
option(FINUFFT_ENABLE_SANITIZERS "Whether to enable sanitizers, only effective for Debug configuration." ON)
option(FINUFFT_USE_OPENMP "Whether to use OpenMP for parallelization. If disabled, the finufft library will be single threaded. This does not affect the choice of FFTW library." ON)
option(FINUFFT_USE_CUDA "Whether to build CUDA accelerated FINUFFT library (libcufinufft). This is completely independent of the main FINUFFT library" OFF)

For convenience we also provide a number of cmake presets for various options and compilers, in CMakePresets.json (this will grow to replace the old make.inc.* site files). For example, to configure, build and test the development preset (which builds tests and examples), from build do:

cmake --preset dev ..
cmake --build . -j
ctest

From other CMake projects, to use finufft as a library, simply add this repository as a subdirectory using add_subdirectory, and use target_link_library(your_executable finufft).

Old GNU make based route

Below we deal with the three standard OSes in order: 1) linux, 2) Mac OSX, 3) Windows. We have some users contributing settings for other OSes, for instance PowerPC. The general procedure to download, then compile for such a special setup is, illustrating with the PowerPC case:

git clone https://github.com/flatironinstitute/finufft.git
cd finufft
cp make.inc.powerpc make.inc
make test -j

Have a look for make.inc.* to see what is available, and/or edit your make.inc based on looking in the makefile and quirks of your local setup. As of 2021, we have continuous integration which tests the default (linux) settings in this makefile, plus those in three OS-specific setup files:

make.inc.macosx_clang
make.inc.macosx_gcc-10
make.inc.windows_msys

If there is an error in testing on what you consider a standard set-up, please file a detailed bug report as a New Issue at https://github.com/flatironinstitute/finufft/issues

Quick linux install instructions

Make sure you have packages fftw3 and fftw3-dev (or their equivalent on your distro) installed. Then cd into your FINUFFT directory and do make test -j. This should compile the static library in lib-static/, some C++ test drivers in test/, then run them, printing some terminal output ending in:

0 segfaults out of 8 tests done
0 fails out of 8 tests done

This output repeats for double then single precision (hence, scroll up to check the double also gave no fails). If this fails, see the more detailed instructions below. If it succeeds, please look in examples/, test/, and the rest of this manual, for examples of how to call and link to the library. Type make to see a list of other aspects the user can build (examples, language interfaces, etc).

Dependencies

This library is fully supported for unix/linux, and partially for Mac OSX for Windows (eg under MSYS or WSL using MinGW compilers).

For the basic libraries you need

  • C++ compiler supporting C++14, such g++ in GCC (version >=5.0), or clang (version >=3.4)

  • FFTW3 including its development libraries

  • GNU make and other standard unix/POSIX tools such as bash

Optional:

  • for Fortran wrappers: compiler such as gfortran in GCC

  • for MATLAB wrappers: MATLAB (versions at least R2016b up to current work)

  • for Octave wrappers: recent Octave version at least 4.4, and its development libraries

  • for the python wrappers you will need python version at least 3.6 (python 2 is unsupported), with numpy.

1) Linux: tips for installing dependencies and compiling

On a Fedora/CentOS linux system, the base dependencies can be installed by:

sudo yum install make gcc gcc-c++ fftw-devel libgomp

To add Fortran and Octave language interfaces also do:

sudo yum install gcc-gfortran octave octave-devel

Note

We are not exactly sure how to install python3 and pip3 using yum. You may prefer to use conda or virtualenv to set up a python environment anyway (see bottom).

Alternatively, on Ubuntu linux, base dependencies are:

sudo apt-get install make build-essential libfftw3-dev

and for Fortran, Python, and Octave language interfaces also do:

sudo apt-get gfortran python3 python3-pip octave liboctave-dev

In older distros you may have to compile octave from source to get the needed >=4.4 version.

You should then compile and test the library via various make tasks, eg:

make test -j

then checking you got 0 fails. This compiles the main libraries then runs double- and single-precision tests, each of which should report zero segfaults and zero fails.

Note

GCC versions on linux: long-term linux distros ship old GCC versions that may not be C++14 compatible. We recommend that you compile with a recent GCC, at least GCC 7.3 (which we used for benchmarks in 2018 in our SISC paper), or GCC 9+. We do not recommend GCC versions prior to 7. We also do not recommend GCC8 since its auto vectorization has worsened, and its kernel evaluation rate using the default looped piecewise-polynomial Horner code drops to less than 150 Meval/s/core on an i7. This contrasts 400-700 Meval/s/core achievable with GCC7 or GCC9 on i7. If you wish to test these raw kernel evaluation rates, do into devel/, compile test_ker_ppval.cpp and run fig_speed_ker_ppval.m in MATLAB. We are unsure if GCC8 is so poor in Mac OSX (see below).

The make tasks (eg make lib) compiles double and single precision functions, which live simultaneously in libfinufft, with distinct function names.

The only selectable option at compile time is multithreaded (default, using OpenMP) vs single-threaded (to achieve this append OMP=OFF to the make tasks). Since you may always set opts.nthreads=1 when calling the multithreaded library, the point of having a single-threaded library is mostly for small repeated problems to avoid any OpenMP overhead, or for debugging purposes. You must do at least make objclean before changing this threading option.

Note

By default, neither the multithreaded or single-threaded library (e.g. made by make lib OMP=OFF) are thread-safe, due to the FFTW3 plan stage. However, keep reading for the compiler option to fix this if you have a recent FFTW3 version.

Testing. The initial test is test/basicpassfail which is the most basic double-precision smoke test, producing the exit code 0 if success, nonzero if fail. You can check the exit code thus:

test/basicpassfail; echo $?

The single-precision version is test/basicpassfailf. The make task also runs (cd test; OMP_NUM_THREADS=4 ./check_finufft.sh) which is the main validation of the library in double precision, and (cd test; OMP_NUM_THREADS=4 ./check_finufft.sh SINGLE) which does it in single precision. Since these call many tiny problem sizes, they will (due to openmp and fftw thread-wise overheads) run much faster with less than the full thread count, explaining our use of 4 threads. Text (and stderr) outputs are written into test/results/*.out.

Use make perftest for larger spread/interpolation and NUFFT tests taking 10-20 seconds. This writes log files into test/results/ where you will be able to compare to results from standard CPUs.

Run make without arguments for full list of possible make tasks.

make examples to compile and run the examples for calling from C++ and from C.

make fortran to compile and run the fortran wrappers and examples.

High-level interfaces. See below for python compilation.

make matlab to compile the MEX interface to matlab, then within MATLAB add the matlab directory to your path, cd to matlab/test and run check_finufft which should run for 5 secs and print a bunch of errors around 1e-6.

Note

If this MATLAB test crashes, it is most likely to do with incompatible versions of OpemMP. Thus, you will want to make (or add to) a file make.inc the line:

OMPLIBS=/usr/local/MATLAB/R2020a/sys/os/glnxa64/libiomp5.so

or appropriate to your MATLAB version. You’ll want to check this shared object exists. Then make clean and make test -j, finally make matlab again.

make octave to compile and test the MEX-like interface to Octave.

Compilation flags and make.inc settings

This is for experts. Here are all the flags that the FINUFFT source responds to. Activate them by adding a line of the form CXXFLAGS+=-DMYFLAG in your make.inc:

  • -DFFTW_PLAN_SAFE: This makes FINUFFT call fftw_make_planner_thread_safe() as part of its FFTW3 planner stage; see http://www.fftw.org/fftw3_doc/Thread-safety.html. This makes FINUFFT thread-safe. See examples/threadsafe1d1.cpp and examples/threadsafe2d2f.cpp. This is only available in FFTW version >=3.3.6; for this reason it is not yet the default. If you get segfault on these examples, try FFTWOMPSUFFIX = threads as explained below.

  • -DSINGLE: This is internally used by our build process to switch (via preprocessor macros) the source from double to single precision. You should not need to use this flag yourself.

Here are some other settings that you may need to adjust in make.inc:

  • Switching to linking tests, examples, etc, with PTHREADS instead of the default OMP version of FFTW, is achieved by inserting into make.inc the line FFTWOMPSUFFIX = threads.

2) Mac OSX: tips for installing dependencies and compiling

Note

A brew package will come shortly; stay tuned. However, the below has been tested on 10.14 (Mojave) with both clang and gcc-8, and 10.15 (Catalina) with clang.

First you’ll want to set up Homebrew, as follows. We assume a fresh OSX machine. If you don’t have Xcode, install Command Line Tools (which is a few hundred MB download, much smaller than the now 10 GB size of Xcode), by opening a terminal (from /Applications/Utilities/) and typing:

xcode-select --install

You will be asked for an administrator password. Then, also as an administrator, install Homebrew by pasting the installation command from https://brew.sh

Then do:

brew install libomp fftw

This happens to also install the latest GCC (which was 8.2.0 in Mojave, and 10.2.0 in Catalina, in our tests).

If you are python-only, use:

brew install python3
pip3 install finufft

Or, for experts to compile python interfaces locally using either clang or gcc, see below.

Now to compiling the library for C++/C/fortran/MATLAB/octave use. There are now two options for compilers: 1) the native clang which works with octave but will not so far allow you to link against fortran applications, or 2) GCC, which will allow fortran linking with gfortran, but currently fails with octave.

The clang route (default)

Once you have downloaded FINUFFT from github, go to its top directory. You now need to decide if you will be wanting to call FINUFFT from MATLAB (and currently have MATLAB installed). If so, do:

cp make.inc.macosx_clang_matlab make.inc

Else if you don’t have MATLAB, do:

cp make.inc.macosx_clang make.inc

Note

The difference here is the version of OpenMP linked: MATLAB crashes when gomp is linked, so for MATLAB users the OpenMP version used by MATLAB must be linked against (iomp5), not gomp.

Whichever you picked, now try make test -j, and clang should compile and you should get 0 fails.

clang MATLAB setup. Assuming you chose the MATLAB clang variant above, you should now make matlab. You may need to do make matlab -j; see https://github.com/flatironinstitute/finufft/issues/157 which needs attention. To test, open MATLAB, addpath matlab, cd matlab/test, and check_finufft, which should complete in around 5 seconds.

Note

Unfortunately OSX+MATLAB+mex is notoriously poorly supported, and you may need to search the web for help on that, then check you are able to compile a simple mex file first. For instance, on Catalina (10.15.6), make matlab fails with a warning involving Xcode license has not been accepted, and then an error with no supported compiler was found. Eventually this property file hack worked, which simply requires typing /usr/libexec/PlistBuddy -c 'Add :IDEXcodeVersionForAgreedToGMLicense string 10.0' ~/Library/Preferences/com.apple.dt.Xcode.plist Please also read our https://github.com/flatironinstitute/finufft/issues and if you are able to mex compile, but make matlab fails, post a new Issue.

Octave interfaces work out of the box (this also runs a self-test):

brew install octave
make octave

The GCC route

This is less recommended, unless you need to link from gfortran, when it appears to be essential. We have tested on Movaje:

cp make.inc.macosx_gcc-8 make.inc
make test -j
make fortran

which also compiles and tests the fortran interfaces. In Catalina you’ll probably need to edit to g++-10 in your make.inc. We find python may be built as below. We found that octave interfaces do not work with GCC; please help. For MATLAB, the MEX settings may need to be overridden: edit the file mex_C++_maci64.xml in the MATLAB distro, to read, for instance:

CC="gcc-8"
CXX="g++-8"
CFLAGS="-ansi -D_GNU_SOURCE -fexceptions -fPIC -fno-omit-frame-pointer -pthread"
CXXFLAGS="-ansi -D_GNU_SOURCE -fPIC -fno-omit-frame-pointer -pthread"

These settings are copied from the glnxa64 case. Here you will want to replace the compilers by whatever version of GCC you have installed, eg via brew. For pre-2016 MATLAB Mac OSX versions you’ll instead want to edit the maci64 section of mexopts.sh.

Note

GCC with OSX is only partially supported. Please help us if you can!

3) Windows: tips for compiling

We have users who have adjusted the makefile to work - at least to some extent - on Windows 10. If you are only interested in calling from Octave (which already comes with MinGW-w64 and FFTW), then we have been told this can be done very simply: from within Octave, go to the finufft directory and do system('make octave'). You may have to tweak OCTAVE in your make.inc in a similar fashion to below.

More generally, please make sure to have a recent version of Mingw at hand, preferably with a 64bit version of gnu-make like the WinLibs standalone build of GCC and MinGW-w64 for Windows. Note that most MinGW-w64 distributions, such as TDM-GCC, do not feature the 64bit gnu-make. Fortunately, this limitation is only relevant to run the tests. To prepare the build of the static and dynamic libraries run:

copy make.inc.windows_mingw make.inc

Subsequently, open this make.inc file with the text editor of your choice and assign the parent directories of the FFTW header file to FFTW_H_DIR, of the FFTW libraries to FFTW_LIB_DIR, and of the GCC OpenMP library lgomp.dll to LGOMP_DIR. Note that you need the last-mentioned only if you plan to build the MEX-interface for MATLAB. Now, you should be able to run:

make lib

If the command make cannot be found and the MinGW binaries are part of your system PATH: Keep in mind that the MinGW installation contains only a file called mingw32-make.exe, not make.exe. Create a copy of this file, call it make.exe, and make sure the corresponding parent folder is part of your system PATH. If the library is compiled successfully, you can try to run the tests. Note that your system has to fulfill the following prerequisites to this end: A Linux distribution set up via WSL (has been tested with Ubuntu 20.04 LTS from the Windows Store) and the 64bit gnu-make mentioned before. Further, make sure that the directory containing the FFTW-DLLs is part of your system PATH. Otherwise the executables built will not run. As soon as you have everything set up, run the following command:

make test

In a similar fashion, the examples can now be build with make examples. This rule of the makefile does neither require WSL nor the 64bit gnu-make and should hopefully work out-of-the-box. Finally, it is also possible to build the MEX file needed to call FINUFFT from MATLAB. Since the MinGW support of MATLAB is somewhat limited, you will probably have to define the environment variable MW_MINGW64_LOC and assign the path of your MinGW installation. Hint to avoid misunderstandings: The last-mentioned directory contains folders named bin, include, and lib among others. Then, the following command should generate the required MEX-file:

make matlab

For users who work with Windows using MSYS and MinGW compilers. Please try:

cp make.inc.windows_msys make.inc
make test -j

We seek help with Windows support. Also see https://github.com/flatironinstitute/finufft/issues

Building a python interface to a locally compiled library

Recall that the basic user may simply pip install finufft, then check it worked via:

python3 python/test/run_accuracy_tests.py

However, a user or developer may want to build a python wrapper to their locally compiled FINUFFT library, perhaps for more speed. We now describe this, for all OSes. We assume python3 (hence pip3). First make sure you have pip installed, and that you can already compile the C++ library (eg via make test). Next make sure you have the required python packages:

pip3 install numpy

You may then:

make python

which builds the finufft module, installs (in editable mode) via pip, then runs some tests and examples. You will see that the finufftc shared object appears in the python/finufft directory. An additional performance test you could then do is:

python3 python/test/run_speed_tests.py

Note

On OSX, if trouble with python with clang: we have found that the above may fail with an error about -lstdc++, in which case you should try setting an environment variable like:

export MACOSX_DEPLOYMENT_TARGET=10.14

where you should replace 10.14 by your OSX number. We have also in the past found that running:

pip3 install ./python

in the command line can work even when make python does not (probably to do with environment variables).

Note

Our new (v2.0.1) python interface is quite different from Dan Foreman-Mackey’s original repo that wrapped finufft: python-finufft, or Jeremy Magland’s. The interface is simpler, and the existing library is linked to. Under the hood we now use ctypes instead of pybind11.

A few words about python environments

There can be confusion and conflicts between various versions of python and installed packages. It is therefore a very good idea to use virtual environments. Here’s a simple way to do it from a shell in the FINUFFT top directory (after installing python-virtualenv):

virtualenv -p /usr/bin/python3 env1
source env1/bin/activate

Now you are in a virtual environment that starts from scratch. All pip installed packages will go inside the env1 directory. (You can get out of the environment by typing deactivate). Also see documentation for conda. In both cases python will call the version of python you set up. To get the packages FINUFFT needs:

pip install -r python/requirements.txt

Then pip install finufft or build as above.