FFTs in external or hierarchical memory

A description is given of advanced techniques for computing an ordered FFT on a computer with external or hierarchical memory. These algorithms (1) require as few as two passes through the external data set, (2) use strictly unit stride, long vector transfers between main memory and external storage, (3) require only a modest amount of scratch space in main memory, and (4) are well suited for vector and parallel computation. Performance figures are included for implementations of some of these algorithms on Cray supercomputers. Of interest is the fact that a main memory version outperforms the current Cray library FFT routines on the Cray-2, the Cray X-MP, and the Cray Y-MP systems. Using all eight processors on the Cray Y-MP, this main memory routine runs at nearly 2 Gflops.