Add PyFFTW as a (Soft) Dependency

[seanlaw]

With pyffttw sliding dot product in a stable place, we should consider adding it as a soft dependency to STUMPY.

Things to consider:

1. How to fallback to Python/SciPy if PyFFTW is unavailable
2. Additional logic for when to switch between different algorithms (including MASS_V4)

[NimaSarajpoor]

can we start simple? and then improve the solution? First, see the performances below:

./timing.py -timeout 1.0 -pmin 7 -pmax 24 pyfftw njit pocketfft_r2c_c2r scipy_oaconvolve > timing.csv

So, based on the provided figure, I think we can go with njit & fftw, and if fftw is not available, we can do: njit & pocketfft:

# imports (for hard dependencies)
 
try:
    import pfftw
    FFTW_IS_AVAILABLE = True
except ImportError:
    FFTW_IS_AVAILABLE = False


def choose_sliding_dot_function(Q, T):
    if len(Q) == len(T):
        spd_module = njit_dot  # special case
    elif len(Q) <= 2 ** 7   # config
        sdp_module = njit_sdp
    else: 
        if FFTW_IS_AVAILABLE:
            sdp_module = pyfftw_sdp
        else:
            sdp_module = pocket_fft
    
     return sdp_module

Does this sound like a reasonable approach? Later... we can change it to use Lookup to choose module/function, and the fallback can also depend on (len(Q), len(T)).

[seanlaw]

Why not:

def choose_sliding_dot_function(Q, T):
    if len(Q) == len(T):
        spd_module = njit_dot  # special case
    elif len(Q) <= 2 ** 7   # config
        sdp_module = njit_sdp
    elif FFTW_IS_AVAILABLE:
        sdp_module = pyfftw_sdp
    else:
        sdp_module = pocket_fft
    
     return sdp_module

the only question that I have is how do we allow users to completely override this if/else logic? For example, let's say they somehow discover that it's faster on their hardware to do elif len(Q) <= 2 ** 9 instead of len(Q) <= 2 ** 7. As I think about it more, the above implementation implies that we check Q and T every time in order to decide which module to return but this doesn't make sense. It should just do the calculation and return the requested value:

def liding_dot_product(Q, T):
    if len(Q) == len(T):
        return njit_dot.sliding_dot_product(Q, T)  # special case
    elif len(Q) <= 2 ** 7   # config
        return njit_sdp.sliding_dot_product(Q, T)
    elif FFTW_IS_AVAILABLE:
        return pyfftw_sdp.sliding_dot_product(Q, T)
    else:
        return pocket_fft.sliding_dot_product(Q, T)

Again, the question remains, how do we allow the flexibility to swap out or modify the if/else logic in that case as well? We should think about this...

[NimaSarajpoor]

Why not:

Was hard for my mind to switch between two different KINDs of condition. We started with checking len(Q). So, it was a bit strange for my mind to suddenly see elif FFTW_IS_AVAILABLE:. So, I thought maybe I should consider a separate if-else for the sake of readability (??)