The description of MKL perforce states:
"Fast Fourier Transforms
Intel MKL FFTs include many optimizations and should provide significant performance gains over other libraries ****** for medium and large transform sizes. ******" (emphasis mine).
What is the expected value of "medium"? I am comparing performance of MKL FFT against FFTPACK 5.1 and am seeing a break-even value that *I* think is quite large; way bigger than I expected.
My benchmark includes setup overhead for both MKL and FFTPACK and does a forward/backward transform. The retrieved data series is virtually the same as input.
Can you please send us your test results in private message. I will investigate your question and get back to you with update.
Performance of MKL FFT is measured without setup overhead.
Medium sizes of a 1D FFT are approximately 100...100k. A size becomes 'large' when the working data set does not fit in last level cache, which may vary depending on precision and placement of transform, parallelization, and the computer used.