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Fast lossless compression of floating point data in Go

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fpc

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fpc is a Go implementation of Burtscher and Ratanaworabhan's 'FPC' algorithm for compressing a stream of floating point data.

Why?

The FPC algorithm can losslessly encode and decode huge amounts of floating-point data very quickly. It scales well to gigabyte-per-second streams. Compression ratios are better than just about any generic compressor like gzip or bzip, and compression and decompression throughput are much better (like, 8x to 300x faster) than other algorithms. For more on this, the paper introducing FPC is really readable - I highly recommend it!

Usage

fpc provides a Writer and a Reader, following the pattern set by the Go standard library's compression packages. The Writer wraps an io.Writer that you want to write compressed data into, and the Reader wraps an io.Reader that you want to read compressed data out of.

Since FPC encodes streams of float64s, they impose some additional expectations on callers: when calling Reader.Read(p []byte) or Writer.Write(p []byte), the length of p must be a multiple of 8, to match the expectation that the bytes represent a stream of 8-byte float64s.

In addition, utility methods are provided: Reader has a ReadFloats(fs []float64) (int, error) method which will read bytes from its underlying source, parse them as float64s, put them in fs, and return the number of float64s it placed in fs. When it reaches the end of the compressed stream, it will return 0, io.EOF.

Similarly, Writer has a WriteFloat(f float64) error method which writes a single float64 to the compressed stream.

Performance

In benchmarks on a fairly vanilla laptop, reading or writing from an in-memory stream, fpc is able to encode at about 1.2 gigabytes per second, and it can decode at about 0.9 gigabytes per second. Benchmarks can be run on your own hardware with go test -bench "Read|Write" ..