FFT implementation. More...
#include <ql/experimental/math/fastfouriertransform.hpp>
Public Member Functions | |
FastFourierTransform (std::size_t order) | |
std::size_t | output_size () const |
The required size for the output vector. | |
template<typename InputIterator , typename RandomAccessIterator > | |
void | transform (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const |
FFT transform. | |
template<typename InputIterator , typename RandomAccessIterator > | |
void | inverse_transform (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const |
Inverse FFT transform. | |
Static Public Member Functions | |
static std::size_t | min_order (std::size_t inputSize) |
the minimum order required for the given input size | |
FFT implementation.
void transform | ( | InputIterator | inBegin, |
InputIterator | inEnd, | ||
RandomAccessIterator | out | ||
) | const |
FFT transform.
The output sequence must be allocated by the user
void inverse_transform | ( | InputIterator | inBegin, |
InputIterator | inEnd, | ||
RandomAccessIterator | out | ||
) | const |
Inverse FFT transform.
The output sequence must be allocated by the user.