FastFourierTransform Class Reference

FFT implementation. More...

#include <ql/experimental/math/fastfouriertransform.hpp>

List of all members.

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

Detailed Description

FFT implementation.


Member Function Documentation

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.