Fast Fourier Transform
<algorithm> (FFT) An algorithm
for computing the Fourier transform
of a set of discrete data values.
Given a finite set of data points, for example a periodic sampling taken from a real-world signal, the FFT expresses the data in terms of its component frequencies.
It also solves the essentially identical inverse problem of reconstructing a signal from the frequency data.
The FFT is a mainstay of numerical analysis.
Gilbert Strang described it as "the most important algorithm of our generation".
The FFT also provides the asymptotically fastest known algorithm for multiplying two polynomial
Versions of the algorithm (in C
) can be found on-line from the GAMS
server here (http://gams.nist.gov/cgi-bin/gams-serve/class/J1.html).
["Numerical Methods and Analysis", Buchanan and Turner].