- QuantLib
- FastFourierTransform
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.