QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | Static Public Member Functions | List of all members
FastFourierTransform Class Reference

FFT implementation. More...

#include <ql/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. More...
 
template<typename InputIterator , typename RandomAccessIterator >
void inverse_transform (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const
 Inverse FFT transform. More...
 

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

◆ transform()

void transform ( InputIterator  inBegin,
InputIterator  inEnd,
RandomAccessIterator  out 
) const

FFT transform.

The output sequence must be allocated by the user

◆ inverse_transform()

void inverse_transform ( InputIterator  inBegin,
InputIterator  inEnd,
RandomAccessIterator  out 
) const

Inverse FFT transform.

The output sequence must be allocated by the user.