QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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.
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

◆ transform()

template<typename InputIterator, typename RandomAccessIterator>
void transform ( InputIterator inBegin,
InputIterator inEnd,
RandomAccessIterator out ) const

FFT transform.

The output sequence must be allocated by the user

◆ inverse_transform()

template<typename InputIterator, typename RandomAccessIterator>
void inverse_transform ( InputIterator inBegin,
InputIterator inEnd,
RandomAccessIterator out ) const

Inverse FFT transform.

The output sequence must be allocated by the user.