FastFourierTransform Class Reference

FFT implementation. More...

#include <ql/math/fastfouriertransform.hpp>

Collaboration diagram for FastFourierTransform:

Public Member Functions
	FastFourierTransform (std::size_t order)
std::size_t	output_size () const
	The required size for the output vector. More...
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 More...

Private Member Functions
template<typename InputIterator , typename RandomAccessIterator >
void	transform_impl (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out, bool inverse) const

Static Private Member Functions
static std::size_t	bit_reverse (std::size_t x, std::size_t order)

Private Attributes
std::vector< double >	cs_
std::vector< double >	sn_

Detailed Description

FFT implementation.

Definition at line 38 of file fastfouriertransform.hpp.

Constructor & Destructor Documentation

FastFourierTransform()

FastFourierTransform

(

std::size_t

order

)

Definition at line 47 of file fastfouriertransform.hpp.

Member Function Documentation

min_order()

static std::size_t min_order ( std::size_t  inputSize )

static

the minimum order required for the given input size

Definition at line 42 of file fastfouriertransform.hpp.

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output_size()

std::size_t output_size

(

)

const

The required size for the output vector.

Definition at line 59 of file fastfouriertransform.hpp.

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transform()

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

FFT transform.

The output sequence must be allocated by the user

Definition at line 66 of file fastfouriertransform.hpp.

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inverse_transform()

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

Inverse FFT transform.

The output sequence must be allocated by the user.

Definition at line 74 of file fastfouriertransform.hpp.

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transform_impl()

void transform_impl ( InputIterator  inBegin, InputIterator  inEnd, RandomAccessIterator  out, bool  inverse  ) const

private

Definition at line 83 of file fastfouriertransform.hpp.

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bit_reverse()

static std::size_t bit_reverse ( std::size_t  x, std::size_t  order  )

staticprivate

Definition at line 112 of file fastfouriertransform.hpp.

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Member Data Documentation

cs_

std::vector<double> cs_

private

Definition at line 80 of file fastfouriertransform.hpp.

sn_

std::vector<double> sn_

private

Definition at line 80 of file fastfouriertransform.hpp.