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Fast Fourier Transform : FOLDOC
Fast Fourier Transform
(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 polynomials.
Versions of the algorithm (in C and Fortran) 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].
(1994-11-09)



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