Fourier transform: Difference between revisions

 
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===Discrete Fourier Transform===
===Discrete Fourier Transform===
{{main : Wikipedia: Discrete Fourier transform}}
{{Main | Wikipedia: Discrete Fourier transform}}
A naive DFT would compute the matrix of <math>e^{-i2 \pi \xi x}</math> and multiply it with the signal. This would take <math>\mathcal{O}(n^2)</math> time.<br>
A naive DFT would compute the matrix of <math>e^{-i2 \pi \xi x}</math> and multiply it with the signal. This would take <math>\mathcal{O}(n^2)</math> time.<br>
However, most languages have an FFT library which can compute the DFT in <math>\mathcal{O}(n \log n)</math> time.
However, most languages have an FFT library which can compute the DFT in <math>\mathcal{O}(n \log n)</math> time.