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QuantLib_FastFourierTransform
Langue: en
Version: 377824 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::FastFourierTransform -FFT implementation.
SYNOPSIS
#include <ql/experimental/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
void transform (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const
FFT transform. The output sequence must be allocated by the user
void inverse_transform (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const
Inverse FFT transform. The output sequence must be allocated by the user.
Author
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Contenus ©2006-2024 Benjamin Poulain
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