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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html">FastFourierTransform</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<p>FFT implementation.
<a href="class_quant_lib_1_1_fast_fourier_transform.html#details">More...</a></p>
<p><code>#include <ql/math/fastfouriertransform.hpp></code></p>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a243e8c292e9c05646ca997a5aca19044"><td class="memItemLeft" align="right" valign="top"><a id="a243e8c292e9c05646ca997a5aca19044"></a>
 </td><td class="memItemRight" valign="bottom"><b>FastFourierTransform</b> (std::size_t order)</td></tr>
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std::size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#a6bd598964819008db5f70a646ad21c13">output_size</a> () const</td></tr>
<tr class="memdesc:a6bd598964819008db5f70a646ad21c13"><td class="mdescLeft"> </td><td class="mdescRight">The required size for the output vector. <br /></td></tr>
<tr class="separator:a6bd598964819008db5f70a646ad21c13"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a663fb0167cc4da1c0980ec9bbc4085a8"><td class="memTemplParams" colspan="2">template<typename InputIterator , typename RandomAccessIterator > </td></tr>
<tr class="memitem:a663fb0167cc4da1c0980ec9bbc4085a8"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#a663fb0167cc4da1c0980ec9bbc4085a8">transform</a> (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const</td></tr>
<tr class="memdesc:a663fb0167cc4da1c0980ec9bbc4085a8"><td class="mdescLeft"> </td><td class="mdescRight">FFT transform. <a href="class_quant_lib_1_1_fast_fourier_transform.html#a663fb0167cc4da1c0980ec9bbc4085a8">More...</a><br /></td></tr>
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<tr class="memitem:aa4bb50f1316535307313fcb14415a5df"><td class="memTemplParams" colspan="2">template<typename InputIterator , typename RandomAccessIterator > </td></tr>
<tr class="memitem:aa4bb50f1316535307313fcb14415a5df"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#aa4bb50f1316535307313fcb14415a5df">inverse_transform</a> (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const</td></tr>
<tr class="memdesc:aa4bb50f1316535307313fcb14415a5df"><td class="mdescLeft"> </td><td class="mdescRight">Inverse FFT transform. <a href="class_quant_lib_1_1_fast_fourier_transform.html#aa4bb50f1316535307313fcb14415a5df">More...</a><br /></td></tr>
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static std::size_t </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#a52f3db7d80c4e276e8aad3336e5e5040">min_order</a> (std::size_t inputSize)</td></tr>
<tr class="memdesc:a52f3db7d80c4e276e8aad3336e5e5040"><td class="mdescLeft"> </td><td class="mdescRight">the minimum order required for the given input size <br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>FFT implementation. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a663fb0167cc4da1c0980ec9bbc4085a8"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a663fb0167cc4da1c0980ec9bbc4085a8">◆ </a></span>transform()</h2>
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<td class="memname">void transform </td>
<td>(</td>
<td class="paramtype">InputIterator </td>
<td class="paramname"><em>inBegin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">InputIterator </td>
<td class="paramname"><em>inEnd</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">RandomAccessIterator </td>
<td class="paramname"><em>out</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td> const</td>
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<p>FFT transform. </p>
<p>The output sequence must be allocated by the user </p>
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<a id="aa4bb50f1316535307313fcb14415a5df"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aa4bb50f1316535307313fcb14415a5df">◆ </a></span>inverse_transform()</h2>
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<td class="memname">void inverse_transform </td>
<td>(</td>
<td class="paramtype">InputIterator </td>
<td class="paramname"><em>inBegin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">InputIterator </td>
<td class="paramname"><em>inEnd</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">RandomAccessIterator </td>
<td class="paramname"><em>out</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td> const</td>
</tr>
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<p>Inverse FFT transform. </p>
<p>The output sequence must be allocated by the user. </p>
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