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algorithm (FFT) An algorithm for computing the Fouriertransform 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.
["Numerical Methods and Analysis", Buchanan and Turner].
(1994-11-09)