Reputation: 3451
Does anyone know which algorithm is used in Julia to perform the fast Fourier transform? The documentation only says:
...
A one-dimensional FFT computes the one-dimensional discrete Fourier transform (DFT) as defined by
\operatorname{DFT}(A)[k] =
\sum_{n=1}^{\operatorname{length}(A)}
\exp\left(-i\frac{2\pi
(n-1)(k-1)}{\operatorname{length}(A)} \right) A[n].
...
In particular, I have a discrepancy in my transformed data, i.e. this transformed data is "shifted" a phase of I think pi
. Is there a convention to fix this global phase?
EDIT: Perhaps it's worth saying that if I perform the inverse fft, then the discrepancy in the phase is corrected.
Upvotes: 0
Views: 853
Reputation: 6086
Julia uses the FFTW library, I believe, which uses several variants of the Cooley-Tukey algorithm, as described in the reference below.
http://www.fftw.org/fftw-paper-ieee.pdf
Upvotes: 1