user2820579
user2820579

Reputation: 3451

About the fft function

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

Answers (1)

Bill
Bill

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

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