# Difference between revisions of "Fast Fourier transform"

The fast Fourier transform (FFT) is an algorithm to compute the discrete Fourier transform of a vector in time $O(nlog(n))$ , where a naive implementation achieves only $O(n^{2})$ time. APL implementations of the fast Fourier transform began appearing as early as 1970, with an 8-line implementation by Alan R. Jones published in APL Quote-Quad.

A Fourier Transform (FFT) is a method of calculating the frequency components in a data set — and the inverse FFT converts back from the frequency domain — 4 applications of the FFT rotates you round the complex plane and leaves you back with the original data.

## Implementations

### APLX

This FFT code is implemented with the Cooley–Tukey FFT algorithm by dividing the transform into two pieces of size `N÷2` at each step. It will run under APLX.

This is as given in Robert J. Korsan's article in APL Congress 1973, p 259-268, with just line labels and a few comments added.

• X and Z are two-row matrices representing the input and output real and imaginary data. The data length must be `2*N` (N integer), and the algorithm will cope with varying N, unlike many DSP versions which are for fixed N.
• Zero frequency is at `Z[1;]`, maximum frequency in the middle; from there to `¯1↑ Z` are negative frequencies. i.e. for an input Gaussian they transform a 'bath-tub' to a 'bath-tub'.
• This is an elegant algorithm, and works by transforming the input data into an array of 2×2 FFT Butterflies.
```    Z←fft X;N;R;M;L;P;Q;S;T;O
⍝
⍝ Apl Congress 1973, p 267. Robert J. Korsan.
⍝
⍝ Restructure as an array of primitive 2×2 FFT Butterflies
X←(2,R←(M←⌊2⍟N←¯1↑⍴X)⍴2)⍴⍉X
⍝ Build sin and cosine table :
Z←R⍴⍉2 1∘.○○(-(O←?1)-⍳P)÷P←N÷2
⍝
Q←⍳P←M-1+L←0
T←M-~O
loop:→(M≤L←L+1)⍴done
X←(+⌿X),[O+¯0.5+S←M-L](-/Z×-⌿X),[O+P-0.5]+/Z×⌽-⌿X
Z←(((-L)⌽Q),T)⍉R⍴((1+P↑(S-1)⍴1),2)↑Z
→loop
done:Z←⍉(N,2)⍴(+⌿X),[O-0.5]-⌿X
```

### Dyalog APL

FFT appears in dfns.dws, a workspace supplied with Dyalog APL, in the context of fast multi-digit multiplication. Extracted from there, it is there defined as:

```roots←{×\1,1↓(⍵÷2)⍴¯1*2÷⍵}
cube←{⍵⍴⍨2⍴⍨2⍟⍴⍵}
floop←{(⊣/⍺)∇⍣(×m)⊢(+⌿⍵),[m-0.5]⍺×[⍳m←≢⍴⍺]-⌿⍵}
FFT←{,(cube roots⍴⍵)floop cube ⍵}
```