Statistics.Transform

Fourier-related transformations of mathematical functions.

These functions are written for simplicity and correctness, not speed. If you need a fast FFT implementation for your application, you should strongly consider using a library of FFTW bindings instead.

Type synonyms

type CD = Complex Double

Discrete cosine transform

dct :: Vector Double -> Vector Double

Discrete cosine transform (DCT-II).

dct_ :: Vector CD -> Vector Double

Discrete cosine transform, with complex coefficients (DCT-II).

idct :: Vector Double -> Vector Double

Inverse discrete cosine transform (DCT-III).

idct_ :: Vector CD -> Vector Double

Inverse discrete cosine transform, with complex coefficients (DCT-III).

Fast Fourier transform

fft :: Vector CD -> Vector CD

Radix-2 decimation-in-time fast Fourier transform.

ifft :: Vector CD -> Vector CD

Inverse fast Fourier transform.