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By contrast, \code{mvfft} takes a real or complex matrix as argument,
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By contrast, \code{mvfft} takes a real or complex matrix as argument,
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and returns a similar shaped matrix, but with each column replaced by
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and returns a similar shaped matrix, but with each column replaced by
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its discrete Fourier transform. This is useful for analyzing
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its discrete Fourier transform. This is useful for analyzing
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vector-valued series.
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vector-valued series.
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The FFT is fastest when the length of of the series being transformed
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The FFT is fastest when the length of the series being transformed
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is highly composite (i.e., has many factors). If this is not the
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is highly composite (i.e., has many factors). If this is not the
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case, the transform may take a long time to compute and will use a
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case, the transform may take a long time to compute and will use a
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large amount of memory.
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large amount of memory.
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}
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}
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\references{
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\references{
|