I need to perform a Fast Fourier Transformation on a dataset I have in C/C++. I'm an experienced programmer but not mathematician and am unsure how to translate the mathematical notion I find on the subject in to computer code. Any general advice on this matter would also be appreciated.
Need example of an FFT algorithm in C/C++?
http://www.mathtools.net/C_C__/FFT/
http://www.ddj.com/cpp/199500857
Reply:Don't reinvent the wheel. Use a ready to go library like
http://www.fftw.org/
One does not have to be a mathematician to use FFT. It does help, though, to understand what an FFT does and what it does not. If what you really need is spectral analysis on non-periodic data (like most people), an FFT alone won't do. You also need to consider the use of at least a proper windowing function or your results will have some very serious errors! And even windowing might not do exactly what you want. But I would have to know details about your problem to give any more detailed advice.
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