sak Joined 8/16/09 Messages 84 Points 18 9/25/11 #1 Is anyone aware of any such implementation already available in any library of C or C++?
D C Grad Student Joined 3/29/10 Messages 187 Points 28 9/26/11 #3 here's what a search on stackoverflow produces: http://stackoverflow.com/questions/tagged/fft c++ and Wilmott http://www.wilmott.com/messageview.cfm?catid=10&threadid=43058
here's what a search on stackoverflow produces: http://stackoverflow.com/questions/tagged/fft c++ and Wilmott http://www.wilmott.com/messageview.cfm?catid=10&threadid=43058