DCL:MATH2:FFTLIB: Fast Fourier Transformation: Explanation of Subroutines
Performs Fourier transformation on cyclic floating-point data: RFFTI initializes; RFFTF performs forward Fourier transformation; and RFFTB performs inverse Fourier transformation.
When N is even, N' = N/2-1, and when N is odd, N'' = (N -1)/2.
Forward transformation is defined as follows:
However, note that when N is even,
Inverse transformation is defined as follows:
When N is even,
When N is odd,
CALL RFFTI(N,WSAVE)
CALL RFFTF(N,R,WSAVE)
CALL RFFTB(N,R,WSAVE)
N (I) Length of data to process WSAVE (R) Working array: must have a length of at least 2N+15. R (R) Floating-point array for processing. It is both the input and output parameter. (See above definition.)