8. Fast Fourier Transform#

a wave being downsampled into its even and odd sub-sequences

In this brief chapter, we’ll see one of the most common methods for accelerating the computation of the Discrete Fourier Transform (DFT). The term “Fast Fourier Transform” (FFT) is often applied colloquially to mean any algorithm which computes the DFT more efficiently than the naive algorithm we described in Chapter 5. Because FFTs are so common in practice, completely supplanting naive DFT implementations, many people use the terms “FFT” and “DFT” interchangeably, but they are not the same thing!

Tip

An FFT is a fast algorithm for computing the DFT.

It is not a separate transform!

More specifically, in this chapter we will see the so-called “radix-2 Cooley-Tukey” algorithm.

Before that, we’ll first need to clearly state what we mean by efficiency, and analyze the naive DFT method to get a sense of what the baseline is.