\HeaderA{fft}{Fast Discrete Fourier Transform}{fft}
\aliasA{mvfft}{fft}{mvfft}
\keyword{math}{fft}
\keyword{dplot}{fft}
\begin{Description}\relax
Performs the Fast Fourier Transform of an array.
\end{Description}
\begin{Usage}
\begin{verbatim}
fft(z, inverse = FALSE)
mvfft(z, inverse = FALSE)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{z}] a real or complex array containing the values to be
transformed.
\item[\code{inverse}] if \code{TRUE}, the unnormalized inverse transform is
computed (the inverse has a \code{+} in the exponent of \eqn{e}{},
but here, we do \emph{not} divide by \code{1/length(x)}).
\end{ldescription}
\end{Arguments}
\begin{Value}
When \code{z} is a vector, the value computed and returned by
\code{fft} is the unnormalized univariate Fourier transform of the
sequence of values in \code{z}.
When \code{z} contains an array, \code{fft} computes and returns the
multivariate (spatial) transform.  If \code{inverse} is \code{TRUE},
the (unnormalized) inverse Fourier transform is returned, i.e.,
if \code{y <- fft(z)}, then \code{z} is
\code{fft(y, inverse = TRUE) / length(y)}.

By contrast, \code{mvfft} takes a real or complex matrix as argument,
and returns a similar shaped matrix, but with each column replaced by
its discrete Fourier transform.  This is useful for analyzing
vector-valued series.

The FFT is fastest when the length of the series being transformed
is highly composite (i.e., has many factors).  If this is not the
case, the transform may take a long time to compute and will use a
large amount of memory.
\end{Value}
\begin{References}\relax
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)
\emph{The New S Language}.
Wadsworth \& Brooks/Cole.

Singleton, R. C. (1979)
Mixed Radix Fast Fourier Transforms,
in \emph{Programs for Digital Signal Processing},
IEEE Digital Signal Processing Committee eds.
IEEE Press.
\end{References}
\begin{SeeAlso}\relax
\code{\LinkA{convolve}{convolve}}, \code{\LinkA{nextn}{nextn}}.
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
x <- 1:4
fft(x)
fft(fft(x), inverse = TRUE)/length(x)
\end{ExampleCode}
\end{Examples}

