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Fast Convolution

Syntax

convolve(a, b, conj=false)

Arguments

a,b the sequences to be convolved.
conj logical, if true the forward transform of b is conjugated before back-transformation.

Description

convolve uses the Fast Fourier Transform to compute the convolution of the sequences given as its arguments.

Complex conjugation is useful when computing autocovariances and autocorrelations by fast convolution.

References

Brillinger, D. R. (1981). Time Series: Data Analysis and Theory, Second Edition. San Francisco: Holden-Day.

See Also

fft, nextn.