IMSL Mathematics Reference Guide
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Transforms
Transforms
This section contains the following topics:
FFTCOMP Function (PV-WAVE Advantage)
—Real or complex FFT.
FFTINIT Function (PV-WAVE Advantage)
—Real or complex FFT initialization.
CONVOL1D Function (PV-WAVE Advantage)
—Compute discrete convolution.
CORR1D Function (PV-WAVE Advantage)
—Compute discrete correlation.
LAPLACE_INV Function (PV-WAVE Advantage)
—Approximate inverse Laplace transform of a complex function.
Version 2017.0
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