<algorithm> (FFT) An algorithm for computing the Fourier transform of a set of discrete data values. Given a finite set of data points, for example a periodic sampling taken from a real-world signal, the FFT expresses the data in terms of its component frequencies. It also solves the essentially identical inverse problem of reconstructing a signal from the frequency data.
The FFT is a mainstay of numerical analysis. Gilbert Strang described it as "the most important algorithm of our generation". The FFT also provides the asymptotically fastest known algorithm for multiplying two polynomials.
Versions of the algorithm (in C and Fortran) can be found on-line from the GAMS server here (http://gams.nist.gov/cgi-bin/gams-serve/class/J1.html).
["Numerical Methods and Analysis", Buchanan and Turner].