Using the Fast Fourier Transform

Introduction

In this tutorial series, we will cover the basics of FFTs. Importantly, we will discuss the usual nitty-gritty of FFTs: coefficient orders, normalization constants, and aliasing.

In subsequent posts in this tutorial, we will illustrate some applications of FFTs, like convolution, differentiation and interpolation.

The example codes in this tutorial will be given in Julia. However, it should be easy to port this tutorial to other programming languages.