Understanding the FFT algorithm
posted Tue 7 Jun 2016 by Michael Galloy under PythonGreat post examining some of the reasons why the FFT algorithm is so fast compared to a naive implementation
The goal of this post is to dive into the Cooley-Tukey FFT algorithm, explaining the symmetries that lead to it, and to show some straightforward Python implementations putting the theory into practice. My hope is that this exploration will give data scientists like myself a more complete picture of what’s going on in the background of the algorithms we use.