Correlation

Convolution, Correlation, and the FFT

Posted on by Paul Shirkey
Most scientists and programmers understand the basic implementation details of their chosen math library. However, when algorithms are ported from one library to another, problems are hard to avoid. This seems to be particularly so when dealing with convolutions, correlations and the FFT - fundamental building blocks in many areas of computation. Frequently the theoretical concepts are clear, b...
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Convolution in CenterSpace’s NMATH 4.0

Posted on by Paul Shirkey
Convolution is a fundamental operation in data smoothing and filtering, and is used in many other applications ranging from discrete wavelet transform's to LTI system theory. NMath supports a high performance, forward scaling set of convolution classes that support both complex and real data. These classes will scale in performance in proportion to the number of processing cores - eliminating co...
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