Now let's look at how we can do some basic fast Fourier transforms (FFT) with cuFFT. First, let's briefly review what exactly a Fourier transform is. If you have taken an advanced Calculus or Analysis class, you might have seen the Fourier transform defined as an integral formula, like so:
What this does is take f as a time domain function over x. This gives us a corresponding frequency domain function over "ξ". This turns out to be an incredibly useful tool that touches virtually all branches of science and engineering.
Let's remember that the integral can be thought of as a sum; likewise, there is a corresponding discrete, finite version of the Fourier Transform called the discrete Fourier transform (DFT). This operates on vectors of a finite length and allows them to be analyzed or modified in the frequency...