Numerical Analysis II
The Fast Fourier Transform (FFT) is an efficient algorithm to compute the Discrete Fourier Transform (DFT) and its inverse. By reducing the complexity from $O(N^2)$ to $O(N \log N)$, it allows for rapid frequency analysis and manipulation of signals. This algorithm plays a crucial role in various applications, including digital signal processing and image analysis, by enabling quicker calculations of frequency components in data sets.
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