[PYTHON MATRIX-SIG] autocorrelation functions?

[Konrad Hinsen]

> Isn't the O(n^2) operation of autocorrelation mathematically
> equivalent to the O(n ln n) auto-convolution operation?
> 
>     ac(x)=inverse_fft(fft(x)^2)

Almost. The difference between convolution and correlation is
a conjugation: 
  xfft = fft(x)
  inverse_fft(xfft*conjugate(xfft))
(untested, as always).

Konrad.
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Konrad Hinsen                          | E-Mail: hinsen@ibs.ibs.fr
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