Fast Hadamard Transform
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                 Key: MATH-215
                 URL: https://issues.apache.org/jira/browse/MATH-215
             Project: Commons Math
          Issue Type: New Feature
    Affects Versions: 1.2, 1.1, 1.0
            Reporter: Daniel Kuan


To date, the mathematical transforms package of Commons Maths, 
org.apache.commons.math.transform, only contains implementations for the 
Fourier, Sine, and Cosine transforms.

This issue serves to propose and track the creation of an implementation for 
the Hadamard transform.



Definition of the hadamard transform:
http://en.wikipedia.org/wiki/Hadamard_transform#Definition

Unfortunately, Mathworld does not provide a very detailed definition.
http://mathworld.wolfram.com/HadamardTransform.html

An elegant algorithm for the fast hadamard transform can be found here:
http://www.archive.chipcenter.com/dsp/DSP000517F1.html


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