On Tuesday, March 4, 2014 3:38:15 AM UTC-8, Oliver Lylloff wrote: > > Hello all, > > Is anyone aware of a linear convolution implementation? >
Not clear what you want but if it is to convolve a kernel with a longer stream you are looking for an implementation of overlap-add or overlap-save fast convolution which uses fft internally to accomplish fast. I am not savvy enough with the Julia ecosystem to know if that exists or what it would be called but is not at all hard to implement. Wikipedia covers it pretty well and has pseudo-code for it. http://en.wikipedia.org/wiki/Overlap_add If all you want is to see the linear extension of convolving one kernel by another just zero extend both to the sum of the two lengths and then fft each, element by element complex multiply them, and ifft.
