function y = idft(x) % Copyright (c) 2001-2009 by Ales Cerny %-------------------------------------------------------------------- % idft computes the inverse discrete Fourier transform, see eq (7.13) % idft requires the order of n^2 operations where n = length(x) %-------------------------------------------------------------------- %************************************************************************% % idft.m - supplementary program to % % Ales Cerny (2009) Mathematical Techniques in Finance (2nd ed.) % % Princeton University Press http://press.princeton.edu/titles/9079.html % %************************************************************************% % This code is provided 'as-is', without any express or implied warranty. % % Permission is granted to anyone to use this code for any purpose, % subject to the following restrictions: % % 1. The origin of this code must not be misrepresented; you must not % claim that you wrote the original code. % 2. Modified code versions must be plainly marked as such, and must not % be misrepresented as being the original code. % 3. This notice may not be removed from any source distribution. % NOTICE TO STUDENTS: To avoid accusations of plagiarism, if you use this % code or its modifications in assessed work you should prepend it with a % note stating: % "This is the original/modified version of the code idft.m by % Ales Cerny (2009), Mathematical Techniques in Finance (2nd ed.), % Princeton University Press. The original version is available from % http://www.martingales.info/mtfweb2". % A similar acknowledgement should appear prominently inside your written % report. if size(x,1)==1 y=goertzel(revc(x')')/length(x); else y=goertzel(revc(x))/length(x); end