Comparison of SpFFT and FFTW3 library

The Fourier transform (FT) is one of the most used algorithm in signal processing across different sectors. Some of these applications are time critical and requires to perform the Fourier transformation as fast as possible. This brings us to different approaches in the Fourier transform computation. Widely used approach of computation the discrete Fourier transform (DFT) is the fast Fourier transform, which provides efficient way on signal processing. However, in the era of big data and real-time applications is necessary to compute the discrete Fourier transform even faster. Most of large signals contains only few frequency coefficients. This fact is used by the Sparse Fourier transform, that performs well on this kind of signals. We will compare library for computation of the Fast Fourier transform and for computation of the Sparse Fourier transform. We will compare these two libraries on different types and sizes of input signals.