Fast Column-wise Convolution of a Matrix

Use the Fast Fourier Transform to perform convolutions between a sequence and each column of a matrix.

convolve2D(x, y, conj = TRUE, type = c("circular", "open"))

Arguments

x	\(M{\times}N\) matrix.
y	numeric sequence of length \(N\).
conj	logical; if TRUE, take the complex conjugate before back-transforming (default, and used for usual convolution).
type	character; one of circular, open (beginning of word is ok). For circular, the two sequences are treated as circular, i.e., periodic. For open and filter, the sequences are padded with zeros (from left and right) first; filter returns the middle sub-vector of open, namely, the result of running a weighted mean of x with weights y.

Details

This is a corrupted version of convolve made by replacing fft with mvfft in a few places. It would be nice to submit this to the R Developers for inclusion.

See also

convolve

Author

Brandon Whitcher