README.md

Convolution Algorithms

[Def. 1.1]
$$(x*h) [n] = y[n] = \sum_{k=0}^{|h| - 1}h[k] \cdot x[n - k]$$

What algorithms are most time efficient for computing the convolution
(according to Def. 1.1) of two time-series on a modern machine and in
which scenarios do they perform best? [1]

Algos:

• Output-side algorithm $\rightarrow O(|y| \cdot |h|) = O(|x| \cdot |h| + |h|^2)$
  let $n > |x|, |h| \rightarrow O(n^2)$
• Input-side algorithm $\rightarrow O(|x| \cdot |h|)$
  let $n > |x|, |h|\rightarrow O(n^2)$
• FFT convolution $\rightarrow O(|x| \log{|x|} + |h| \log{|h|})$
• OLA FFT $\rightarrow O(k \cdot |n| \log{|n|})$ where k is the number of frames and |n| is the frame size

[1] N. Ghidirimschi, Convolution Algorithms for interger data types, University of Groningen, 2021