C# code snippet below is an illustration of the Cooky-Turkey
algorithm, the performance may suck when processing huge datasets, but you can use arrays of double instead of arrays of complex number structure to reduce the performance impact by object initializations and method invocations(overloaded operators).
Furthermore, you can use "Butterfly" computation(
http://www.cmlab.csie.ntu.edu.tw/cml/dsp/training/coding/transform/fft.html) to gain a much better performance.
private Complex[] FFT(Complex[] input,bool invert)
{
if (input.Length == 1)
{
return new Complex[] { input[0] };
}
int length = input.Length;
int half = length / 2;
Complex[] result = new Complex[length];
double fac = -2.0 * Math.PI / length;
if (invert)
{
fac = -fac;
}
Complex[] evens = new Complex[half];
for (int i = 0; i < half; i++)
{
evens[i] = input[2 * i];
}
Complex[] evenResult = FFT(evens,invert);
Complex[] odds = evens;
for (int i = 0; i < half; i++)
{
odds[i] = input[2 * i + 1];
}
Complex[] oddResult = FFT(odds,invert);
for (int k = 0; k < half; k++)
{
double fack = fac * k;
Complex oddPart = oddResult[k] * new Complex(Math.Cos(fack), Math.Sin(fack));
result[k] = evenResult[k] + oddPart;
result[k + half] = evenResult[k] - oddPart;
}
return result;
}