hadamard-example.h

// Use like `Hadamard<8>::inPlace(data)` - size must be a power of 2
template<int size>
struct Hadamard {
	static inline void inPlace(double * data) {
		if (size <= 1) return;
		constexpr int hSize = size/2;

		// Two Hadamards of half the size
		Hadamard<hSize>::inPlace(data);
		Hadamard<hSize>::inPlace(data + hSize);

		for (int i = 0; i < hSize; ++i) {
			double a = data[i];
			double b = data[i + hSize];
			data[i] = (a + b);
			data[i + hSize] = (a - b);
		}
	}

	// Scaling factor required to make it orthogonal
	static Sample normFactor() {
		return sqrt(1.0/size);
	}
};