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Added allocation-free correlation #39

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@djohn134 djohn134 commented Nov 4, 2023

Updated src/correlations.jl to include correlation plans and allocation-free correlations using buffers, similar to what was already present for convolutions in src/convolutions.jl

end

function p_ccorr_aux(P, P_inv, u, v_ft)
return (P_inv.p * ((P * u) .* conj(v_ft) .* P_inv.scale))
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please use conj.(v_ft). That should avoid some allocations.

@roflmaostc
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Thanks for adding this.

We need to do a couple of things before we can merge :)

  • some tests to verify the implementation, see how we test conv and similar ones
  • docstrings similar to conv-

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