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Fast Walsh-Hadamard transform

The fast Walsh-Hadamard transform algorithm is similar to the Cooley-Tukey algorithm used for the FFT. Both use a butterfly structure to determine the transform coefficients. See the references for details.

[1] Beauchamp, Kenneth G. *Applications of Walsh and
Related Functions: With an Introduction to Sequency Theory*. London: Academic
Press, 1984.

[2] Beer, Tom. “Walsh Transforms.” *American
Journal of Physics*. Vol. 49, 1981, pp. 466–472.