Matrex is mostly for linear algebra and such. Numerix is probably the closest to a “math and statistics” Elixir has currently (that I know of). So I’d ported Numerix to Matrex, and added a few extras (like the FFT).
See matrex_numerix/test/fft_test.exs at master · elcritch/matrex_numerix · GitHub for how to use it. It should be back-portable to Numerix or Nx. Note it’s probably not fast.
Note, the to_freq_and_amplitude is important to put the data in a recognizable frequency power form.
MatrexNumerix currently uses a forked version of Matrex that supports vectors (aka rank 1 tensors).
The FFT in theory should be portable to Nx as well.
