Re-posted from: http://www.youtube.com/watch?v=1iBLaHGL1AM&feature=youtube_gdata
Julia provides a built-in interface to the FFTW (http://www.fftw.org/) library. This session demonstrates the Julia’s signal processing (http://docs.julialang.org/en/release-0.1/stdlib/base/#signal-processing) capabilities, such as FFTs and DCTs. Also see the Hadamard (https://github.com/stevengj/Hadamard.jl) package.