I would like to suggest an addition of the fast hadamard transform to the
following package:

org.apache.commons.math.transform

The class would be called:

FastHadamardTransformer


*1. A concise description of the new feature/enhancement.*

The new feature will implement the fast hadamard transform.

*2. References to definitions and algorithms.*

Definition of the hadamard transform:
http://en.wikipedia.org/wiki/Hadamard_transform#Definition

Unfortunately, Mathworld does not provide a very detailed definition.
http://mathworld.wolfram.com/HadamardTransform.html

An elegant algorithm for the fast hadamard transform can be found here:
http://www.archive.chipcenter.com/dsp/DSP000517F1.html

*3. Some indication of why the addition/enhancement is practically useful.*

The hadamard transform has applications in signal processing and data
compression.

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