I have to process vectors through a Hadamard matrix of order N.
If N is a power of 2, I can use the Fast Walsh–Hadamard transform; but if N is not a power of two (for instance, N=12), it is not possible, however i would like to avoid the direct matrix product.
Is there any generalization of the Fast Walsh–Hadamard transform for N ≠ 2^k
? Thanks.