The walsh-Hadamard transform is similar to fourier transform but works with square waves instead of sinewaves, which I find very interesting. I discovered it in Curtis Road's fantastic book "The Computer Music Tutorial" and since then got obsessed with it.
One big advantage of the Fast Walsh Hadamard Transform, is that it's much faster to compute than FFT since it only works with real numbers.
So I made this patch to demonstrate the idea with filtering. The core of it is based on a C code I found here: https://github.com/bvssvni/fwht/blob/master/fwht.c
This is just proof of concept. I'd love to make it real time but don't quite know how. Anybody?
I think this deserves a pair external that could be used like [rfft~] and [rifft~].
The C code for the algorithm is actually quite simple. I just don't know how to do all the wrapping.