1. A method of performing real to analytic fast convolution on a real input block and a set of real Finite Impulse Response (FIR) coefficients to generate a complex output vector, said method comprising: performing a first Fast Fourier Transformation (FFT) on said real input block; performing a second FFT on said set of FIR coefficients; multiplying the results of said second FFT element by element with the frequency response of an ideal real to analytic transform to form a first product; multiplying the results of said first FFT element by element with said first product to yield a second product; performing an Inverse Fast Fourier Transformation (IFFT) on the results of said second product to generate the complex output vector; and forming a first real output block from the real portion of said output vector.