differences between all the FFTs?

Wikipedia lists a lot of FFT algorithms:

Cooley–Tukey FFT algorithm, Prime-factor FFT algorithm, Bruun's FFT algorithm, Rader's FFT algorithm, and Bluestein's FFT algorithm http://en.wikipedia.org/wiki/Fast_Fourier_transform

What are the pros and cons of each algorithms? And which one do you prefer?

[Matt Kindig]

This is not a Matlab question.

[jon]

You can't do FFT with matlab? What a sham!

[Matt Kindig]

Of course you can do fft with Matlab, using the fft() function. However, your question was a comparison of algorithms, which is not a Matlab question.

For what it's worth, you can learn more about the particular algorithm used by Matlab in the fft() documentation, under "Algorithm", at

doc fft

It seems that several of the algorithms that you named are all used by Matlab at various points in the computation.

[Matt Kindig]

Alternatively, you can program any of these FFT algorithms yourself using Matlab. However, how to implement a particular FFT into Matlab is a very different question than your question, which is more of an opinion about the different algorithms.