Revised code would be
int main(.....)
{
vector<double>pdf_vector;
//read data from file and put it in pdf_vector.
vector<double>all_vector;
Mat dft_input_vector(pdf_vector);
Mat dft_output_vector;
dft(dft_input_vector, dft_output_vector);

for(i=0;i<pdf_vector.size ();i++)
{
for(j=0;j<1;j++)
{
all_vector.push_back (dft_output_vector.at <double>(i,j));
}
}

.................
}