border
border

Final Answers
© 2000-2021 Gérard P. Michon, Ph.D.

Discrete Fourier Transforms

Joseph Fourier 1768-1830 Michon

Related articles on this site:

FFT, divide & conquer algorithm (1:20:51) Erik Demaine (MIT 6.046J, 2015).
FFT: Most Ingenious Algorithm Ever? (28:22) by Reducible (2020年11月14日).

border
border

Discrete Fourier Transforms


(2008年11月03日) Discrete Fourier Transform (DFT)
The Discrete Fourier Transform can be defined as a unitary involution.

Let N be a positive integer (for convenience, N is often a power of 2). Let w be a primitive N-th root of unity, like w = exp ( - 2pi / N ). We have:

wN = 1 ( and wk = 1 <=> N | k ) 0 = N-1 w k
å
k = 0

Two sequences of N complex numbers (X0 ... XN-1 ) and (Y0 ... YN-1 ) are Fourier transforms of each other when the following relation holds:

Discrete Fourier Transform (as a unitary involution)
Ym =
1
vinculum
space
vinculum
Ö N
[ N-1 w km X k ]*
å
k = 0

This definition may not be the simplest one (see below) but it's arguably the best theoretical one... The DFT so defined is an involution (i.e., it's its own inverse):

Xm =
1
vinculum
space
vinculum
Ö N
[ N-1 w km Yk ]*
å
k = 0

It is also unitary. The counterpart of Parseval's Theorem is coefficient-free:

å | Yk |2 = å | X k |2

One popular competing way to define the DFT retains only the square bracket and forgoes the overall coefficient and the complex conjugation. This yields a bare finite Fourier transform (BFFT or barefoot ) which is neither unitary nor involutive but can be simpler to compute (especially in a recursive context):

Z m = N-1 w km X k
å
k = 0

(2015年05月27日) Discrete Cosine Transform (DCT)
At the heart of the JPEG lossy compression algorithm.

JPEG compression (7:17 15:11) by Mike Pound, image analyst (Computerphile, 2015年04月21日).

border
border
visits since January 10, 2009
(c) Copyright 2000-2021, Gerard P. Michon, Ph.D.

AltStyle によって変換されたページ (->オリジナル) /