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An N-point DFT is expressed as the multiplication =, where is the original input signal, is the N-by-N square DFT matrix, and is the DFT of the signal. The transformation matrix W {\displaystyle W} can be defined as W = ( ω j k N ) j , k = 0 , … , N − 1 {\displaystyle W=\left({\frac {\omega ^{jk}}{\sqrt {N}}}\right)_{j,k=0,\ldots ,N-1 ...
The choice of eigenvectors of the DFT matrix has become important in recent years in order to define a discrete analogue of the fractional Fourier transform—the DFT matrix can be taken to fractional powers by exponentiating the eigenvalues (e.g., Rubio and Santhanam, 2005).
An circulant matrix takes the form = [] or the transpose of this form (by choice of notation). If each is a square matrix, then the matrix is called a block-circulant matrix.. A circulant matrix is fully specified by one vector, , which appears as the first column (or row) of .
The discrete Fourier transform is defined by a specific Vandermonde matrix, the DFT matrix, where the are chosen to be n th roots of unity. The Fast Fourier transform computes the product of this matrix with a vector in O ( n log 2 n ) {\displaystyle O(n\log ^{2}n)} time. [ 9 ]
One can ask whether the DFT matrix is unitary over a finite field. If the matrix entries are over F q {\displaystyle F_{q}} , then one must ensure q {\displaystyle q} is a perfect square or extend to F q 2 {\displaystyle F_{q^{2}}} in order to define the order two automorphism x ↦ x q {\displaystyle x\mapsto x^{q}} .
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The development of fast algorithms for DFT was prefigured in Carl Friedrich Gauss's unpublished 1805 work on the orbits of asteroids Pallas and Juno.Gauss wanted to interpolate the orbits from sample observations; [6] [7] his method was very similar to the one that would be published in 1965 by James Cooley and John Tukey, who are generally credited for the invention of the modern generic FFT ...