Information Technology Reference
In-Depth Information
Then f r ,the r th component of F n ( a ) ,isdefinedas
n− 1
f r = p ( ω r )=
a k ω rk
(6.22)
k = 0
This computation is equivalent to the following matrix-vector multiplication:
F n ( a )=[ w ij ]
×
a
(6.23)
where [ ω ij ] is the n
n Vandermonde matrix whose i , j entry is ω ij ,0
×
i , j
n
1, and
a is treated as a column vector.
The n -point inverse discrete Fourier transform F 1
: R n
R n
is defined as the values
n
of the following polynomial q ( x ) at the inverse n th roots of unity:
q ( x )=( f 0 + f 1 x + f 2 x 2 +
+ f n− 1 x n− 1 ) /n
···
(6.24)
That is, the inverse DFT maps an n -tuple f to an n -tuple g ,namely, F n ( f )= g ,where g s
is defined as follows:
n− 1
g s = q ( ω −s )= 1
n
f l ω −ls
(6.25)
l = 0
This computation is equivalent to the following matrix-vector multiplication:
F n ( f )= 1
n ω −ij
×
f
Because of the following lemma it is legitimate to call F 1
the inverse of F n .
n
LEMMA 6.7.3 For all a ∈ R n , a = F n ( F n ( a )) .
Proof Let f = F n ( a ) and g = F n ( f ) .Then g s satisfies the following:
n
n
n
1
1
1
g s = 1
n
f l ω −ls = 1
n
a k ω ( k−s ) l
l = 0
l = 0
k = 0
n
n
1
1
1
n
ω ( k−s ) l
=
a k
k = 0
l = 0
= a s
The second equation results from a change in the order of summation. The last follows
from the definition of n th roots of unity. It follows that the matrix [ ω −ij /n ] is the inverse
of [ ω ij ] .
The computation of the n -point DFT and its inverse using the naive algorithms suggested
by their definitions requires O ( n 2 ) steps. Below we show that a fast DFT algorithm exists for
which only O ( n log n ) steps suffice.
 
Search WWH ::




Custom Search