Geology Reference
In-Depth Information
In its most elementary form, the fast Fourier transform (FFT) algorithm takes the
data length to be an integral power of two, so that N
2 m , where m is an integer.
=
The DFT (2.167) may be expressed as
N 1
x j W kj
G
=
,
(2.169)
k
j = 0
with W = e i 2 N . The sequence x j
is then divided into two new sequences
y = x 2 and z = x 2 + 1 , with =
0,1,..., N /2
1. Each of the new sequences,
y =
( x 1 , x 3 ,..., x N 1 ), is half as long and may be regarded
as having double the sample interval of the original sequence, with DFTs
( x 0 , x 2 ,..., x N 2 )and z
=
N /2 1
N /2 1
0 y W 2 k and C k
z W 2 k , k
B k
=
=
=
0,1,..., N /2
1. (2.170)
=
=
0
Expression (2.169) may then be rewritten as
N /2 1
y W 2 k
z W k (2 + 1)
G
=
+
(2.171)
k
=
0
or
W k C k , k
G k =
B k +
=
0,1,..., N /2
1.
(2.172)
This provides the first half of the desired DFT. To obtain the second half, we sub-
stitute k
+
N /2for k in (2.170) to get
= 0 y W 2( k + N /2)
= 0 y W 2 k
N /2 1
N /2 1
B k + N /2
=
=
=
B k ,
(2.173)
N /2 1
N /2 1
z W 2( k + N /2)
z W 2 k
C k + N /2
=
=
=
C k .
(2.174)
= 0
= 0
Thus, again substituting k
+
N /2for k in (2.172), we find that
W k + N /2 C k + N /2
W k C k , k
G k + N /2
=
B k + N /2
+
=
B k
=
0,1,..., N /2
1, (2.175)
giving the second half of the DFT.
The DFT of the full sequence x j is then found from the DFTs of the two half-
length sequences x j andy j . The decimation to half-length sequences can be contin-
ued until we have only two-length sequences to transform. For N
2 m , m
=
=
log 2 N ,
m successive DFTs are required, each involving 2 m
2log 2 N complex multiplic-
ations for each frequency index of which there are N , for a total of 2 N log 2 N .
Direct calculation takes N 2 complex multiplications for a relative speed ratio of
N /2 m . Even for moderately long sequences with N
=
=
1024, direct calculation is
1024/20
=
51.2 times slower.
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