Graphics Reference
In-Depth Information
It then turns out that for a continuous L 2 function f satisfying f ( 2 )= f (
1
2 ) ,
f ( x )=
k
c k e k ( x ) ,
(18.47)
that is, computing the inner product of f with each basis element e k lets us write
f as a linear combination of the e k 's. This is exactly analogous to the situation in
R 3 , where a vector is the sum of its projections onto the three coordinate axes. The
only difference here is that the sum is infinite, and so a proof is needed to establish
that it converges.
The Fourier transform of f is now defined to be the sequence
{
c k : k
Z
. With this revised definition, we see that the Fourier transform of f is just
the list of coefficients of f when it's written in a particular orthonormal basis.
Such “lists of coefficients” form a vector space under term-by-term addition and
scalar multiplication, and the Fourier transform is a linear transformation from L 2
to this new vector space. Be sure you understand this: The Fourier transform is
just a change of representation . It's a very important one, though, because of the
multiplication-convolution property.
The function f
}
L 2 ( H ) is often referred to as being in the time domain, while
its Fourier transform is said to be in the frequency domain. Since one is a function
on an interval and the other is a function on the integers, the distinction between
the two is quite clear. But for functions in L 2 ( R ) , the Fourier transform is also in
L 2 ( R ) , and so being able to talk about the two domains is helpful. We'll sometimes
use “value domain” or “value representation” for the original function, and “fre-
quency representation” for its Fourier transform, because f ( x ) tells us the value of
f at x , while c k tells us how much frequency- k content there is in f .
We mostly won't care about the particular values c k in what follows, but we'll
want to be able to take a big-picture look at these numbers and say things like
“For this function, it turns out that c k = 0 whenever
200,” or “The complex
numbers c k get smaller and smaller as k gets larger.” (Recall t hat the “ size” of a
complex number z = a + b i is called its modulus, and is
|
k
| >
= a 2 + b 2 .) Because
of this big-picture interest, rather than trying to plot c k for k
|
z
|
Z , we instead plot
|
is a real number rather than a complex one, so it's
easier to plot. The plot of these absolute values is called the spectrum of f , and it
tells us a lot about f . (The word “spectrum” arises from a parallel with light being
split into all the colors of the spectrum.)
The Fourier transform takes a function in L 2 ( H ) and produces the sequence
of coefficients c k . It's useful to think of this sequence as a function defined on the
integers, namely k
c k |
. The advantage is that
|
c k |
c k . In fact, the sum
k |
2
c k |
(18.48)
turns out to be the same as
1
2
2
dx , which is finite because f is an L 2
2 |
f ( x )
|
1
2 function, and thus the Fourier transform
function. This means that k
c k is an
takes L 2 ( H ) to
2 ( Z ) . From now on we'll denote the Fourier transform with the
letter
F
,so
: L 2 ( H )
2 ( Z ): f
F
F
( f ) .
(18.49)
Notice that
( f )( k ) is defined to be c k ,the k th Fourier coeffi-
cient for f . For simplicity, we'll sometimes denote the Fourier transform of f by f .
We'll often use two properties of the Fourier transform.
F
( f ) is a function :
F
 
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