Basic HTML version of Foils prepared April 22 2000

Foil 6 Discrete Fourier Transform

From Parallel FFT and use in PDE Solvers Computational Science Class CPS615 -- Winter Semester 2000. by Geoffrey C. Fox


1 Let f be in 1D a typical function defined on a grid and labeled with index m= 0 ... N-1
2 Let i = sqrt(-1) and index matrices and vectors from 0.
3 The Discrete Fourier Transform G(f) of an N-element vector f is another vector of length N given by Matrix Vector Multiplication ? f
4 Where ? is the N*N matrix with matrix elements:
5 ?km = v (-k*m)
6 and v is:
7 v = e (2pi/N) = cos(2p/N) + i*sin(2p/N)
8 This is a complex number with whose Nth power is 1 and is therefore called the Nth root of unity
9 E.g., for N = 4:
10 v = 0+1*i, v2 = -1+0*i, v3 = 0-1*i, v4 = 1+0*i,

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