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The unitary discrete Fourier transform on
Definition
Let and let be the complex vector space of all functions (The vector space of all functions with pointwise operations, and as the case , Vector space over a field). For define the unitary discrete Fourier transform by
where is the class of the integer in (The congruence class and the quotient set , Congruence modulo every integer is an equivalence relation on ), is the complex exponential (The complex exponential by its power series), and is the rational power of the positive real (Rational powers of a positive base, Laws of rational exponents), read in through the embedded copy of ( is a field, every element is uniquely , and every nonzero element has inverse ).
The summands depend only on classes, and the transform is periodic in . Each summand is a complex number determined by the class and the integer , and the classes are pairwise distinct and exhaust (For , every class in has one representative with , so ; while is in bijection with ); so the display is the finite sum, over the finite group, of the family , and reindexing by any other representative list leaves it unchanged (Finite commutative-monoid sums are invariant under bijective reindexing, split over disjoint unions, and satisfy the finite Fubini rule, part 1). Reindexing by the transition uses and for every integer , because (, and the complex exponential extends the real exponential, , and exactly when ). For periodicity in , the same two facts give for every integer , so for every (, and the complex exponential extends the real exponential, , and exactly when ). Consequently factors through the quotient and is a well-defined function on , and is a map .
Form in terms of characters. Define for . The assignment is well defined on classes because replacing by multiplies the exponential by (, and exactly when ); it is multiplicative, , by the addition law (, and the complex exponential extends the real exponential); and it takes values of modulus , since (, , and ). Thus the are characters of the finite group (homomorphisms into the unit circle; no continuity is required on a discrete group), and the definition reads
with the positive-sign transform obtained by replacing with . This fixes the negative-sign, -normalised convention of the whole page: the forward transform carries the minus sign in the exponent and the factor , and the inverse transform of the inversion theorem carries the plus sign with the same factor. A different, unnormalised convention is introduced later on this page for the algorithmic part; the two are related by a single explicit rescaling recorded there.
Linearity, recorded for later use. For and one has : the identity holds at each by distributivity in ( is a field, every element is uniquely , and every nonzero element has inverse ) and the elementary laws of finite sums over a fixed finite index set, which follow from the recursion clauses of A finite sum in a commutative monoid indexed by an arbitrary finite set by induction on an enumeration. Nothing else about — unitarity, invertibility, the convolution law — is asserted here; those are proved in the items that follow.
Remarks
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Why the normalisation is split as . The factor is exactly what makes the transform an isometry for the counting inner product, and is the finite analogue of the convention in the Fourier transform. Taylor writes the finite transform (11.1) with the factor in the forward direction and weights by -counting measure; the two descriptions differ by relabelling the sides, not by mathematics, and the translation used here sends to and to .
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No convergence hypothesis is needed or used. The index set is finite, so the definition involves no limit, no summability condition and no auxiliary topology; it applies to every function in , including the zero function, and it is total at , where the single summand is with coefficient .
Depends on
- The complex exponential by its power series
- A finite sum in a commutative monoid indexed by an arbitrary finite set
- The vector space $F^{X}$ of all functions $X \to F$ with pointwise operations, and $F^{n}$ as the case $X = n = \{0, 1, \dots, n-1\}$
- The congruence class $[a]_n$ and the quotient set $\mathbb{Z}/n$
- Rational powers $a^r$ of a positive base
- Vector space over a field
- $\exp(x+iy)=e^x(\cos y+i\sin y)$, $|\exp(x+iy)|=e^x$, and $e^{i\pi}+1=0$
- Congruence modulo every integer is an equivalence relation on $\mathbb{Z}$
- Finite commutative-monoid sums are invariant under bijective reindexing, split over disjoint unions, and satisfy the finite Fubini rule
- Laws of rational exponents
- $\exp(z+w)=\exp z\,\exp w$, and the complex exponential extends the real exponential
- $\mathbb C=\mathbb R[x]/(x^2+1)$ is a field, every element is uniquely $a+bi$, and every nonzero element has inverse $(a-bi)/(a^2+b^2)$
- For every natural $n$, $(\mathbb{Z}/n,+)$ is an abelian group, multiplication is a commutative monoid operation, and both distributive laws hold
- $\ker(\exp)=2\pi i\mathbb Z$, and $\exp z=\exp w$ exactly when $z-w\in2\pi i\mathbb Z$
- For $n\ge 1$, every class in $\mathbb{Z}/n$ has one representative $r$ with $0\le r<n$, so $\lvert\mathbb{Z}/n\rvert=n$; while $\mathbb{Z}/0$ is in bijection with $\mathbb{Z}$
Used by
- Both finite supports cannot be singletons when N>1 Counterexample
- The unnormalised engineering DFT and its conversion to the unitary transform Definition
- Cyclic convolution on ℤ/4ℤ via the DFT Example
- Delta and constant functions are finite DFT extremisers Example
- The unitary DFT for N=1 and N=2 Example
- F_N² is reflection and F_N⁴ is the identity Lemma
- The DFT turns cyclic convolution into a scaled pointwise product Lemma
- Correctness of the recursive radix-two FFT Theorem
- Finite Fourier inversion for the unitary transform on ℤ/Nℤ Theorem
- Finite Parseval and Plancherel identity for the unitary DFT Theorem
- Finite support-product uncertainty for the unitary DFT Theorem
Dependency tree · two levels
76 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Michael E. Taylor, Fourier Analysis, Distributions, and Constant-Coefficient Linear PDE (author PDF) (standard reference, not scraped)
- MIT 18.310 lecture 23, The Finite Fourier Transform and the Fast Fourier Transform Algorithm (course page) (standard reference, not scraped)