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The radix-two even/odd factorisation of the DFT

Statement

Let M≥1, N=2M and f∈CZ/N. Define the even and odd parts e,o∈CZ/M by

e(r):=f(2r),o(r):=f(2r+1),r∈Z/MZ,

where 2r and 2r+1 denote the classes in Z/NZ of the corresponding integers; the maps r↦2r and r↦2r+1 from Z/MZ to Z/NZ are well defined and injective with disjoint images, which together exhaust Z/NZ. Let X(f), X(e), X(o) be the unnormalised transforms of The unnormalised engineering DFT and its conversion to the unitary transform, the latter two extended periodically to Z. Then for every k∈Z

Xk(f)=Xk(e)+e−2πik/NXk(o),Xk+M(f)=Xk(e)−e−2πik/NXk(o).

Thus an N-point transform is computed from the two M-point transforms of its even and odd parts together with the twiddle factors e−2πik/N; this is the radix-two (decimation-in-time) step of the fast Fourier transform, and it holds for every input class list, with no hypothesis beyond N=2M.

Facts & Assumptions

Given: Natural numbers M≥1 and N=2M, a function f∈CZ/N, and integers k,r,r′; the classes are those of The congruence class [a]n and the quotient set Z/n.

[F1]

Xk(u)=∑x=0L−1u([x]L)e−2πikx/L for a function u on Z/LZ, and Xk(u) depends on k only modulo L (The unnormalised engineering DFT and its conversion to the unitary transform).

[F2]

[u]n=[v]n exactly when n∣(u−v) (The congruence class [a]n and the quotient set Z/n, Divisibility in Z: d∣a when a=dq for some integer q); if r−r′=Mt then 2r−2r′=Nt and 2r+1−(2r′+1)=Nt, and conversely 2M∣2s forces M∣s by cancellation in Z (The integers have no zero divisors; multiplicative cancellation). The divisors of 1 in Z are exactly 1 and −1, and 0<1<2, −1<0 in the ordered ring Z ((Z,⋅,1) is a commutative monoid whose group of units is {1,−1}; equivalently u∣1 holds exactly for u=1 and u=−1, The integers form a totally ordered ring).

[F3]

Division with remainder: for every integer x and the positive divisor 2 there are unique integers q,r with x=2q+r and 0≤r<2, hence r∈{0,1} (Division with remainder in Z: for a∈Z and b>0 there are unique q,r∈Z with a=qb+r and 0≤r<b); and the classes [0]L,…,[L−1]L enumerate Z/LZ without repetition (For n≥1, every class in Z/n has one representative r with 0≤r<n, so ∣Z/n∣=n; while Z/0 is in bijection with Z).

[F4]

Finite sums over Z/LZ: computed from any enumeration, invariant under reindexing along a bijection, and additive over disjoint splittings (A finite sum in a commutative monoid indexed by an arbitrary finite set, Finite commutative-monoid sums are invariant under bijective reindexing, split over disjoint unions, and satisfy the finite Fubini rule).

[L1]

exp⁡(u+v)=exp⁡u exp⁡v, exp⁡w=1 exactly when w∈2πiZ, and e−πi=−1, so e−2πi(k+M)/N=e−2πik/Ne−πi=−e−2πik/N because 2πiM/N=πi (exp⁡(z+w)=exp⁡z exp⁡w, and the complex exponential extends the real exponential, ker⁡(exp⁡)=2πiZ, and exp⁡z=exp⁡w exactly when z−w∈2πiZ, exp⁡(x+iy)=ex(cos⁡y+isin⁡y), ∣exp⁡(x+iy)∣=ex, and eiπ+1=0, The complex exponential by its power series).

[L2]

Since N=2M with M>0, division in the embedded real field gives 2r/N=r/M and (2r+1)/N=r/M+1/N. The frequency k+M differs from k by the period M of each shorter transform in [F1].

Proof

technique · direct
1.1F2F3L2

The index maps are well defined with the stated images. If r≡r′(modM), then r−r′=Mt and [F2] gives 2r≡2r′(modN) and 2r+1≡2r′+1(modN), so e and o are well-defined functions on Z/MZ. If 2r≡2r′(modN), then N∣2(r−r′), that is 2M∣2(r−r′), so M∣(r−r′) by cancellation [F2], hence r=r′ in Z/MZ: the doubling map is injective, and likewise r↦2r+1. If 2r≡2r′+1(modN) then N∣(2r−2r′−1), say 2(r−r′)−1=2Mt, so 1=2(r−r′−Mt) and 2∣1; by [F2] this forces 2∈{1,−1}, contradicting 0<1<2 and −1<0. Hence the two images are disjoint. Finally, every class of Z/NZ is [x]N for a unique 0≤x<N=2M [F3]; writing x=2q+r with r∈{0,1} [F3] gives x=2q or x=2q+1, and x<2M forces q<M (if q≥M then x≥2q≥2M), so the class is in one of the two images; the images therefore exhaust Z/NZ.

1.2F1F4

Splitting the defining sum: with x running over 0,…,2M−1, the list is the disjoint union of the even numbers 2r and the odd numbers 2r+1, 0≤r<M; hence by the splitting and reindexing rules [F4] Xk(f)=∑x=02M−1f([x]N)e−2πikx/N=∑r=0M−1f([2r]N)e−2πik(2r)/N+∑r=0M−1f([2r+1]N)e−2πik(2r+1)/N.

1.3F1L1L2

Evaluating the two pieces: by 2r/N=r/M and the addition law [L1], ∑r=0M−1f([2r]N)e−2πik(2r)/N=∑r=0M−1e([r]M)e−2πikr/M=Xk(e); and ∑r=0M−1f([2r+1]N)e−2πik(2r+1)/N=e−2πik/N∑r=0M−1o([r]M)e−2πikr/M=e−2πik/NXk(o), where the exponents combine by [L1] using (2r+1)/N=r/M+1/N.

2.1step 1.2step 1.3

Adding the two evaluations of step 1.3 gives Xk(f)=Xk(e)+e−2πik/NXk(o) for every k∈Z, which is the first displayed identity.

3.1F1L1step 2.1∎

For the second identity, replace k by k+M in step 2.1: Xk+M(e)=Xk(e) and Xk+M(o)=Xk(o) because the transforms of the M-point functions depend on k only modulo M [F1], while e−2πi(k+M)/N=−e−2πik/N by [L1]; hence Xk+M(f)=Xk(e)−e−2πik/NXk(o).

Remarks

  • This is the declared decimation-in-time form; Taylor's Proposition 12.1 and the MIT lecture's heading 4 are its mirror. Taylor splits the input into the halves f(ωj)±f(ωj+n/2) and reads off the output parities, and the MIT lecture's heading 4 likewise splits the coefficient list into its two halves and combines them with a twiddle; both are the decimation-in-frequency description of the same pair of identities, the transposed statement of the even/odd-coefficient form proved here. No second independent result is being recorded.

  • Sign caveat in Taylor. Formula (12.1) uses ω−jℓ, but (12.9) prints ωj in the odd-frequency branch. With ω=e2πi/N, the negative-sign odd-frequency sum instead factors as ∑jω−j(f(ωj)−f(ωj+N/2))(ω2)−jk. Thus that branch needs ω−j, consistent with Taylor's four-point factor −i in (12.6). The local proof above derives its signs directly rather than importing the inconsistent printed general twiddle.

  • The twiddle factor is the price of the odd subproblem. The even half reuses the M-point transform unchanged; the odd half carries the factor e−2πik/N, and at k+M that factor changes sign, which is exactly what produces the second displayed identity. Both identities are used in the recursion definition later on this page.

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