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The canonical finite DFT diagonalizes every circulant

Statement

Let N≥1, c∈CN, and let C(c) be the circulant of Toeplitz, circulant, and finite-index conventions for structured solvers. Put λk:=∑j=0N−1cje−2πikj/N=N (FNc)(k),0≤k<N. Then C(c)=FN−1 diag⁡(λ0,…,λN−1) FN. Consequently, C(c) is invertible exactly when every λk≠0. For b∈CN, C(c)x=b is solvable exactly when (FNb)(k)=0 for every zero mode λk=0; on nonzero modes every solution has (FNx)(k)=(FNb)(k)/λk, while its zero-mode coordinates are free.

The square records the identity FNC(c)=diag⁡(λ)FN; the two paths send each input vector to the same Fourier-coordinate vector. The proof below establishes this identity from the finite convolution sums.

diagram failed to render:
\begin{tikzcd}
\mathbb C^N \arrow[r,"C(c)"] \arrow[d,"\mathcal F_N"'] & \mathbb C^N \arrow[d,"\mathcal F_N"] \\
\mathbb C^N \arrow[r,"\operatorname{diag}(\lambda)"] & \mathbb C^N
\end{tikzcd}

Facts & Assumptions

Given: N≥1, a generator c∈CN, the resulting circulant C(c), and an arbitrary right-hand side b∈CN.

[F1]

The entries of the circulant are C(c)ij=c(i−j) mod N, with indices 0,…,N−1. Toeplitz, circulant, and finite-index conventions for structured solvers

[F2]

Cyclic convolution is (c∗Nx)i=∑j=0N−1c(i−j) mod Nxj. The unnormalised cyclic convolution on Z/NZ

[F3]

The canonical unitary DFT satisfies FN(c∗Nx)=N(FNc)⊙(FNx), where ⊙ is coordinatewise multiplication. The DFT turns cyclic convolution into a scaled pointwise product

[F4]

The canonical unitary DFT is bijective with inverse given by the positive-sign finite Fourier transform. Finite Fourier inversion for the unitary transform on Z/NZ

Proof

1.1givenF1F2algebra

For each i, matrix multiplication and [F1] give (C(c)x)i=∑j=0N−1c(i−j) mod Nxj, which is (c∗Nx)i by [F2]. Thus C(c)x=c∗Nx.

2.1givenF3step 1.1algebra

Apply FN to the identity in step 1.1 and use [F3]. The k-th coordinate is N(FNc)(k)(FNx)(k)=λk(FNx)(k), by the definition of λk. Hence FNC(c)=diag⁡(λ)FN.

3.1F4step 2.1algebra

Since [F4] supplies FN−1, multiply the identity of step 2.1 by FN−1 on the left to obtain the displayed diagonalization.

4.1givenF4step 2.1algebra∎

Applying FN to C(c)x=b gives the independent scalar equations λk(FNx)(k)=(FNb)(k). A zero λk therefore requires (FNb)(k)=0, and this condition is sufficient because each nonzero mode can be divided by λk and each zero-mode coordinate can be chosen freely; [F4] converts the resulting vector back to x. All modes are nonzero exactly when the diagonal matrix, hence C(c), is invertible.

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