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The canonical finite DFT diagonalizes every circulant
Statement
Let , , and let be the circulant of Toeplitz, circulant, and finite-index conventions for structured solvers. Put Then Consequently, is invertible exactly when every . For , is solvable exactly when for every zero mode ; on nonzero modes every solution has , while its zero-mode coordinates are free.
The square records the identity ; 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: , a generator , the resulting circulant , and an arbitrary right-hand side .
The entries of the circulant are , with indices . Toeplitz, circulant, and finite-index conventions for structured solvers
Cyclic convolution is . The unnormalised cyclic convolution on
The canonical unitary DFT satisfies , where is coordinatewise multiplication. The DFT turns cyclic convolution into a scaled pointwise product
The canonical unitary DFT is bijective with inverse given by the positive-sign finite Fourier transform. Finite Fourier inversion for the unitary transform on
Proof
For each , matrix multiplication and [F1] give , which is by [F2]. Thus .
Apply to the identity in step 1.1 and use [F3]. The -th coordinate is , by the definition of . Hence .
Since [F4] supplies , multiply the identity of step 2.1 by on the left to obtain the displayed diagonalization.
Applying to gives the independent scalar equations . A zero therefore requires , and this condition is sufficient because each nonzero mode can be divided by and each zero-mode coordinate can be chosen freely; [F4] converts the resulting vector back to . All modes are nonzero exactly when the diagonal matrix, hence , is invertible.
Depends on
- The unnormalised cyclic convolution on $\mathbb Z/N\mathbb Z$
- Toeplitz, circulant, and finite-index conventions for structured solvers
- The unitary discrete Fourier transform on $\mathbb Z/N\mathbb Z$
- The DFT turns cyclic convolution into a scaled pointwise product
- Finite Fourier inversion for the unitary transform on $\mathbb Z/N\mathbb Z$
Used by
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Sources
- Ralf Hiptmair, Numerical Methods for Computational Science and Engineering, Lecture Document, §4.2.1.6–4.2.1.14 (standard reference, not scraped)