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Saturday, 7 December 2019

The DFT and FFT




The DFT:
To evaluate a polynomial 

of degree-bound n at 
      (that is, at the n complex nth roots of unity).
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Assume that A is given in coefficient form: = (a0a1, . . . , an-1). Let us define the results yk, for k = 0, 1, . . . , n - 1, by  
The vector y = (y0y1, . . . , yn-1) is the Discrete Fourier Transform (DFT) of the coefficient vector a = (a0a1, . . . , an-1). It can also be written as, y =DFTn(a).


The FFT:
By using a method known as the Fast Fourier Transform (FFT), which takes advantage of the special properties of the complex roots of unity, DFTn(a) can be computed  in time bound(n lg n), as opposed to the bound(n2) time of the straightforward method.
The FFT method employs a divide-and-conquer strategy, using the even-index and odd-index coefficients of A(x) separately to define the two new degree-bound n/2 polynomials A[0](x) and A[1](x): 
A[0](x)  =  a0 + a2x + a4x2 + dot10 dot10 dot10 + an-2xn/2-1,
A[1](x)  =  a1 + a3x + a5x2 + dot10 dot10 dot10 + an-1xn/2-1.
Note: 
1.  A[0] contains all the even-index coefficients of A (the binary representation of the index ends                   in 0) and 
2. A[1] contains all the odd-index coefficients (the binary representation of the index ends in 1).
It follows that
            A(x) = A[0](x2) + xA[1](x2),………..           (equation 1)
so that the problem of evaluating A(x) at
 
1. evaluating the degree-bound n/2 polynomials A[0](x) and A[1](x) at the points
and then


2. Combining the results according to equation 1.

By the halving lemma, the polynomials A[0] and A[1] of degree-bound n/2 are recursively evaluated at the n/2 complex (n/2)th roots of unity. These sub problems have exactly the same form as the original problem, but are half the size. An n-element DFTn computation can be successfully into two n/2-element DFTn/2 computations. This decomposition is the basis for the following recursive FFT algorithm, which computes the DFT of an n-element vector a = (a0, a1, . . . , an - 1), where n is a power of 2.







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