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Mathematics of the Discrete Fourier TransformRatings:

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https://www.scribd.com/doc/12350524/Mathematics-of-the-Discrete-Fourier-Transform

02/22/2013

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Mathematics of the Discrete Fourier Transform(DFT)

Julius O. Smith III (jos@ccrma.stanford.edu)Center for Computer Research in Music and Acoustics (CCRMA)Department of Music, Stanford UniversityStanford, California 94305March 15, 2002

Page ii

DRAFT

of “Mathematics of the Discrete Fourier Transform (DFT),” by J.O.Smith, CCRMA, Stanford, Winter 2002. The latest draft and linked HTMLversion are available on-line at

http://www-ccrma.stanford.edu/~jos/mdft/

.

Contents

1 Introduction to the DFT 1

1.1 DFT Deﬁnition . . . . . . . . . . . . . . . . . . . . . . . . 11.2 Mathematics of the DFT . . . . . . . . . . . . . . . . . . 31.3 DFT Math Outline . . . . . . . . . . . . . . . . . . . . . . 6

2 Complex Numbers 7

2.1 Factoring a Polynomial . . . . . . . . . . . . . . . . . . . . 72.2 The Quadratic Formula . . . . . . . . . . . . . . . . . . . 82.3 Complex Roots . . . . . . . . . . . . . . . . . . . . . . . . 92.4 Fundamental Theorem of Algebra . . . . . . . . . . . . . . 112.5 Complex Basics . . . . . . . . . . . . . . . . . . . . . . . . 112.5.1 The Complex Plane . . . . . . . . . . . . . . . . . 132.5.2 More Notation and Terminology . . . . . . . . . . 142.5.3 Elementary Relationships . . . . . . . . . . . . . . 152.5.4 Euler’s Formula . . . . . . . . . . . . . . . . . . . . 152.5.5 De Moivre’s Theorem . . . . . . . . . . . . . . . . 172.6 Numerical Tools in Matlab . . . . . . . . . . . . . . . . . 172.7 Numerical Tools in Mathematica . . . . . . . . . . . . . . 23

3 Proof of Euler’s Identity 27

3.1 Euler’s Theorem . . . . . . . . . . . . . . . . . . . . . . . 273.1.1 Positive Integer Exponents . . . . . . . . . . . . . 273.1.2 Properties of Exponents . . . . . . . . . . . . . . . 283.1.3 The Exponent Zero . . . . . . . . . . . . . . . . . . 283.1.4 Negative Exponents . . . . . . . . . . . . . . . . . 283.1.5 Rational Exponents . . . . . . . . . . . . . . . . . 293.1.6 Real Exponents . . . . . . . . . . . . . . . . . . . . 303.1.7 A First Look at Taylor Series . . . . . . . . . . . . 313.1.8 Imaginary Exponents . . . . . . . . . . . . . . . . 32iii

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