Fast Fourier Transform

Definition
All Periodic Waves Can be Generated by Combining Sin and Cos Waves of Different Frequencies Number of Frequencies may not be finite Fourier Transform Decomposes a Periodic Wave into its Component Frequencies

DFT Definition
Sample consists of n points, wave amplitude at fixed intervals of time: (p0,p1,p2, ..., pn-1) (n is a power of 2) Result is a set of complex numbers giving frequency amplitudes for sin and cos components Points are computed by polynomial: P(x)=p0+p1x+p2x2+ ... +pn-1xn-1

DFT Definition, continued

The complete DFT is given by P(1), P(w), P(w2), ... ,P(wn-1) w Must be a Primitive nth Root of Unity
wn=1, if 0<i<n then wi 1

Primitive Roots of Unity

wi is an nth root of unity (not primitive) wn/2 = -1 if 0jn/2-1 then w(n/2)+j = -wj if n is even and w is a primitive nth root of unity, then w2 is a primitive n/2 root of unity Example: w = cos(2p/n) + isin(2p/n)

w
i0

n 1

Divide and Conquer

Compute an n-point DFT using one or more n/2-point DFTs Need to find Terms involving w2 in following polynomial P(w)=p0+p1w+p2w2+p3w3+p4w4+ ... +pn-1wn1

Here They Are

Even/Odd Separation
P(w)= P1(w)+P2(w) P1(w)=p0+p2w2+p4w4+ ... +pn-2wn-2 P1(w)=Pe (w2)=p0+p2w+p4w1+...+pn-2w(n-2)/2 P2(w)=p1w+p3w3+p5w5+ ... +pn-1wn-1 P2(w)= w P3(w)=p1+p3w2+... +pn-1wn-2 P3(w)=Po(w2)= p1+p3w+... +pn-1w(n-2)/2 P(w)= Pe(w2)+ wPo(w2) Pe & Po come from n/2 point FFTs

The Algorithm
DFFT(P:Array;k,m:Integer):Array; begin If k=0 Then DFFT[0]=P[0];DFFT[1]=P[0]; Else Evens = DFFT(EvenElemOf(P),k-1,2m); Odds = DFFT(OddElemOf(P),k-1,2m); For i := 0 to 2k-1-1 Do x := Odds[j]*wmj DFFT[j] := Evens[j] + x DFFT[2k-1+j] := Evens[j] - x End For End If end

Iterative Algorithm
For i := 0 To n-2 By 2 Do T[i] = p[f(i)] + p[f(t+1)]; T[i+1] := p[f(i)] - p[f(t+1)]; End For m := n/2; n := 2; For k := lg n - 2 To 0 By -1 Do m := m/2; n := 2*n; For i := 0 To (2k-1)*n By n Do For j := 0 To (n/2)-1 Do x := wmj * T[i+n/2+j]; T[i+n/2+j] := T[i+j] - x; T[i+j] := T[i+j] + x; End For End For End For

What is f(i)?
i f(i)

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