In mathematics, the discrete Fourier transform (DFT) is one of the specific forms of

Fourier analysis. As such, it transforms one function into another, which is called the
frequency domain representation, or simply the DFT, of the original function (which is
often a function in the time domain). But the DFT requires an input function that is
discrete and whose non!ero "alues ha"e a limited (finite) duration. #uch inputs are often
created $y sampling a continuous function, li%e a person&s "oice. And unli%e the discrete
time Fourier transform (DTFT), it only e"aluates enough frequency components to
reconstruct the finite segment that was analy!ed. Its in"erse transform cannot reproduce
the entire time domain, unless the input happens to $e periodic (fore"er). Therefore it is
often said that the DFT is a transform for Fourier analysis of finitedomain discretetime
functions. The sinusoidal $asis functions of the decomposition ha"e the same properties.
#ince the input function is a finite sequence of real or comple' num$ers, the DFT is ideal
for processing information stored in computers. In particular, the DFT is widely
employed in signal processing and related fields to analy!e the frequencies contained in a
sampled signal, to sol"e partial differential equations, and to perform other operations
such as con"olutions. The DFT can $e computed efficiently in practice using a fast
Fourier transform (FFT) algorithm.
#ince FFT algorithms are so commonly employed to compute the DFT, the two terms are
often used interchangea$ly in colloquial settings, although there is a clear distinction(
)DFT) refers to a mathematical transformation, regardless of how it is computed, while
)FFT) refers to any one of se"eral efficient algorithms for the DFT. This distinction is
further $lurred, howe"er, $y the synonym finite Fourier transform for the DFT, which
apparently predates the term )fast Fourier transform) (*ooley et al., +,-,) $ut has the
same initialism. .edit/ Definition
The sequence of N comple' num$ers x0, ..., xN1+ is transformed into the sequence of N
comple' num$ers X0, ..., XN1+ $y the DFT according to the formula(
where is a primiti"e 2&th root of unity.
The transform is sometimes denoted $y the sym$ol , as in or or .
The inverse discrete Fourier transform (IDFT) is gi"en $y
A simple description of these equations is that the comple' num$ers Xk represent the
amplitude and phase of the different sinusoidal components of the input )signal) xn. The
DFT computes the Xk from the xn, while the IDFT shows how to compute the xn as a sum
of sinusoidal components Xke'p(34ikn 5 N) 5 N with frequency k 5 N cycles per sample.
By writing the equations in this form, we are ma%ing e'tensi"e use of 6uler&s formula to
e'press sinusoids in terms of comple' e'ponentials, which are much easier to manipulate.
(In the same way, $y writing Xk in polar form, we immediately o$tain the sinusoid
amplitude from 7 Xk 7 and the phase from the comple' argument.) An important su$tlety of
this representation, aliasing, is discussed $elow.
2ote that the normali!ation factor multiplying the DFT and IDFT (here + and +5N) and
the signs of the e'ponents are merely con"entions, and differ in some treatments. The
only requirements of these con"entions are that the DFT and IDFT ha"e oppositesign
e'ponents and that the product of their normali!ation factors $e +5N. A normali!ation of
for $oth the DFT and IDFT ma%es the transforms unitary, which has some theoretical
ad"antages, $ut it is often more practical in numerical computation to perform the scaling
all at once as a$o"e (and a unit scaling can $e con"enient in other ways).
(The con"ention of a negati"e sign in the e'ponent is often con"enient $ecause it means
that Xk is the amplitude of a )positi"e frequency) 34k 5 N. 6qui"alently, the DFT is often
thought of as a matched filter( when loo%ing for a frequency of 8+, one correlates the
incoming signal with a frequency of 1+.)
In the following discussion the terms )sequence) and )"ector) will $e considered
interchangea$le.
Properties
Completeness
The discrete Fourier transform is an in"erti$le, linear transformation
with denoting the set of comple' num$ers. In other words, for any N 9 0, an N
dimensional comple' "ector has a DFT and an IDFT which are in turn Ndimensional
comple' "ectors.
Orthogonality
The "ectors form an orthogonal $asis o"er the set of Ndimensional comple' "ectors(
where is the :ronec%er delta. This orthogonality condition can $e used to deri"e the
formula for the IDFT from the definition of the DFT, and is equi"alent to the unitarity
property $elow.
The Plancherel theorem and Parseval's theorem
If Xk and Yk are the DFTs of xn and yn respecti"ely then the ;lancherel theorem states(
where the star denotes comple' con<ugation. ;arse"al&s theorem is a special case of the
;lancherel theorem and states(
These theorems are also equi"alent to the unitary condition $elow.
Periodicity
If the e'pression that defines the DFT is e"aluated for all integers k instead of <ust for ,
then the resulting infinite sequence is a periodic e'tension of the DFT, periodic with
period N.
The periodicity can $e shown directly from the definition(
where we ha"e used the fact that e
1 34i
= +. In the same way it can $e shown that the IDFT
formula leads to a periodic e'tension.
The shift theorem
>ultiplying xn $y a linear phase for some integer m corresponds to a circular shift of the
output Xk( Xk is replaced $y Xk 1 m, where the su$script is interpreted modulo N (i.e.,
periodically). #imilarly, a circular shift of the input xn corresponds to multiplying the
output Xk $y a linear phase. >athematically, if ?xn@ represents the "ector x then
if
then
and
Circular convolution theorem and crosscorrelation theorem
The con"olution theorem for the continuous and discrete time Fourier transforms
indicates that a con"olution of two infinite sequences can $e o$tained as the in"erse
transform of the product of the indi"idual transforms. Aith sequences and transforms of
length 2, a circularity arises!
The quantity in parentheses is 0 for all "alues of m e'cept those of the form n 1 l 1 pN,
where p is any integer. At those "alues, it is +. It can therefore $e replaced $y an infinite
sum of :ronec%er delta functions, and we continue accordingly. 2ote that we can also
e'tend the limits of m to infinity, with the understanding that the x and y sequences are
defined as 0 outside .0,2+/!
which is the con"olution of the sequence with a periodically e'tended sequence defined
$y!
#imilarly, it can $e shown that!
which is the crosscorrelation of and
A direct e"aluation of the con"olution or correlation summation (a$o"e) requires O(N
3
)
operations for an output sequence of length 2. An indirect method, using transforms, can
ta%e ad"antage of the O(NlogN) efficiency of the fast Fourier transform (FFT) to achie"e
much $etter performance. Furthermore, con"olutions can $e used to efficiently compute
DFTs "ia Bader&s FFT algorithm and Bluestein&s FFT algorithm.
>ethods ha"e also $een de"eloped to use circular con"olution as part of an efficient
process that achie"es normal (noncircular) con"olution with an or sequence potentially
much longer than the practical transform si!e ("). Two such methods are called o"erlap
sa"e and o"erlapadd
.+/
.
Trigonometric interpolation polynomial
The trigonometric interpolation polynomial
for N e"en ,
for N odd,
where the coefficients Xk 5N are gi"en $y the DFT of xn a$o"e, satisfies the interpolation
property p(34n 5 N) = xn for .
For e"en N, notice that the 2yquist component is handled specially.
This interpolation is not unique( aliasing implies that one could add N to any of the
comple'sinusoid frequencies (e.g. changing e
1 it
to e
i(N 1 +)t
) without changing the
interpolation property, $ut gi"ing different "alues in $etween the xn points. The choice
a$o"e, howe"er, is typical $ecause it has two useful properties. First, it consists of
sinusoids whose frequencies ha"e the smallest possi$le magnitudes, and therefore
minimi!es the meansquare slope of the interpolating function. #econd, if the xn are real
num$ers, then p(t) is real as well.
In contrast, the most o$"ious trigonometric interpolation polynomial is the one in which
the frequencies range from 0 to N 1 + (instead of roughly 1 N 5 3 to 8 N 5 3 as a$o"e),
similar to the in"erse DFT formula. This interpolation does not minimi!e the slope, and is
not generally real"alued for real xnC its use is a common mista%e.
The unitary DFT
Another way of loo%ing at the DFT is to note that in the a$o"e discussion, the DFT can
$e e'pressed as a Dandermonde matri'(
where
is a primiti"e 2th root of unity. The in"erse transform is then gi"en $y the in"erse of the
a$o"e matri'(
Aith unitary normali!ation constants , the DFT $ecomes a unitary transformation,
defined $y a unitary matri'(
where det() is the determinant function. The determinant is the product of the
eigen"alues, which are always or as descri$ed $elow. In a real "ector space, a unitary
transformation can $e thought of as simply a rigid rotation of the coordinate system, and
all of the properties of a rigid rotation can $e found in the unitary DFT.
The orthogonality of the DFT is now e'pressed as an orthonormality condition (which
arises in many areas of mathematics as descri$ed in root of unity)(
If is defined as the unitary DFT of the "ector then
and the ;lancherel theorem is e'pressed as(
If we "iew the DFT as <ust a coordinate transformation which simply specifies the
components of a "ector in a new coordinate system, then the a$o"e is <ust the statement
that the dot product of two "ectors is preser"ed under a unitary DFT transformation. For
the special case , this implies that the length of a "ector is preser"ed as wellEthis is <ust
;arse"al&s theorem(
#xpressing the inverse DFT in terms of the DFT
A useful property of the DFT is that the in"erse DFT can $e easily e'pressed in terms of
the (forward) DFT, "ia se"eral well%nown )tric%s). (For e'ample, in computations, it is
often con"enient to only implement a fast Fourier transform corresponding to one
transform direction and then to get the other transform direction from the first.)
First, we can compute the in"erse DFT $y re"ersing the inputs(
(As usual, the su$scripts are interpreted modulo NC thus, for n = 0, we ha"e xN 1 0 = x0.)
#econd, one can also con<ugate the inputs and outputs(
Third, a "ariant of this con<ugation tric%, which is sometimes prefera$le $ecause it
requires no modification of the data "alues, in"ol"es swapping real and imaginary parts
(which can $e done on a computer simply $y modifying pointers). Define swap(xn) as xn
with its real and imaginary parts swappedEthat is, if xn = a 8 bi then swap(xn) is b 8 ai.
6qui"alently, swap(xn) equals . Then
That is, the in"erse transform is the same as the forward transform with the real and
imaginary parts swapped for $oth input and output, up to a normali!ation (Duhamel et
al, +,FF).
The con<ugation tric% can also $e used to define a new transform, closely related to the
DFT, that is in"olutaryEthat is, which is its own in"erse. In particular, is clearly its own
in"erse( . A closely related in"olutary transformation ($y a factor of (+8i) 5G3) is , since
the (+ 8 i) factors in cancel the 3. For real inputs , the real part of is none other than the
discrete Hartley transform, which is also in"olutary.
#igenvalues and eigenvectors
The eigen"alues of the DFT matri' are simple and well%nown, whereas the eigen"ectors
are complicated, not unique, and are the su$<ect of ongoing research.
*onsider the unitary form defined a$o"e for the DFT of length N, where . This matri'
satisfies the equation(
This can $e seen from the in"erse properties a$o"e( operating twice gi"es the original
data in re"erse order, so operating four times gi"es $ac% the original data and is thus the
identity matri'. This means that the eigen"alues I satisfy a characteristic equation(
I
J
= +.
Therefore, the eigen"alues of are the fourth roots of unity( I is 8+, 1+, 8i, or 1i.
#ince there are only four distinct eigen"alues for this matri', they ha"e some multiplicity.
The multiplicity gi"es the num$er of linearly independent eigen"ectors corresponding to
each eigen"alue. (2ote that there are N independent eigen"ectorsC a unitary matri' is
ne"er defecti"e.)
The pro$lem of their multiplicity was sol"ed $y >c*lellan and ;ar%s (+,K3), although it
was later shown to ha"e $een equi"alent to a pro$lem sol"ed $y Lauss (Dic%inson and
#teiglit!, +,F3). The multiplicity depends on the "alue of N modulo J, and is gi"en $y the
following ta$le(
si$e N % & '( % & )( % & i % & 'i
Jm m 8 + m m m 1 +
Jm 8 + m 8 + m m m
Jm 8 3 m 8 + m 8 + m m
Jm 8 M m 8 + m 8 + m 8 + m
*ultiplicities of the eigenvalues % of the unitary DFT matrix + as a function of the
transform si$e N (in terms of an integer m),
Nnfortunately, no simple analytical formula for the eigen"ectors is %nown. >oreo"er, the
eigen"ectors are not unique $ecause any linear com$ination of eigen"ectors for the same
eigen"alue is also an eigen"ector for that eigen"alue. Darious researchers ha"e proposed
different choices of eigen"ectors, selected to satisfy useful properties li%e orthogonality
and to ha"e )simple) forms (e.g., >c*lellan and ;ar%s, +,K3C Dic%inson and #teiglit!,
+,F3C LrOn$aum, +,F3C Ata%ishiye" and Aolf, +,,KC *andan et al, 3000C Hanna et al,
300J).
The choice of eigen"ectors of the DFT matri' has $ecome important in recent years in
order to define a discrete analogue of the fractional Fourier transformEthe DFT matri'
can $e ta%en to fractional powers $y e'ponentiating the eigen"alues (e.g., Bu$io and
#anthanam, 300P). For the continuous Fourier transform, the natural orthogonal
eigenfunctions are the Hermite functions, so "arious discrete analogues of these ha"e
$een employed as the eigen"ectors of the DFT, such as the :ra"chu% polynomials
(Ata%ishiye" and Aolf, +,,K). The )$est) choice of eigen"ectors to define a fractional
discrete Fourier transform remains an open question, howe"er.
The realinput DFT
If are real num$ers, as they often are in practical applications, then the DFT o$eys the
symmetry(
where the star denotes comple' con<ugation and the su$scripts are interpreted modulo N.
Therefore, the DFT output for real inputs is half redundant, and one o$tains the complete
information $y only loo%ing at roughly half of the outputs . In this case, the )D*)
element X0 is purely real, and for e"en N the )2yquist) element XN 5 3 is also real, so there
are e'actly N nonredundant real num$ers in the first half 8 2yquist element of the
comple' output X.
Nsing 6uler&s formula, the interpolating trigonometric polynomial can then $e interpreted
as a sum of sine and cosine functions.
-enerali$ed.shifted DFT
It is possi$le to shift the transform sampling in time and5or frequency domain $y some
real shifts a and b, respecti"ely. This is sometimes %nown as a generali$ed DFT (or
-DFT), also called the shifted DFT or offset DFT, and has analogous properties to the
ordinary DFT(
>ost often, shifts of + 5 3 (half a sample) are used. Ahile the ordinary DFT corresponds
to a periodic signal in $oth time and frequency domains, a = + 5 3 produces a signal that is
antiperiodic in frequency domain (Xk 8 N = 1 Xk) and "ice"ersa for b = + 5 3. Thus, the
specific case of a = b = + 5 3 is %nown as an odd!time odd!frequency discrete Fourier
transform (or Q
3
DFT). #uch shifted transforms are most often used for symmetric data,
to represent different $oundary symmetries, and for realsymmetric data they correspond
to different forms of the discrete cosine and sine transforms.
Another interesting choice is a = b = 1 (N 1 +) 5 3, which is called the centered DFT (or
CDFT). The centered DFT has the useful property that, when N is a multiple of four, all
four of its eigen"alues (see a$o"e) ha"e equal multiplicities (Bu$io and #anthanam,
300P).
The discrete Fourier transform can $e "iewed as a special case of the !transform,
e"aluated on the unit circle in the comple' planeC more general !transforms correspond
to complex shifts a and b a$o"e.