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The Discrete Fourier Transform

Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

Decimation-in-frequency Fast Fourier Transforms


for the Symmetric Group

Eric Malm

Presentation Days ’05


Thesis Advisor: Michael Orrison
Harvey Mudd College

02 May 2005

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

Overview
1 The Discrete Fourier Transform
Signal Analysis
Example
Significance of DFT
2 Group-Theoretic DFTs
Symmetries and Groups
Wedderburn’s Theorem
Generalized DFTs
3 Fast Fourier Transforms for Sn
Decimation-In-Frequency FFTs
Representation Theory of Sn
Construction of Factorization
4 Computational Results a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Signal Analysis

The Setup
Suppose we want to analyze some periodic signal f

f HtL

t
1 2
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Signal Analysis

The Setup
Suppose we want to analyze some periodic signal f
• Pick some full time period of f

f HtL

t
1 2
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Signal Analysis

The Setup
Suppose we want to analyze some periodic signal f
• Pick some full time period of f
• Take N samples f0 , f1 , . . . , fN-1 of f in this time period
f HtL

t
1
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Discrete Fourier Transforms

æç f0 ö÷
çç ÷
çç f1 ÷÷÷
çç ÷
çç ¶ ÷÷÷
çç ÷÷
èfN-1 ø

• Process f0 , . . . , fN-1 with the Discrete Fourier Transform

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Discrete Fourier Transforms

æç f0 ö÷
çç ÷ N-1
çç f1 ÷÷÷ input 1
çç
çç ¶ ÷÷÷
÷ ----® f̂k = â fj e-2Πijk / N
çç ÷÷ N
j= 0
èfN-1 ø

• Process f0 , . . . , fN-1 with the Discrete Fourier Transform

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Discrete Fourier Transforms

æç f0 ö÷ æç f̂0 ö÷
çç ÷ N-1 çç ÷
çç f1 ÷÷÷ input 1 output çç f̂1 ÷÷÷
çç
çç ¶ ÷÷÷
÷ ----® f̂k = â fj e-2Πijk / N -----® çç
çç ¶ ÷÷÷
÷
çç ÷÷ N çç ÷÷
j= 0 ç ÷
èfN-1 ø f̂
è N-1 ø
• Process f0 , . . . , fN-1 with the Discrete Fourier Transform
• Get N complex numbers f̂0 , . . . f̂N-1 such that

N-1
2Πk 2Πk
f (t ) » â f̂k Kcos t + i sin tO
N N
k =0

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Discrete Fourier Transforms

æç f0 ö÷ æç f̂0 ö÷
çç ÷ N-1 çç ÷
çç f1 ÷÷÷ input 1 output çç f̂1 ÷÷÷
çç
çç ¶ ÷÷÷
÷ ----® f̂k = â fj e-2Πijk / N -----® çç
çç ¶ ÷÷÷
÷
çç ÷÷ N çç ÷÷
j= 0 ç ÷
èfN-1 ø f̂
è N-1 ø
• Process f0 , . . . , fN-1 with the Discrete Fourier Transform
• Get N complex numbers f̂0 , . . . f̂N-1 such that

N-1
2Πk 2Πk
f (t ) » â f̂k Kcos t + i sin tO
N N
k =0
“pure” frequency
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Discrete Fourier Transforms

æç f0 ö÷ æç f̂0 ö÷
çç ÷ N-1 çç ÷
çç f1 ÷÷÷ input 1 output çç f̂1 ÷÷÷
çç
çç ¶ ÷÷÷
÷ ----® f̂k = â fj e-2Πijk / N -----® çç
çç ¶ ÷÷÷
÷
çç ÷÷ N çç ÷÷
j= 0 ç ÷
èfN-1 ø f̂
è N-1 ø
• Process f0 , . . . , fN-1 with the Discrete Fourier Transform
• Get N complex numbers f̂0 , . . . f̂N-1 such that

N-1
2Πk 2Πk
f (t ) » â f̂k Kcos t + i sin tO
N N
k =0
amplitude
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Example

Example
Our original signal is secretly the sum of three “pure” frequencies:
1
t
1 2
f HtL

2 1
= + t
1
1 2
t
1 2
1
+ t
1 2
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Signal Analysis
Group-Theoretic DFTs
Example
Fast Fourier Transforms for Sn
Significance of DFT
Computational Results

Significance of the DFT


Time-Shift Invariance
Suppose we sampled our signal f over a different time period
• The samples f0 , . . . , fN-1 could be much different
• But the Fourier coefficients f̂0 , . . . , f̂N-1 will not be
The DFT is therefore invariant under translational symmetry

f HtL

t
12 32 a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Symmetries and Groups
Group-Theoretic DFTs
Wedderburn’s Theorem
Fast Fourier Transforms for Sn
Generalized DFTs
Computational Results

Symmetries and Groups


Symmetries and Groups
• Different spaces have different symmetries

Space Symmetry
time domain time translations
sphere rotations
lists permutations

A (1 3) C (1 3 2) B (2 3) B
B ---® B ----® A ---® C
C A C A a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Symmetries and Groups
Group-Theoretic DFTs
Wedderburn’s Theorem
Fast Fourier Transforms for Sn
Generalized DFTs
Computational Results

Symmetries and Groups


Symmetries and Groups
• Different spaces have different symmetries
• Write symmetries abstractly as groups

Space Symmetry Group


time domain time translations Z / NZ
sphere rotations SO(3)
lists permutations Sn

A (1 3) C (1 3 2) B (2 3) B
B ---® B ----® A ---® C
C A C A a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Symmetries and Groups
Group-Theoretic DFTs
Wedderburn’s Theorem
Fast Fourier Transforms for Sn
Generalized DFTs
Computational Results

Group Algebras
Reformulation as Group Algebra
• Treat functions on spaces as functions on groups
• Rewrite functions on group as group algebra elements:

f : X ® C --® f : G ® C --® â f (g) g


g ÎG

f HtL

        t
0 1 2 3 4 5 6 7
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Symmetries and Groups
Group-Theoretic DFTs
Wedderburn’s Theorem
Fast Fourier Transforms for Sn
Generalized DFTs
Computational Results

Wedderburn’s Theorem

Theorem (Wedderburn)
The group algebra CG of a finite group G is isomorphic to an algebra
of block diagonal matrices:

h
CG @ Å Cdj ´dj
j= 1

Example (CS3 )
æçê ö÷
çç ÷
çç ê ê ÷÷÷
CS3 @ C1´1 Å C2´2 Å C1´1 = ççç ÷÷
çç ê ê ÷÷÷
ç ÷
è êø
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Symmetries and Groups
Group-Theoretic DFTs
Wedderburn’s Theorem
Fast Fourier Transforms for Sn
Generalized DFTs
Computational Results

Generalized Discrete Fourier Transforms (DFTs)

Definition (Generalized DFT)


Any such isomorphism D on CG is a generalized DFT for G
• Coefficients in matrix D(f ): generalized Fourier coefficients
• Blocks along diagonal: smallest CG-invariant spaces in CG

Change of Basis
DFT a change of basis into a symmetry-invariant basis
• Picking standard bases on CG, matrix algebra gives DFT matrix
• Naïve bound of O(|G|2 ) on complexity of DFT evaluation

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Decimation-In-Frequency FFTs
Group-Theoretic DFTs
Representation Theory of Sn
Fast Fourier Transforms for Sn
Construction of Factorization
Computational Results

Decimation-In-Frequency Fast Fourier Transforms (FFTs)

Decimation-In-Frequency FFT
• Fix chain of subgroups of G:

1 = G0 < G1 < × × × < Gn-1 < Gn = G.

• Project into successively smaller subspaces in stages


corresponding to subgroups
• Goal: Obtain sparse factorization of change-of-basis matrix D
Sn an Ideal Proof-of-Concept Group
Nonabelian, representation theory well understood, natural chain of
subgroups
1 < S2 < S3 < × × × < Sn a·r·t har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Decimation-In-Frequency FFTs
Group-Theoretic DFTs
Representation Theory of Sn
Fast Fourier Transforms for Sn
Construction of Factorization
Computational Results

Representation Theory of Sn

Each block in matrix algebra for CSn corresponds to a different


non-increasing (proper) partition of n
Example (CS3 )
ê ê
CS3 @ IêM Å Kê êO Å IêM

3#

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Decimation-In-Frequency FFTs
Group-Theoretic DFTs
Representation Theory of Sn
Fast Fourier Transforms for Sn
Construction of Factorization
Computational Results

Character Graph for 1 < S2 < S3

Graded diagram of proper partitions for 1 < S2 < × × × < Sn

æçê ö÷
çç ÷
çç ê ê ÷÷÷
çç ÷
çç ê ê ÷÷÷
çç ÷÷
è êø

CS3

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Decimation-In-Frequency FFTs
Group-Theoretic DFTs
Representation Theory of Sn
Fast Fourier Transforms for Sn
Construction of Factorization
Computational Results

Character Graph for 1 < S2 < S3

Each pathway through the diagram corresponds to a filled-in partition


and a row/column in matrix

1 2 3
æçê ö÷
çç ÷
çç ê ê ÷÷÷
çç ÷
çç ê ê ÷÷÷
çç ÷÷
è êø
1 2
CS3

1
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Decimation-In-Frequency FFTs
Group-Theoretic DFTs
Representation Theory of Sn
Fast Fourier Transforms for Sn
Construction of Factorization
Computational Results

Character Graph for 1 < S2 < S3

Each pathway through the diagram corresponds to a filled-in partition


and a row/column in matrix

1 3
æçê ö÷ 2
çç ÷
çç ê ê ÷÷÷
çç ÷
çç ê ê ÷÷÷
çç ÷÷
è êø 1
2
CS3

1
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Decimation-In-Frequency FFTs
Group-Theoretic DFTs
Representation Theory of Sn
Fast Fourier Transforms for Sn
Construction of Factorization
Computational Results

Character Graph for 1 < S2 < S3

A pair of paths ending at same diagram specifies a 1-D Fourier space

¯
æçê ö÷
ç ÷
® ççç ê ê ÷÷÷
çç ÷
çç ê ê ÷÷÷
çç ÷÷
è êø

CS3

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Decimation-In-Frequency FFTs
Group-Theoretic DFTs
Representation Theory of Sn
Fast Fourier Transforms for Sn
Construction of Factorization
Computational Results

Construction of Factorization

Stages of Subspace Projections


• Partial paths give CSn subspaces
• At stage for Sk , project onto
these subspaces
• Build sparse factor from
projections
• Full paths by stage for Sn
ê ê
CS3 @ I ê M Å K O Å IêM
ê ê
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Decimation-In-Frequency FFTs
Group-Theoretic DFTs
Representation Theory of Sn
Fast Fourier Transforms for Sn
Construction of Factorization
Computational Results

Construction of Factorization

Stages of Subspace Projections


• Partial paths give CSn subspaces
• At stage for Sk , project onto
these subspaces
• Build sparse factor from
projections
• Full paths by stage for Sn
ê ê
CS3 @ I ê M Å K O Å IêM
ê ê
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

Factorization of CS3 DFT Matrix

Full DFT matrix for CS3 :

æç1 1 1 1 1 1 ö÷
çç ÷÷
1 1 1
çç1 -1
çç 2
-2 2
- 12 ÷÷÷÷
çç ÷÷
çç0 0 - 3 3 3
- 32 ÷÷÷÷
çç 2 2 2
çç 1÷
÷
çç0 0 - 1 - 1 1 ÷
çç 2 2 2 2÷ ÷÷
çç 1 1 1 1 ÷÷
çç1 1 - 2
- 2
- 2
- 2÷
÷
çç ÷÷
ç ÷
è1 -1 -1 1 -1 1ø

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

Factorization of CS3 DFT Matrix

Three factors (CS2 on rows, CS2 on columns, CS3 on rows):

æç11 1
- 21
ö÷ æç1 1 1
ö÷ æç1 1
1 1
ö÷
çç ÷÷ çç ÷÷ çç ÷÷
çç 1 ÷÷ çç 1 -1 ÷÷ çç 1 1÷ ÷÷
çç ÷÷÷ ççç ÷ çç
çç 1 ÷ çç 1 -1÷ ÷÷ çç1 -1 ÷÷
÷÷
çç 1 1÷ ÷ç 1
÷÷ çç 1 -1 ÷÷
ç 2÷ ç ÷ç
è 1 -1 ø è 1 1ø è 1 -1ø

plus a permutation matrix and a row-scaling diagonal matrix

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

Factorization of CSn DFT Matrices

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

Factorization of CSn DFT Matrices

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

Results from Prototype Implementation

Prototype þÿ Implementation
Can compute exact FFT up to n = 6

Operation Counts For Evaluation


1
n tnfull tnDIF tnMaslen [1] 2
n(n - 1)
3 4.7 2.7 2.7 3
4 18.8 5.3 5.4 6
5 87.9 8.8 9.1 10
6 486.4 13.8 13.6 15

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

Future Directions

Theory
• Prove O(n2 |Sn |) bounds on operation counts
• Deduce better bases for blocks in factors
• Relate FFT on Sn to FFTs on Sn-1

Implementation
• Improve efficiency of þÿ implementation
• Port to MATLAB or GAP
• Parallelize decimation-in-frequency FFT algorithm

a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group


The Discrete Fourier Transform
Group-Theoretic DFTs
Fast Fourier Transforms for Sn
Computational Results

References
[1] David K. Maslen.
The efficient computation of fourier transforms on the symmetric group.
Mathematics of Computation, 67(223):1121–1147, July 1998.

[2] David K. Maslen and Daniel N. Rockmore.


Generalized FFTs - a survey of some recent results.
DIMACS Series in Discrete Mathematics and Computer Science, 28:183–237,
1997.
[3] Bruce E. Sagan.
The Symmetric Group: Representations, Combinatorial Algorithms, and
Symmetric Functions.
Wadsworth & Brooks/Cole, Pacific Grove, CA, 1991.

On The Web
Senior thesis website: Xhttp://www.math.hmc.edu/~emalm/thesis/\
a·r·t
har vey·mudd·college

Eric Malm FFTs for the Symmetric Group