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2007 Syllabus: Fast Fourier Transform (FFT) – Radix-2 decimation in time and decimation in

frequency FFT Algorithms, Inverse FFT, and FFT for composite N.

Contents:

3.1 Introduction

3.2 Radix-2 decimation-in-time FFT (Cooley-Tukey)

3.3 Radix-2 decimation-in-frequency FFT (Sande-Tukey)

3.4 Inverse DFT using the FFT algorithm

3.5 *Decimation-in-time algorithm for N = 4 (Cooley-Tukey formulation)

3.6 *Decimation-in-frequency algorithm for N = 4 (Sande-Tukey formulation)

3.7 FFT with general radix

3.1 Introduction

For a finite-duration sequence x(n) of length N, the DFT sum may be written as

N 1

X(k) = x ( n) W

n 0

kn

N , k = 0, 1, …, N–1

where WN = e j 2 / N . There are a total of N values of X(.) ranging from X(0) to X(N–1). The

calculation of X(0) involves no multiplications at all since every product term involves WN0 =

e j 0 = 1. Further, the first term in the sum always involves WN0 or e j 0 = 1 and therefore does

not require a multiplication. Each X(.) calculation other than X(0) thus involves (N–1) complex

multiplications. And each X(.) involves (N–1) complex additions. Since there are N values of X(.)

the overall DFT requires ( N 1) 2 complex multiplications and N(N–1) complex additions. For

large N we may round these off to N 2 complex multiplications and the same number of complex

additions.

Each complex multiplication is of the form

and therefore requires four real multiplications and two real additions. Each complex addition is

of the form

and requires two real additions. Thus the computation of all N values of the DFT requires 4N2

real multiplications and 4 N 2 (= 2 N 2 + 2 N 2 ) real additions.

Efficient algorithms which reduce the number of multiply-and-add operations are known

by the name of fast Fourier transform (FFT). The Cooley-Tukey and Sande-Tukey FFT

algorithms exploit the following properties of the twiddle factor (phase factor), WN = e j 2 / N

(the factor e j 2 / N is called the Nth principal root of 1):

N

k

1. Symmetry property WN 2

= – WNk

2. Periodicity property WNk N = WNk

To illustrate, for the case of N = 8, these properties result in the following relations:

1 j

W80 = – W84 = 1 W81 = – W85 =

2

W82 = – W86 = –j W83 = – W87 =

1 j

2

The use of these properties reduces the number of complex multiplications from N2 to

N

log 2 N (actually the number of multiplications is less than this because several of the

2

multiplications by WNr are really multiplications by ±1 or ±j and don’t count); and the number of

complex additions are reduced from N 2 to N log 2 N . Thus, with each complex multiplication

requiring four real multiplications and two real additions and each complex addition requiring

two real additions, the computation of all N values of the DFT requires

N

Number of real multiplications = 4 log 2 N = 2 N log 2 N

2

N

Number of real additions = 2 N log 2 N + 2 log 2 N = 3N log 2 N

2

We can get a rough comparison of the speed advantage of an FFT over a DFT by

computing the number of multiplications for each since these are usually more time consuming

than additions. For instance, for N = 8 the DFT, using the above formula, would need 82 = 64

8

complex multiplications, but the radix-2 FFT requires only 12 (= log 28 = 4 x 3).

2

No. of points No. of complex multiplications No. of real multiplications

N DFT FFT DFT FFT

32 1024 80 4096 320

128 16384 448 65536 1792

1024 1048576 5120 4194304 20480

We consider first the case where the length N of the sequence is an integral power of 2,

that is, N = 2ν where ν is an integer. These are called radix-2 algorithms of which the

decimation-in-time (DIT) version is also known as the Cooley-Tukey algorithm and the

decimation-in-frequency (DIF) version is also known as the Sande-Tukey algorithm. We

show first how the algorithms work; their derivation is given later.

For a radix of (r = 2), the elementary computation (EC) known as the butterfly consists

of a single complex multiplication and two complex additions.

If the number of points, N, can be expressed as N = r m , and if the computation algorithm

is carried out by means of a succession of r-point transforms, the resultant FFT is called a radix-

r algorithm. In a radix-r FFT, an elementary computation consists of an r-point DFT followed

by the multiplication of the r results by the appropriate twiddle factor. The number of ECs

required is

N

Cr = log r N

r

which decreases as r increases. Of course, the complexity of an EC increases with increasing r.

For r = 4, the EC requires three complex multiplications and several complex additions.

Suppose that we desire an N-point DFT where N is a composite number that can be

factored into the product of integers

N = N1 N2 … Nm

If, for instance, N = 64 and m = 3, we might factor N into the product 64 = 4 x 4 x 4, and the 64-

point transform can be viewed as a three-dimensional 4 x 4 x 4 transform.

If N is a prime number so that factorization of N is not possible, the original signal can be

zero-padded and the resulting new composite number of points can be factored.

3.2 Radix-2 decimation-in-time FFT (Cooley-Tukey)

Procedure and important points

2. The input sequence is shuffled through bit-reversal. The index n of the sequence x(n) is

expressed in binary and then reversed.

3. The number of stages in the flow graph is given by ν = log 2 N .

4. Each stage consists of N/2 butterflies.

5. Inputs/outputs for each butterfly are separated as follows:

Separation = 2m–1 samples where m = stage index, stages being numbered from

left to right (that is, m = 1 for stage 1, m = 2 for stage 2 etc.).

This amounts to separation increasing from left to right in the order 1, 2, 4, …, N/2.

Separation of 1

Separation of 2

Separation of 4

6. The number of complex additions = N log 2 N and the number of complex multiplications

N

is log 2 N .

2

7. The elementary computation block in the flow graph, called the butterfly, is shown here.

This is an in-place calculation in that the outputs (A + B WNk ) and (A – B WNk ) can be

computed and stored in the same locations as A and B.

A A + B WNk

WNk A – B WNk

B

Example 3.2.1 [2002] Radix-2, 8-point, decimation-in-time FFT for the sequence

n→ 0 1 2 3 4 5 6 7

x(n) = {1, 2 3 4 –4 –3 –2 –1}

1 1

W80 = 1 W81 = e j 2 / 8 = e j / 4 = –j

2 2

W82 = e j 2 / 8

2

= e j / 2 = – j

W83 = e j 2 / 8 3

= e j 3 / 4 = –

1

–j

1

2 2

A + B WNk

A

=1 =1–4=–3

W80 A – B WNk

B

=1 =1+4=5

=–4

Bit-reversed Natural

order ↓ Stage 1 ↓ Stage 2 ↓ Stage 3 ↓ ↓ order

000 000 x(0) = 1 X(0) = 0

8-point FFT using DIT

Results of the first stage

Input Stage 1 Stage 2 Stage 3 (Output)

1 1 + (–4) . 1 = –3

– 4 1 – (–4) . 1 = 5

3 3 + (–2) . 1 = 1

– 2 3 – (–2) . 1 = 5

2 2 + (–3) . 1 = –1

– 3 2 – (–3) . 1 = 5

4 4 + (–1) . 1 = 3

– 1 4 – (–1) . 1 = 5

Input Stage 1 Stage 2 Stage 3 (Output)

1 –3 –3 + 1 . 1 = –2

–4 5 5 + 5 . (–j) = 5 2e j / 4

3 1 –3 – 1 . 1 = –4

–2 5 5 – 5 . (–j) = 5 2e j / 4

2 –1 –1 + 3 . 1 = 2

–3 5 5 + 5 . (–j) = 5 2e j / 4

4 3 –1 – 3 . 1 = –4

–1 5 5 – 5 . (–j) = 5 2e j / 4

Input Stage 1 Stage 2 Stage 3 (Output)

1 –3 –2 –2 + 2 . 1 = 0

–4 5 5 2e j / 4 5 2e j / 4 + 5 2e j / 4 . e j / 4 = 5 – j12.07

3 1 –4 –4 + (–4) . (–j) = –4 + j4 = 4 2e j 3 / 4

–2 5 5 2e j / 4 5 2e j / 4 + 5 2e j / 4 . e j 3 / 4 = 5 – j 2.07

2 –1 2 –2 – 2 . 1 = –4

–3 5 5 2e j / 4

5 2e j / 4 – 5 2e j / 4 . e j / 4 = 5 + j2.07

4 3 –4 –4 – (–4) . (–j) = –4 – j4 = 4 2e j 3 / 4

–1 5 5 2e j / 4 5 2e j / 4 – 5 2e j / 4 . e j 3 / 4 = 5 + j12.07

The DFT is X(k) = {0, (5 – j12.07), (–4 + j4), (5 – j2.07), –4, (5 + j2.07), (–4 – j4), (5 + j12.07)}

3.3 Radix-2 decimation-in-frequency FFT (Sande-Tukey)

Procedure and important points

2. The input sequence is in natural order; the output is in bit-reversed order.

3. The number of stages in the flow graph is given by ν = log 2 N .

4. Each stage consists of N/2 butterflies.

5. Inputs/outputs for each butterfly are separated in the reverse order from that of the DIT.

The separation decreases from left to right in the order N/2, … , 4, 2, 1.

6. The number of complex additions = N log 2 N and the number of complex multiplications

N

is log 2 N .

2

7. The basic computation block in the flow graph of the DIF FFT is the butterfly shown

here. This is an in-place calculation in that the two outputs (A + B) and (A – B) WNk can

be computed and stored in the same locations as A and B.

A A+B

WNk

B (A – B) WNk

Example 3.3.1 [Cf. Example 2.1] Radix-2, 8-point, decimation-in-frequency FFT for the

sequence

n→ 0 1 2 3 4 5 6 7

x(n) = {1, 2 3 4 –4 –3 –2 –1}

Solution The twiddle factors are the same as in the DIT FFT done earlier (both being 8-point

DFTs):

1 1

W80 = 1 W81 = e j 2 / 8 = –j

2 2

2

W82 = e j 2 / 8 = e j / 2 = – j 3

W83 = e j 2 / 8 = e j 3 / 4 = –

1

–j

1

2 2

One of the elementary computations is shown below:

A A+B

W80 = 1 = 1 – 4 = –3

=1

B (A – B) WNk

= –4 = (1 + 4) 1 = 5

Natural Bit-reversed

order ↓ Stage 1 ↓ Stage 2 ↓ Stage 3 ↓ ↓ order

x(7) = –1 X(7) =

8-point FFT using DIF

Results of the first stage

Input Stage 1 Stage 2 Stage 3 (Output)

1 1 + (–4) = –3

2 2 + (–3) = –1

3 3 + (–2) = 1

4 4 + (–1) = 3

– 4 (1 – (–4)) 1 = 5

– 3 (2 – (–3)) e j / 4 = 5 e j / 4

– 2 (3 – (–2)) (–j) = –j5

– 1 (4 – (–1)) e j 3 / 4 = 5 e j 3 / 4

Input Stage 1 Stage 2 Stage 3 (Output)

1 –3 –3 + 1 = –2

2 –1 –1 + 3 = 2

3 1 (–3 –1) 1 = –4

4 3 (–1 –3) (–j) = j4

–4 5 5 + (–j5) = 5 2e j / 4

–3 5 e j / 4 5 e j / 4 + 5 e j 3 / 4 = –j5 2

–2 –j5 (5 – (–j5)) 1 = 5 2e j / 4

–1 5 e j 3 / 4 (5 e j / 4 – 5 e j 3 / 4 ) (–j) = –j5 2

Input Stage 1 Stage 2 Stage 3 (Output)

1 –3 –2 –2 + 2 = 0

2 –1 2 (–2 –2) 1 = –4

3 1 –4 –4 + j4 = –4 + j4 = 4 2e j 3 / 4

4 3 j4 (–4 – j4) 1 = –4 – j4 = 4 2e j 3 / 4

–4 5 5 2e j / 4 5 2e j / 4 + (–j5 2 ) = 5 – j12.07

–3 5 e j / 4 –j5 2 (5 2e j / 4 – (–j5 2 )) 1 = 5 + j2.07

–2 –j5 5 2e j / 4 5 2e j / 4 + (–j5 2 ) = 5 – j2.07

–1 5 e j 3 / 4 –j5 2 (5 2e j / 4 – (–j5 2 )) 1 = 5 + j12.07

The DFT is X(k) = {0, (5 – j12.07), (–4 + j4), (5 – j2.07), –4, (5 + j2.07), (–4 – j4), (5 + j12.07)}

(DIT Template)

The elementary computation (Butterfly):

A A + B WNk

WNk A – B WNk

B

(DIF Template)

The elementary computation (Butterfly):

A A+B

WNk

B (A – B) WNk

16-point DIF FFT

3.4 Inverse DFT using the FFT algorithm

The inverse DFT of an N-point sequence {X(k), k = 1, 2, … , (N–1)} is defined as

1 N 1

x(n) =

N k 0

X (k )WNk n , n = 0, 1, … , N–1

N 1

N x*(n) = X

k 0

*

(k )WNk n

The right hand side of the above equation is simply the DFT of the sequence X*(k) and can be

computed by using any FFT algorithm. The desired output sequence is then found by taking the

conjugate of the result and dividing by N

*

1 N 1 *

x(n) = X (k )WNk n

N k 0

Example 3.4.1 Given the DFT sequence X(k) = {0, (–1–j), j, (2+j), 0, (2–j), –j, (–1+j)} obtain the

IDFT x(n) using the DIF FFT algorithm.

Solution This is an 8-point IDFT. The 8-point twiddle factors are, as calculated earlier,

1 1

W80 = 1 W81 = e j 2 / 8 = –j

2 2

2

W82 = e j 2 / 8 = e j / 2 = – j 3

W83 = e j 2 / 8 = e j 3 / 4 = –

1

–j

1

2 2

A A+B

WNk

B (A – B) WNk

Natural Bit-reversed

order ↓ Stage 1 ↓ Stage 2 ↓ Stage 3 ↓ ↓ order

X*(0) = 0 8 x*(0) =

W80

X*(1) = 8 x*(4) =

X*(3) = 8 x*(6) =

X*(4) = 0 8 x*(1) =

X*(5) = 8 x*(5) =

X*(6) = j 8 x*(3) =

X*(7) = 8 x*(7) =

8-point IDFT using DIF FFT

Results of the first stage

Input Stage 1 Stage 2 Stage 3 (Output)

X*(k)

0 0+0=0

–1+j –1+j + 2+j = 1+j2

–j –j + j = 0

2–j 2–j + (–1–j) = 1–j2

0 (0 – 0) 1 = 0

2+j (–1+j – (2+j)) e j / 4 = –3 e j / 4

j (–j – j) (–j) = –2

–1–j (2–j – (–1–j)) e j 3 / 4 = 3 e j 3 / 4

Input Stage 1 Stage 2 Stage 3 (Output)

0 0 0+0=0

–1+j 1+j2 1+j2 + 1–j2 = 2

–j 0 (0 – 0) 1 = 0

2–j 1–j2 (1+j2 – (1–j2)) (–j) = 4

0 0 0 + (–2) = –2

2+j –3 e j / 4 –3 e j / 4 + 3 e j 3 / 4 = –3 2

j –2 (0 – (–2)) 1 = 2

–1–j 3 e j 3 / 4 (–3 e j / 4 – 3 e j 3 / 4 ) (–j) = 3 2

Input Stage 1 Stage 2 Stage 3 (Output)

0 0 0 0+2=2 ← 8 x*(0)

–1+j 1+j2 2 (0 – 2) 1 = – 2 ← 8 x*(4)

–j 0 0 0+4=4 ← 8 x*(2)

2–j 1–j2 4 (0 – 4) 1 = – 4 ← 8 x*(6)

0 0 –2 –2 + (–3 2 ) = – 6.24 ← 8 x*(1)

2+j –3 e j / 4 –3 2 (–2 – (–3 2 )) 1 = 2.24 ← 8 x*(5)

j –2 2 2 + 3 2 = 6.24 ← 8 x*(3)

–1–j 3 e j 3 / 4 3 2 (2 – 3 2 ) 1 = – 2.24 ← 8 x*(7)

The output at stage 3 gives us the values 8 x* (n) in bit-reversed order:

8 x (n)

*

bit rev order = {2, –2, 4, –4, –6.24, 2.24, 6.24, –2.24}

The IDFT is given by arranging the data in normal order, taking the complex conjugate of the

sequence and dividing by 8:

8 x (n)

*

normal order = {2, –6.24, 4, 6.24, –2, 2.24, –4, –2.24}

1 6.24 1 6.24 1 2.24 1 2.24

x(n) = , , , ,– , ,– ,

4 8 2 8 4 8 2 8

x(n) = {0.25, –0.78, 0.5, 0.78, –0.25, 0.28, –0.5, –0.28}

Note Because of the conjugate symmetry of {X(k)}, we should expect the sequence {x(n)} to be

real-valued.

The MATLAB program:

Example 3.4.2 [2002] Given the DFT sequence X(k) = {0, (1–j), j, (2+j), 0, (2–j), (–1+j), –j}

obtain the IDFT x(n) using the DIF FFT algorithm.

Solution There is no conjugate symmetry in {X(k)}. Using MATLAB

x = ifft(X)

The IDFT is

x(n) = {0.5, (-0.44 + 0.037i), (0.375 - 0.125i), (0.088 + 0.14i), (-0.75 + 0.5i),

(0.44 + 0.21i), (-0.125 - 0.375i), (-0.088 - 0.39i)}

3.7 FFT with general radix

the computation algorithm is carried out by means of a succession of r-point transforms, the

resultant FFT is called a radix-r algorithm. In a radix-r FFT, an elementary computation (EC)

consists of an r-point DFT followed by the multiplication of the r results by the appropriate

twiddle factor. The number of ECs required is

N

Cr = log r N

r

which decreases as r increases.

Of course, the complexity of an EC increases with increasing r. For r = 2, the EC (the

butterfly) consists of a single complex multiplication and two complex additions; for r = 4, the

EC requires three complex multiplications and several complex additions.

Suppose that we desire an N-point DFT where N is a composite number that can be

factored into the product of integers

N = N1 N2 … Nm

If, for instance, N = 64 and m = 3, we might factor N into the product 64 = 4 x 4 x 4, and the 64-

point transform can be viewed as a three-dimensional 4 x 4 x 4 transform.

If N is a prime number so that factorization of N is not possible, the original signal can be

zero-padded and the resulting new composite number of points can be factored.

We illustrate in the table below the situation for N = 64. Since 64 = 26, we can have a

radix-2 FFT; alternatively, since 64 = 43, we can also have a radix-4 FFT.

N = 64 = 26 = 43 = 82

Radix-2 Radix-4 Radix-8

No. of stages log 2 64 = 6 log 4 64 = 3 log 8 64 = 2

No. of ECs per stage 64/2 = 32 64/4 = 16 64/8 = 8

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