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You are on page 1of 18

Transform

Irina Bobkova

Overview

I. Polynomials

II. The DFT and FFT

III. Efficient implementations

IV. Some problems

A polynomial in the variable x over an algebraic field F is

representation of a function A(x) as a formal sum

•Coefficient representation

•Point-value representation

1

0

( )

n

j

j

j

A x a x

÷

=

=

¿

0 1 1

( , ,... )

n

a a a a

÷

=

0 0 1 1 1 1

{( , ), ( , ),..., ( , )}

n n

x y x y x y

÷ ÷

Coefficient

representation

Point-value representation

Adding

Multiplication

Representation of polynomials

( ) n O

2

( ) n O

( ) n O

( ) n O

Interpolation

Interpolation-the inverse of evaluation –determining the

coefficient form from a point-value representation

Lagrange’s formula

The coefficients can be computed in time

Exercise. Prove it.

Thus, n-point evaluation and interpolation are well-defined inverse

operations between two representations. The algorithms

described above for these problems take time .

( )

1

( )

0

( )

j

j k

k j

j k

x x

n

k

x x

k

A x y

=

=

÷

÷

÷

=

[

=

[

¿

2

( ) n O

2

( ) n O

Fast multiplication

Question.Can we use the linear-time multiplication method for

polynomials in point-value form to expedite polynomial

multiplication in coefficient form?

Answer.Yes, but we are to be able to convert quickly from one form to

another.

0 1 n 1

0 1 n 1

a , a ,...., a

b , b ,...., b

÷

÷

0 1 2n 2

c , c ,..., c

÷

0 0

2n 2n

1 1

2n 2n

2n 1 2n 1

2n 2n

A( ), B( )

A( ), B( )

A( ), B( )

÷ ÷

e e

e e

e e

0

2n

1

2n

2n 1

2n

C( )

C( )

C( )

÷

e

e

e

Ordinary multiplication

Time Θ(n²)

Pointwise multiplication

Time Θ(n)

Evaluation

Time Θ(n lg n)

Interpolation

Time Θ(n lg n)

Complex roots of unity

There are exactly n complex roots of unity.They form a cyclic

multiplication group:

The value is called the primitive root of unity; all of the

other complex roots are powers of it.

2

1

=

i

n

e

t

e

n

Z 1 0 ÷ =

2

=

ik

n

k

e

t

e

Discrete Fourier Transform

Let F(x) be the polynomial with degree-

bound n, which is a power of 2.e is a primitive n-th root of unity.

Let .Then

The vector is called the Discrete Fourier Transform

of vector a. The matrix is denoted by .

2

0 0

2 1

1 1

2 4 2( 1)

2 2

1 2( 1) ( 1)

1 1

1 1 1 1

1

1

*

1

n

n

n n n

n n

y a

y a

y a

y a

e e e

e e e

e e e

÷

÷

÷ ÷ ÷

÷ ÷

| | | | | |

| | |

| | |

| | |

=

| | |

| | |

| | |

\ . \ . \ .

1 2

1 2 0

( ) ...

n n

n n

F x a x a x a

÷ ÷

÷ ÷

= + + +

( )

k

k

y F e =

0 1 1

( , ,... )

n

y y y y

÷

=

( )

n

F e

How to find F

n

-1

?

Proposition. Let e be a primitive l-th root of unity over a field L.Then

Proof. The l =1 case is immediate since e=1.

Since e is a primitive l-th root, each e

k

,k=0 is a distinct l-th root of unity.

Comparing the coefficients of Z

l-1

on the left and right hand sides of this

equation proves the proposition.

1

0

0

÷

=

¦ ¹

e =

´ `

¹ )

¿

l

k

k

if l > 1

1 otherwise

0 2 1

1 1

1

0 0

1 ( )( )( )...( )

( ) ... ( 1)

÷

÷ ÷

÷

= =

÷ = ÷e ÷e ÷e ÷e =

= ÷ e + + ÷ e

¿ [

l l

l l l l

l l

l k l l k

l l

k k

Z Z Z Z Z

Z Z

Inverse matrix to F

n

Proposition. Let ω be an n-th root of unity.Then,

Proof.

The i=j case is obvious.If i=j then will be a primitive root of unity of

order l, where l|n.Applying the previous proposition completes the proof.

So,

1

n n n

F ( ) F ( ) nE

÷

e · e =

th 1

n n

n-1 n-1

ik ik k(i j)

k=0 k=0

The ij element of F ( )F ( ) is

0, if i j

n, otherwise

÷

÷ ÷

e e

=

¦ ¹

e e = e =

´ `

¹ )

¿ ¿

i j ÷

e

Evaluating y= F

n

(e)

a

Interpolation a= y

1 1

n n

1

F ( ) F ( )

n

÷ ÷

e = e

1

n

1

F ( )

n

÷

e

Fast Fourier Transform

[0] 2 n / 2 1

0 2 4 n 2

[1] 2 n / 2 1

1 3 5 n 1

[0] 2 [1] 2

A (x) a a x a x ... a x

A (x) a a x a x ... a x

A(x) A (x ) xA (x )

÷

÷

÷

÷

= + + + +

= + + + +

= +

So, the problem of evaluating A(x) reduces to:

1. Evaluating the degree-bound n/2 polynomials

2. Combining the results

[0] [1]

A (x) and A (x)

Recursive FFT

2 i

n

n

[0]

0 2 n-2

[1]

1 3 n-1

[0] [0]

[1] [1]

1 n length[a]

2 if n=1

3 then return a

4 e

5 1

6 a (a ,a ,...,a )

7 a (a ,a ,...,a )

8 y Recursive-FFT(a )

9 y Recursive-FFT(a )

10 for k 0 to n/2-1

11

t

÷

e ÷

e÷

÷

÷

÷

÷

÷

[0] [1]

k k k

[0] [1]

k+(n/2) k k

n

do y y + y

12 y y - y

13

14 return y

÷ e

÷ e

e÷ ee

Time of the Recursive-FFT

To determine the running time of procedure Recursive-FFT, we note, that

exclusive of the recursive calls, each invocation takes time Θ(n), where n is

the length of the input vector.The recurrence for the running time is therefore

T(n) = 2T(n/2) + Θ(n) = Θ(n log n)

More effective implementations

The for loop involves computing the value twice.We can change the

loop(the butterfly operation):

[1]

e

k

n k

y

÷

÷ e

÷

÷

e÷ ee

[1]

k

[0]

k k

[0]

k+(n/2) k

n

for k 0 to n/2-1

do t y

y y +t

y y -t

[0]

k

y

[0]

k

y

[0] [1]

÷e

k

k n k

y y

[0] [1]

+ e

k

k n k

y y

e

k

n

.

+

÷

Iterative FFT

1) We take the elements in pairs, compute the DFT of each pair, using one

butterfly operation, and replace the pair with its DFT

2) We take these n/2 DFT’s in pairs and compute the DFT of the four vector

elements

.

.

We take 2 (n/2)-element DFT’s and combine them using n/2 butterfly

operations into the final n-element DFT

0 2 4 6

( , , , ) a a a a

0 4

( , ) a a

6

( ) a

2 6

( , ) a a

2

( ) a

4

( ) a

0

( ) a

2

log ) n

1 3 5 7

( , , , ) a a a a

1 5

( , ) a a

7

( ) a

3 7

( , ) a a

3

( ) a

5

( ) a

1

( ) a

0 1 2 3 4 5 6 7

( , , , , , , , ) a a a a a a a a

Iterative-FFT.Code.

0,4,2,6,1,5,3,7000,100,010,110,001,101,011,111000,001,010,011,100,101,110,111

BIT-REVERSE-COPY(a,A)

nlength [a]

for k0 to n-1

do A[rev(k)]a

k

ITERATIVE-FFT

1. BIT-REVERSE-COPY(a,A)

2. nlength [a]

3. for s1 to log n

4. do m2

s

5.

e

m

e

2ti/m

6. for j0 to n-1 by m 1

7. for j0 to m/2-1

8. do for kj to n-1 by m

9. do t eA[k+m/2]

10. uA[k]

11. A[k]u+t

12. A[k+m/2]u-t

13. e e e

m

14. return A

A parallel FFT circuit

a

0

y

0

a

1

y

1

a

2

y

2

a

3

y

3

a

4

y

4

a

5

y

5

a

6

y

6

a

7

y

7

0

2

e

0

2

e

0

2

e

0

2

e

0

4

e

1

4

e

0

4

e

1

4

e

3

8

e

2

8

e

1

8

e

0

8

e

Problem: evaluating all derivatives of a polynomial at a point

a. Given coefficients b

0

,b

1

,…,

b

n-1

such that

Show how to compute A

(t)

(x

0

), for t=0,1,2,…,n-1, in O(n) time.

b. Explain how to find b

0

,b

1

,…,

b

n-1

in O(n lg n) time, given A( ) for

k=0,1,2,…,n-1.

0

k

n

x + e

1

0

0

( ) ( )

n

j

j

j

A x b x x

÷

=

= ÷

¿

Problem: Toeplitz matrices

A Toeplitz matrix is an n × n matrix , such that

for i=2,3,…,n and j=2,3,…,n.

a. Is the sum of two Toeplitz matrices necessarily Toeplitz? What about the

product?

b. Describe how to represent a Toeplitz matrix so that two n × n Toeplitz

matrices can be added in O(n) time.

c. Give an O(n lg n)-time algorithm for multiplying an n × n Toeplitz matrix by

a vector of length n. Use your representation from part (b).

d. Give an efficient algorithm for multiplying two n × n Toeplitz matrices.

Analyze its running time.

( )

ij

A a =

1, 1 ij i j

a a

÷ ÷

=

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