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Original Title: Fast Fourier Transform

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Divide-and-conquer:

Fast algorithm for Integer and matrix

multiplication

Takes time for polynomial multiplications

Fast Fourier Transform:

Takes less time for polynomial multiplication

Useful in the field of signal processing

1

Polynomial multiplication

Input: Coefficients of two polynomials, A(x) and

B(x), of degree d

Output: Their product C = A . B

Selection: Pick some points

Where n 2d+1

Evaluation: Compute

and

2

Polynomial multiplication

Multiplication: Compute

for

Interpolation:

Recover C(x) as

3

4

Evaluation by divide-and-conquer

To evaluate a polynomial A(x) of degree

n to pick n points if we choose positive-

negative pairs like

then A(xi) and A(-xi) overlap a lot

Evaluation by divide-and-conquer

To evaluate this we need to split A(x) into its odd

and even powers

Where polynomials are of degree n/2-1

5

Evaluation by divide-and-conquer

we would get a divide-and-conquer pro-

cedure with running time

6

Evaluation by divide-and-conquer

Plus-minus trick only works at the top level of the

recursion

To recurse at the next level, we need the

n/2 evaluation points

to be themselves plus-minus pairs But how can a

square be negative?

We use complex numbers ,to find them we use

reverse engineering

7

Evaluation by divide-and-conquer

The complex nth roots of unity, that is, the n

complex solutions to the equation

8

********

Interpolation

Polynomials can be represented in terms of

their coefficients or their values at a

selected set of points.

9

Interpolation

A matrix reformulation:

Here are representations for a polynomial A(x) of degree

n-1. They are both vectors of n numbers, and one is a

linear transformation of the other.

Call the matrix in the middle M. Evaluation is

multiplication by M, while interpolation is multiplication by

M

-1

.

10

Interpolation Resolved

In linear algebra terms, the FFT multiplies an

arbitrary n-dimensional vector, which we have

been calling the coefficient representation by the

nxn matrix.

where is a complex nth root of unity, and n is

a power of 2.

11

Inversion Formula

is also an nth root of unity

Lemma: The columns of matrix M are

orthogonal to each other.

Proof. Take the inner product of any

columns j and k of matrix M

12

Lemma

This is a geometric series with first term 1,

last term , and ratio .Therefore

it evaluates to which

is 0.except when j = k, in which case all

terms are 1 and the sum is n.

13

Fast Fourier Transform

The FFT takes as input a vector

and a complex number and a complex

number whose powers

are the complex nth roots of unity.

It multiplies vector a by the n x n matrix

Mn(),which has (j, k)th entry (starting

row- and column-count at zero) jk.

14

Fast Fourier Transform

The potential for using divide-and-conquer

in this matrix-vector multiplication becomes

apparent when M's columns are segregated

into evens and odds:

15

Fast Fourier Transform

function FFT(a,)

Input: An array for n a power of 2

A primitive nth root of unity,

Output: Mn()a

if = 1: return a

=FFT

=FFT

for j = 0 to n/2-1:

Return

16

Fast Fourier Transform

Next, we have simplified entries in the

bottom half of the matrix using

and

The final product is the vector:

17

The Fast Fourier transform unraveled

The divide-and-conquer step of the FFT

can be drawn as a very simple circuit.

A problem of size n is reduced to two sub

problems of size n/2.

18

The Fast Fourier transform unraveled

When two wires come into a junction from

the left, the numbers they are carrying get

added up.

So the two outputs depicted are executing

the following commands by the FFT

algorithm.

19

The Fast Fourier transform unraveled

Unraveling the FFT circuit completely for

n=8 elements:

For n inputs there are levels, each with n

nodes, for a total of n log n operations.

The inputs are arranged in a peculiar order: 0, 4,

2, 6, 1, 5, 3, 7.

There is a unique path between each input

and each output

20

The Fast Fourier transform unraveled

There are two edges out of each node:

Going up (0-edge)

Going down (1-edge)

FFT circuit is natural for:

Parallel computation

Direct implementation in hardware.

21

The Fast Fourier Transform Circuit

22

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