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单词 Fourier Matrix
释义

Fourier Matrix

The Square Matrix with entries given by

(1)

for , 1, 2, ..., , and normalized by to make it a Unitary. The Fouriermatrix is given by
(2)

and the matrix by


(3)

In general,

(4)

with
(5)
where is the Identity Matrix. Note that the factorization (which is the basis of the FastFourier Transform) has two copies of in the center factor Matrix.

See also Fast Fourier Transform, Fourier Transform


References

Strang, G. ``Wavelet Transforms Versus Fourier Transforms.'' Bull. Amer. Math. Soc. 28, 288-305, 1993.


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