Coordinates of a vector FFT
$begingroup$
I was reading a paper about DFT, at the end he got the relations $Y=frac{1}{sqrt N}W_n cdot y$ and $y=frac{1}{sqrt N}W_n cdot Y$, where $y$ is a vector and $Y$ is the coordinates of that vector in the basis. $W_n$ stands for the transformation matrix.
Later, the author shows how to reduce the following into smaller matrices but I don't really understand what is he doing nor how is he doing it.
begin{align*}
W_4 begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix} &= begin{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} 1&1\omega&omega^3 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
\
begin{bmatrix} 1&omega^4\1&omega^6 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} omega^2&omega^6\omega^3&omega^9 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
end{bmatrix}
\ &=
begin{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} 1\&omega end{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
\
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
-begin{bmatrix} 1\&omega end{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
end{bmatrix}
end{align*}
fast-fourier-transform
$endgroup$
add a comment |
$begingroup$
I was reading a paper about DFT, at the end he got the relations $Y=frac{1}{sqrt N}W_n cdot y$ and $y=frac{1}{sqrt N}W_n cdot Y$, where $y$ is a vector and $Y$ is the coordinates of that vector in the basis. $W_n$ stands for the transformation matrix.
Later, the author shows how to reduce the following into smaller matrices but I don't really understand what is he doing nor how is he doing it.
begin{align*}
W_4 begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix} &= begin{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} 1&1\omega&omega^3 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
\
begin{bmatrix} 1&omega^4\1&omega^6 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} omega^2&omega^6\omega^3&omega^9 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
end{bmatrix}
\ &=
begin{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} 1\&omega end{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
\
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
-begin{bmatrix} 1\&omega end{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
end{bmatrix}
end{align*}
fast-fourier-transform
$endgroup$
add a comment |
$begingroup$
I was reading a paper about DFT, at the end he got the relations $Y=frac{1}{sqrt N}W_n cdot y$ and $y=frac{1}{sqrt N}W_n cdot Y$, where $y$ is a vector and $Y$ is the coordinates of that vector in the basis. $W_n$ stands for the transformation matrix.
Later, the author shows how to reduce the following into smaller matrices but I don't really understand what is he doing nor how is he doing it.
begin{align*}
W_4 begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix} &= begin{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} 1&1\omega&omega^3 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
\
begin{bmatrix} 1&omega^4\1&omega^6 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} omega^2&omega^6\omega^3&omega^9 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
end{bmatrix}
\ &=
begin{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} 1\&omega end{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
\
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
-begin{bmatrix} 1\&omega end{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
end{bmatrix}
end{align*}
fast-fourier-transform
$endgroup$
I was reading a paper about DFT, at the end he got the relations $Y=frac{1}{sqrt N}W_n cdot y$ and $y=frac{1}{sqrt N}W_n cdot Y$, where $y$ is a vector and $Y$ is the coordinates of that vector in the basis. $W_n$ stands for the transformation matrix.
Later, the author shows how to reduce the following into smaller matrices but I don't really understand what is he doing nor how is he doing it.
begin{align*}
W_4 begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix} &= begin{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} 1&1\omega&omega^3 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
\
begin{bmatrix} 1&omega^4\1&omega^6 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} omega^2&omega^6\omega^3&omega^9 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
end{bmatrix}
\ &=
begin{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
+begin{bmatrix} 1\&omega end{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
\
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_0\y_2 end{bmatrix}
-begin{bmatrix} 1\&omega end{bmatrix}
begin{bmatrix} 1&1\1&omega^2 end{bmatrix}
begin{bmatrix} y_1\y_3 end{bmatrix}
end{bmatrix}
end{align*}
fast-fourier-transform
fast-fourier-transform
edited Dec 26 '18 at 1:02
Rócherz
2,9112821
2,9112821
asked Dec 25 '18 at 20:38
Alejandro DuqueAlejandro Duque
62
62
add a comment |
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1 Answer
1
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$begingroup$
In the first step, the author is just exploiting some associativity of the matrix-vector product. For instance, the first two rows of $W_4y$ are:
begin{align*}
begin{bmatrix} 1&1&1&1\ 1&omega&omega^2&omega^3 end{bmatrix} begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix}
&=
begin{bmatrix} y_0+y_1+y_2+y_3\ y_0+omega y_1+omega^2y_2+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} (y_0+y_2)+(y_1+y_3)\ (y_0+omega^2y_2)+(omega y_1+omega^3y_3) end{bmatrix}
\ &=
begin{bmatrix} y_0+y_2\ y_0+omega^2y_2 end{bmatrix}
+
begin{bmatrix} y_1+y_3\ omega y_1+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} 1&1\1&omega^2 end{bmatrix} begin{bmatrix} y_0\y_2 end{bmatrix} +begin{bmatrix} 1&1\omega&omega^3 end{bmatrix} begin{bmatrix} y_1\y_3 end{bmatrix}.
end{align*}
$endgroup$
$begingroup$
Oh ok, now i get it thanks. i will continue by myself from here
$endgroup$
– Alejandro Duque
Dec 25 '18 at 21:30
add a comment |
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1 Answer
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active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
In the first step, the author is just exploiting some associativity of the matrix-vector product. For instance, the first two rows of $W_4y$ are:
begin{align*}
begin{bmatrix} 1&1&1&1\ 1&omega&omega^2&omega^3 end{bmatrix} begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix}
&=
begin{bmatrix} y_0+y_1+y_2+y_3\ y_0+omega y_1+omega^2y_2+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} (y_0+y_2)+(y_1+y_3)\ (y_0+omega^2y_2)+(omega y_1+omega^3y_3) end{bmatrix}
\ &=
begin{bmatrix} y_0+y_2\ y_0+omega^2y_2 end{bmatrix}
+
begin{bmatrix} y_1+y_3\ omega y_1+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} 1&1\1&omega^2 end{bmatrix} begin{bmatrix} y_0\y_2 end{bmatrix} +begin{bmatrix} 1&1\omega&omega^3 end{bmatrix} begin{bmatrix} y_1\y_3 end{bmatrix}.
end{align*}
$endgroup$
$begingroup$
Oh ok, now i get it thanks. i will continue by myself from here
$endgroup$
– Alejandro Duque
Dec 25 '18 at 21:30
add a comment |
$begingroup$
In the first step, the author is just exploiting some associativity of the matrix-vector product. For instance, the first two rows of $W_4y$ are:
begin{align*}
begin{bmatrix} 1&1&1&1\ 1&omega&omega^2&omega^3 end{bmatrix} begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix}
&=
begin{bmatrix} y_0+y_1+y_2+y_3\ y_0+omega y_1+omega^2y_2+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} (y_0+y_2)+(y_1+y_3)\ (y_0+omega^2y_2)+(omega y_1+omega^3y_3) end{bmatrix}
\ &=
begin{bmatrix} y_0+y_2\ y_0+omega^2y_2 end{bmatrix}
+
begin{bmatrix} y_1+y_3\ omega y_1+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} 1&1\1&omega^2 end{bmatrix} begin{bmatrix} y_0\y_2 end{bmatrix} +begin{bmatrix} 1&1\omega&omega^3 end{bmatrix} begin{bmatrix} y_1\y_3 end{bmatrix}.
end{align*}
$endgroup$
$begingroup$
Oh ok, now i get it thanks. i will continue by myself from here
$endgroup$
– Alejandro Duque
Dec 25 '18 at 21:30
add a comment |
$begingroup$
In the first step, the author is just exploiting some associativity of the matrix-vector product. For instance, the first two rows of $W_4y$ are:
begin{align*}
begin{bmatrix} 1&1&1&1\ 1&omega&omega^2&omega^3 end{bmatrix} begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix}
&=
begin{bmatrix} y_0+y_1+y_2+y_3\ y_0+omega y_1+omega^2y_2+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} (y_0+y_2)+(y_1+y_3)\ (y_0+omega^2y_2)+(omega y_1+omega^3y_3) end{bmatrix}
\ &=
begin{bmatrix} y_0+y_2\ y_0+omega^2y_2 end{bmatrix}
+
begin{bmatrix} y_1+y_3\ omega y_1+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} 1&1\1&omega^2 end{bmatrix} begin{bmatrix} y_0\y_2 end{bmatrix} +begin{bmatrix} 1&1\omega&omega^3 end{bmatrix} begin{bmatrix} y_1\y_3 end{bmatrix}.
end{align*}
$endgroup$
In the first step, the author is just exploiting some associativity of the matrix-vector product. For instance, the first two rows of $W_4y$ are:
begin{align*}
begin{bmatrix} 1&1&1&1\ 1&omega&omega^2&omega^3 end{bmatrix} begin{bmatrix} y_0\y_1\y_2\y_3 end{bmatrix}
&=
begin{bmatrix} y_0+y_1+y_2+y_3\ y_0+omega y_1+omega^2y_2+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} (y_0+y_2)+(y_1+y_3)\ (y_0+omega^2y_2)+(omega y_1+omega^3y_3) end{bmatrix}
\ &=
begin{bmatrix} y_0+y_2\ y_0+omega^2y_2 end{bmatrix}
+
begin{bmatrix} y_1+y_3\ omega y_1+omega^3y_3 end{bmatrix}
\ &=
begin{bmatrix} 1&1\1&omega^2 end{bmatrix} begin{bmatrix} y_0\y_2 end{bmatrix} +begin{bmatrix} 1&1\omega&omega^3 end{bmatrix} begin{bmatrix} y_1\y_3 end{bmatrix}.
end{align*}
edited Dec 25 '18 at 21:32
answered Dec 25 '18 at 21:01
RócherzRócherz
2,9112821
2,9112821
$begingroup$
Oh ok, now i get it thanks. i will continue by myself from here
$endgroup$
– Alejandro Duque
Dec 25 '18 at 21:30
add a comment |
$begingroup$
Oh ok, now i get it thanks. i will continue by myself from here
$endgroup$
– Alejandro Duque
Dec 25 '18 at 21:30
$begingroup$
Oh ok, now i get it thanks. i will continue by myself from here
$endgroup$
– Alejandro Duque
Dec 25 '18 at 21:30
$begingroup$
Oh ok, now i get it thanks. i will continue by myself from here
$endgroup$
– Alejandro Duque
Dec 25 '18 at 21:30
add a comment |
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