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Matrix form

The discrete time Fourier transform has been seen to have the form

\begin{equation}\label{eqn:discreteFourierMatrixForm:200}
x_k = \sum_{n = -N}^N X_n e^{ 2 \pi j n k /(2 N + 1)}
\end{equation}
\begin{equation}\label{eqn:discreteFourierMatrixForm:220}
X_n = \inv{2 N + 1} \sum_{k = -N}^N x_k e^{- 2 \pi j n k /(2 N + 1)}.
\end{equation}

A matrix representation of this form is desired. Let

\begin{equation}\label{eqndiscreteFourierMatrixForm:240}
\Bx =
\begin{bmatrix}
x_N \\
\vdots \\
x_0 \\
\vdots \\
x_{-N}
\end{bmatrix}
\end{equation}
\begin{equation}\label{eqndiscreteFourierMatrixForm:260}
\BX =
\begin{bmatrix}
X_N \\
\vdots \\
X_0 \\
\vdots \\
X_{-N}
\end{bmatrix}
\end{equation}

\ref{eqn:discreteFourierMatrixForm:200} written out in full is
\begin{equation}\label{eqn:discreteFourierMatrixForm:280}
\begin{aligned}
x_k
&= X_N e^{ 2 \pi j N k /(2 N + 1)} \\
&+ X_{N-1} e^{ 2 \pi j \lr{N-1} k /(2 N + 1)} \\
&+ \cdots \\
&+ X_0 \\
&+ \cdots \\
&+ X_{1-N} e^{ -2 \pi j \lr{N-1} k /(2 N + 1)} \\
&+ X_{-N} e^{ -2 \pi j N k /(2 N + 1)}.
\end{aligned}
\end{equation}

With \( \alpha = e^{ 2 \pi j /(2 N + 1) } \) the matrix form is

\begin{equation}\label{eqn:discreteFourierMatrixForm:300}
\Bx =
\begin{bmatrix}
\alpha^{ N N } & \alpha^{ \lr{N-1} N } & \cdots & 1 & \cdots & \alpha^{ -\lr{N-1} N } & \alpha^{ -N N } \\
\alpha^{ N \lr{N-1} } & \alpha^{ \lr{N-1} \lr{N-1} } & \cdots & 1 & \cdots & \alpha^{ -\lr{N-1} \lr{N-1} } & \alpha^{ -N \lr{N-1} } \\
\vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots \\
1 & 1 & 1 & 1 & 1 & 1 & 1 \\
\vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots \\
\alpha^{ -N \lr{N-1} } & \alpha^{ -\lr{N-1} \lr{N-1} } & \cdots & 1 & \cdots & \alpha^{ {N-1} \lr{N-1} } & \alpha^{ N \lr{N-1} } \\
\alpha^{ -N N } & \alpha^{ -N N } & \cdots & 1 & \cdots & \alpha^{ \lr{N-1} N } & \alpha^{ N N } \\
\end{bmatrix}
\BX
\end{equation}

Similarily, from \ref{eqn:discreteFourierMatrixForm:220}, the inverse relation expands out to

\begin{equation}\label{eqn:discreteFourierMatrixForm:320}
\begin{aligned}
( 2 N + 1 ) X_n
&= x_N e^{- 2 \pi j n N /(2 N + 1)} \\
&+ x_{N-1} e^{- 2 \pi j n \lr{N-1}/(2 N + 1)} \\
&\cdots \\
&+ x_0 \\
&\cdots \\
&+ x_{1-N} e^{ 2 \pi j n \lr{ N-1 }/(2 N + 1)} \\
&+ x_{-N} e^{ 2 \pi j n N/(2 N + 1)},
\end{aligned}
\end{equation}

with a matrix form of

\begin{equation}\label{eqn:discreteFourierMatrixForm:340}
( 2 N + 1 ) \BX =
\begin{bmatrix}
\alpha^{- N N } & \alpha^{- N \lr{N-1}} &\cdots & 1 &\cdots & \alpha^{ N \lr{ N-1 }} & \alpha^{ N N} \\
\alpha^{- \lr{N-1} N } & \alpha^{- \lr{N-1} \lr{N-1}} &\cdots & 1 &\cdots & \alpha^{ \lr{N-1} \lr{ N-1 }} & \alpha^{ \lr{N-1} N} \\
\vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots \\
1 & 1 & 1 & 1 & 1 & 1 & 1 \\
\vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots \\
\alpha^{\lr{N-1} N } & \alpha^{ \lr{N-1} \lr{N-1}} &\cdots & 1 &\cdots & \alpha^{ -\lr{N-1} \lr{ N-1 }} & \alpha^{ -\lr{N-1} N} \\
\alpha^{ N N } & \alpha^{ N \lr{N-1}} &\cdots & 1 &\cdots & \alpha^{ -N \lr{ N-1 }} & \alpha^{ -N N} \\
\end{bmatrix}
\end{equation}

Lettting

\begin{equation}\label{eqn:discreteFourierMatrixForm:360}
\BF =
\begin{bmatrix}
\alpha^{ N N } & \alpha^{ \lr{N-1} N } & \cdots & 1 & \cdots & \alpha^{ -\lr{N-1} N } & \alpha^{ -N N } \\
\alpha^{ N \lr{N-1} } & \alpha^{ \lr{N-1} \lr{N-1} } & \cdots & 1 & \cdots & \alpha^{ -\lr{N-1} \lr{N-1} } & \alpha^{ -N \lr{N-1} } \\
\vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots \\
1 & 1 & 1 & 1 & 1 & 1 & 1 \\
\vdots & \vdots & \vdots & \vdots & \vdots & \vdots & \vdots \\
\alpha^{ -N \lr{N-1} } & \alpha^{ -\lr{N-1} \lr{N-1} } & \cdots & 1 & \cdots & \alpha^{ {N-1} \lr{N-1} } & \alpha^{ N \lr{N-1} } \\
\alpha^{ -N N } & \alpha^{ -N N } & \cdots & 1 & \cdots & \alpha^{ \lr{N-1} N } & \alpha^{ N N } \\
\end{bmatrix},
\end{equation}

the discrete transform pair has the following compactly matrix representation

\begin{equation}\label{eqn:discreteFourierMatrixForm:380}
\Bx = \BF \BX
\end{equation}
\begin{equation}\label{eqn:discreteFourierMatrixForm:400}
\BX = \inv{2 N + 1} \overline{{\BF}} \Bx,
\end{equation}

where \( \overline{{\BF}} \) is the complex conjugate of \( \BF \).

References