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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