Fast Fourier Transform

  • Small DFT matrix

  • The Cooley-Tukey FFT

  • Decimation-in-Time FFT for length 2^N FFTs

  • Divide and Conquer

  • The complexity is N^2/2 + N/2 when you do 2 dividision.

    • (N/2)^2: DFT complexity of size N/2

    • Two subdivision: 2

    • There is a weight W_N^k: N/2

    • Therefore, (N/2)^2 * N + N/2

  • More division steps: log_2 N steps.

  • Each step requires a merger of order N/2 multiplication and N additions.

  • Total N/2(log_2 N) multiplications and Nlog_2 N additions.

  • Key Results: A DFT of size N requires order N log_2 N operations!.