Difference between revisions of "Comparison of DFT and FFT via Matrices" - Rhea

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Comparison of the DFT and FFT via Matrices

BY: Cary A. Wood

The purpose of this article is to illustrate the differences of the Discrete Fourier Transform (DFT) versus the Fast Fourier Transform (FFT). In addition, it will provide an alternative view of the FFT calculation path as described in Lab 6 (Week 2, pg. 5) of ECE 438. The link can be found here [1]. Please note the following explanation of the FFT will utilize the "divide and conquer" method and assume the user understands its basic concepts.

To start, we will define the DFT as,

$ X_N[k] = \sum_{n=0}^{N-1} x[n] e^{-j2{\pi}kn/N} {\;} {\;} (Eq. 1) $

It is fairly easy to visualize this 1 point DFT, but how does it look when x[n] has 8 points, 1024 points, etc. That's where matrices come in. For an N point DFT, we will define our input as x[n] where n = 0, 1, 2, ... N-1. Similarly, the output will be defined as X[k] where k = 0, 1, 2, ... N-1. Referring to our definition of the Discrete Fourier Transform above, to compute an N point DFT, all we need to do is simply repeat Eq. 1, N times. For every value of x[n] in the discrete time domain, there is a corresponding value, X[k], in the frequency domain.

Input x[n] =

$ \begin{bmatrix} x[0] & x[1] & {\;}{\dotsb} & x[N-1] \end{bmatrix} $

Output X[k] =

$ \begin{bmatrix} X[0] \\ X[1] \\ {\vdots} \\ X[N-1] \end{bmatrix} $

To solve for X[K], means simply repeating Eq. 1, N times, where x[n] is a real scalar value for each entry. We represent this in the matrices below.

$ \begin{bmatrix} X[0] \\ X[1] \\ X[2] \\ {\vdots} \\ X[N-1] \end{bmatrix} = x[0]\begin{bmatrix} e^{-j2{\pi}(0)/N} \\ e^{-j2{\pi}(0)/N} \\ e^{-j2{\pi}(0)/N} \\ {\vdots} \\ e^{-j2{\pi}(0)/N} \end{bmatrix} + x[1]\begin{bmatrix} e^{-j2{\pi}(0)/N} \\ e^{-j2{\pi}(1)/N} \\ e^{-j2{\pi}(2)/N} \\ {\vdots} \\ e^{-j2{\pi}(N-1)/N} \end{bmatrix} + x[2]\begin{bmatrix} e^{-j2{\pi}(0)/N} \\ e^{-j2{\pi}(2)/N} \\ e^{-j2{\pi}(4)/N} \\ {\vdots} \\ e^{-j2{\pi}2(N-1)/N} \end{bmatrix} + {\;} {\dotsb} {\;} + x[N-1]\begin{bmatrix} e^{-j2{\pi}(0)/N} \\ e^{-j2{\pi}(N-1)/N} \\ e^{-j2{\pi}2(N-1)/N} \\ {\vdots} \\ e^{-j2{\pi}{(N-1)^2}/N} \end{bmatrix} {\;} {\;} (Eq. 2) $

From this matrix representation of the DFT, you can see that N^2 complex multiplications and N^2 - N complex additions are necessary to fully compute the discrete fourier transform. There are a few simplifications that can be made right away. The first column vector of complex exponentials can be reduced to a vector of 1's. This is possible because, e^(0*anything) will always equal 1. This also applies for the first entry in each vector of complex exponentials because n always begins at 0.

Whats happens when we want to perform the DFT on 3 minute audio signal recorded at a 44.1 kHz sampling. Our handy-dandy DFT suddenly becomes extremely lengthy since computation time increases with a rate of N^2. Due to the work of Cooley and Turkey and previously developed by Gauss, the development of the Fast Fourier Transform has reduced computation time by orders of magnitude.

To derive the FFT we will use the "divide and conquer" method as stated before. This means that we will divide Eq. 1 into two separate equations. The first equation processes the even components of x[n] while the second equation processes the odd components of x[n]. This produces,

$ X_N[k] = \sum_{m=0}^{{N/2}-1} x[2m] e^{-j2{\pi}k(m)/(N/2)} + e^{-j2{\pi}k/N}\sum_{m=0}^{{N/2}-1} x[2m+1] e^{-j2{\pi}k(m)/(N/2)} {\;} {\;} (Eq. 3) $

Our DFT has now been successfully split into two N/2 pt DFT's. For simplification purposes, the first summation will be defined as X0[k] and the second summation as X1[k]. We can now simplify Eq. 3 to the following form.

$ X[k] = X_0[k] + e^{-j2{\pi}k/n}X_1[k] {\;} {\;} {\;} (Eq. 4) $

The complex exponential preceding X1[k] is also known as the "twiddle factor" and represented by

$ {W_N}^k = e^{-j2{\pi}k/N} $

By definition of the discrete fourier transform, X0[k] and X1[k] are periodic with period N/2. Therefore we can split Eq. 3 into two separate equations.

$ X[k] = X_0[k] + {{W_N}^k}X_1[k] $

$ X[k] = X_0[k] - {{W_N}^k}X_1[k] $

Once again were are left with a number of 1 pt. DFT's. So how do represent this in matrix form? First, note that we have two separate equations and therefore need two separate equations of matrices. The first equation solves for the first half of X[k].

Eq. 5 and 6,

$ \begin{bmatrix} \sum_{n=0}^{{N/2}-1} x(2m) \\ \sum_{n=0}^{{N/2}-1} x(2m)e^{-j2{\pi}(1)2m/(N/2)} \\ \sum_{n=0}^{{N/2}-1} x(2m)e^{-j2{\pi}(2)2m/(N/2)} \\ {\vdots} \\ \sum_{n=0}^{{N/2}-1} x(2m)e^{-j2{\pi}({N/2}-1)2m/(N/2)} \\ \end{bmatrix} + \begin{bmatrix} {W_N}^0 & 0 & {\dotsb} & 0 \\ 0 & {W_N}^1 & & {\vdots} \\ {\vdots} & & {W_N}^2 & \\ & & {\ddots} & 0 \\ 0 & {\dotsb} & & {W_N}^{(N/2)-1} \end{bmatrix} \begin{bmatrix} \sum_{n=0}^{{N/2}-1} x(2m+1) \\ \sum_{n=0}^{{N/2}-1} x(2m+1)e^{-j2{\pi}m/(N/2)} \\ \sum_{n=0}^{{N/2}-1} x(2m+1)e^{-j2{\pi}m/(N/2)} \\ {\vdots} \\ \sum_{n=0}^{{N/2}-1} x(2m+1)e^{-j2{\pi}m/(N/2)} \\ \end{bmatrix} = \begin{bmatrix} X[0] \\ X[1] \\ X[2] \\ {\vdots} \\ X[{N/2}-1] \end{bmatrix} $

The second equation solves for the second half of X[k].

$ \begin{bmatrix} \sum_{n=0}^{{N/2}-1} x(2m) \\ \sum_{n=0}^{{N/2}-1} x(2m)e^{-j2{\pi}(1)2m/(N/2)} \\ \sum_{n=0}^{{N/2}-1} x(2m)e^{-j2{\pi}(2)2m/(N/2)} \\ {\vdots} \\ \sum_{n=0}^{{N/2}-1} x(2m)e^{-j2{\pi}({N/2}-1)2m/(N/2)} \\ \end{bmatrix} - \begin{bmatrix} {W_N}^0 & 0 & {\dotsb} & 0 \\ 0 & {W_N}^1 & & {\vdots} \\ {\vdots} & & {W_N}^2 & \\ & & {\ddots} & 0 \\ 0 & {\dotsb} & & {W_N}^{(N/2)-1} \end{bmatrix} \begin{bmatrix} \sum_{n=0}^{{N/2}-1} x(2m+1) \\ \sum_{n=0}^{{N/2}-1} x(2m+1)e^{-j2{\pi}m/(N/2)} \\ \sum_{n=0}^{{N/2}-1} x(2m+1)e^{-j2{\pi}m/(N/2)} \\ {\vdots} \\ \sum_{n=0}^{{N/2}-1} x(2m+1)e^{-j2{\pi}m/(N/2)} \\ \end{bmatrix} = \begin{bmatrix} X[N/2] \\ X[(N/2)+1] \\ X[(N/2)+2] \\ {\vdots} \\ X[N-1] \end{bmatrix} $

Now compare these two matrices to the FFT signal path as shown in Week 2 of Lab 6

After analyzing the two matrices above, there are a few concepts you should understand.

1) The first matrix in each equation is just the condensed form of Eq. 2 and then cut in half. It is simply the DFT repeated (N/2) times where the input is the even indices of x[n].

2) The third matrix in each equation, is also the condensed form of Eq. 2 cut in half. However, the input is now the odd indices of x[n].

$ \begin{bmatrix} DFT_{N/2}(x[even]) \end{bmatrix} + \begin{bmatrix} {W_N}^0 & 0 & {\dotsb} & 0 \\ 0 & {W_N}^1 & & {\vdots} \\ {\vdots} & & {W_N}^2 & \\ & & {\ddots} & 0 \\ 0 & {\dotsb} & & {W_N}^{(N/2)-1} \end{bmatrix} \begin{bmatrix} DFT_{N/2}(x[odd]) \end{bmatrix} = \begin{bmatrix} X[0] \\ X[1] \\ X[2] \\ {\vdots} \\ X[{N/2}-1] \end{bmatrix} $

$ \begin{bmatrix} DFT_{N/2}(x[even]) \end{bmatrix} - \begin{bmatrix} {W_N}^0 & 0 & {\dotsb} & 0 \\ 0 & {W_N}^1 & & {\vdots} \\ {\vdots} & & {W_N}^2 & \\ & & {\ddots} & 0 \\ 0 & {\dotsb} & & {W_N}^{(N/2)-1} \end{bmatrix} \begin{bmatrix} DFT_{N/2}(x[odd]) \end{bmatrix} = \begin{bmatrix} X[(N/2)] \\ X[(N/2)+1] \\ X[(N/2)+2] \\ {\vdots} \\ X[N-1] \end{bmatrix} $

In conclusion, the signal path image in Lab 6 is derived directly from the matrix equations above (Eq. 5 and 6). Although matrices X0 and X1 are used in both equations, they only need to be calculated once, reducing the number of complex additions/multiplications. This is key to the Fast Fourier. Recursion and FFT length also play a vital role in computation time but will not be discussed in the scope of this article. In real applications both X0 and X1 will be broken down into many steps to reduce computation time, but hopefully this gives you a better idea of how the "divide and conquer" method works.