The square matrix
with entries given by
| (1) |
for , 1, 2, ...,
, where i is the imaginary number
, and normalized by
to make it a unitary. The Fourier matrix
is given by
| (2) |
and the matrix by
| (3) | |||
| (4) |
In general,
| (5) |
with
| (6) |
where is the
identity matrix and
is the diagonal matrix with entries 1,
, ...,
. Note that the factorization (which is the basis of the fast Fourier transform) has two copies of
in the center factor matrix.