October 11 (Wednesday)
We will do many examples today to get intuition for what's Fourier transform is doing.
Let N be a positive integer.
Let 'x-space' be Vx=Z/NZ={0,1,⋯,N−1}, and then (rescaled) 'p-space' is also Vp=Z/NZ, then we can build the Fourier transformation kernel
K(x,p)=e2πi(xp/N):Vx×Vp→U(1)
where U(1) is the unit circle in complex number.
The kernel satisfies the orthonormal condition in both x and p variable.
N1x∈Vx∑K(x,p1)K(x,p2)=δ(p1,p2)
N1p∈Vp∑K(x1,p)K(x2,p)=δ(x1,x2)
Given a function f(x):Vx→C, we can expand it as
f(x)=p∈Vp∑K(x,p)F(p)
for some function F(p):Vp→C. Using the orthonormal condition, we get, for any q∈Vp, we have
(1/N)x∈Vx∑f(x)K(x,q)=(1/N)x∈Vx∑p∈Vp∑K(x,p)F(p)K(x,q)=F(q).
that is
F(q)=(1/N)x∈Vx∑f(x)K(x,q).
Let Fun(Vx,C) be the space of functions from Vx to C. Similarly define Fun(Vp,C). Concretely Fun(Vx,C)=CN and Fun(Vp,C)=CN.
Fourier transformation FT, sends an element f(x)∈Fun(Vx,C) to an element F(p)∈Fun(Vp,C). FT is a linear map.
If we define hermitian inner product on Fun(Vx,C) as
⟨f,g⟩x=(1/N)x∈Vx∑f(x)g(x),
and we define hermitian inner product on Fun(Vp,C) as
⟨F,G⟩p=p∈Vp∑F(p)G(p).
then we find that Fourier transformation is compatible with the two inner products, namely
⟨f,g⟩x=⟨F,G⟩p,F=FT(f),G=FT(g).
Example 1: N = 2
A function f(x) is determined by its values f(0),f(1). Similarly for F(p).
We have relations
F(0)=(1/2)(f(0)+f(1)),F(1)=(1/2)(f(0)−f(1)).
So, we can reconstruct f(x) from F(p), by
f(0)=F(0)+F(1),f(1)=F(0)−F(1).
An important equality
1+(−1)=0.
and less obviously
1+e2πi/3+e2πi(2/3)=0
more generally
j=0∑N−1e2πi(j/N)=0
How to see this? You can say, this is the sum of all the N-th roots of unity, and we have
zN−1=j=0∏N−1(z−e2πi(j/N)).
hence by looking at the coefficient of zN−1, we see the sum of all the roots is 0.
Or, draw these roots as vectors on the complex plane, they show up as evenly distributed on the unit circle, since the summands are invariant under rotation by 2π/N, hence the result is invariant under such a rotation. And the only possible number is 0.
Example 2: N = 3