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October 13, Friday
Parseval Equality says, Fourier transformation, as a linear map from one function space (function on x), to another function space (function on p), preserves 'norm'. Norm is just a fancy way of saying 'length of a vector'.
What do we mean by the length of a function?
FT Conventions
Continuous Fourier transformation (OK, I switched to Boas convention)
f(x)=∫RF(p)eipxdp.
F(p)=(1/2π)∫Rf(x)e−ipxdx.
Discrete Fourier transformation (OK, I switched to Boas convention)
Fix a positive integer N. x,p are valued in Z/NZ≅{0,1,⋯,N−1}.
f(x)=p∈Z/NZ∑F(p)F(p)e2πi⋅px/N.
F(p)=(1/N)p∈Z/NZ∑f(x)e−2πi⋅px/N.