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math121a-f23:october_13_friday

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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(x) = \int_\R F(p) e^{ipx} dp. F(p)=(1/2π)Rf(x)eipxdx. F(p) = (1/2\pi) \int_\R f(x) e^{-ipx} dx.

Discrete Fourier transformation

Fix a positive integer NN. x,px,p are valued in the 'discretized circle' Z/NZ{0,1,,N1}. \Z / N\Z \cong \{0,1,\cdots, N-1\}.

f(x)=pZ/NZF(p)e2πipx/N. f(x) = \sum_{p \in \Z / N\Z} F(p) e^{2\pi i \cdot px/N}. F(p)=(1/N)xZ/NZf(x)e2πipx/N. F(p) = (1/N) \sum_{x \in \Z / N\Z} f(x) e^{-2\pi i \cdot px/N}.

Norm in the Continous Fourier transformation

Let f(x)f(x) be a complex valued function on xRx \in \R, we define fx2:=(1/2π)Rf(x)2dx \| f\|_x^2 := (1/2\pi) \int_\R |f(x)|^2 dx

Let F(p)F(p) be a complex valued function on pRp \in \R, we define Fp2:=RF(p)2dp \| F\|_p^2 := \int_\R |F(p)|^2 dp

Norm in the Discrete Fourier transformation

fx2:=(1/N)x=0N1f(x)2 \| f\|_x^2 := (1/N) \sum_{x=0}^{N-1} |f(x)|^2

Let F(p)F(p) be a complex valued function on pRp \in \R, we define Fp2:=p=0N1F(p)2 \| F\|_p^2 := \sum_{p=0}^{N-1} |F(p)|^2

math121a-f23/october_13_friday.1697268758.txt.gz · Last modified: 2023/10/14 00:32 by pzhou