# Fourier transform, discrete

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A transform used for the harmonic analysis of functions given on a discrete set of points.

If a function is given on the set of points by its values , , , where is the period of the function, then the discrete Fourier transform of the vector is the vector , where is the matrix with entries

is the imaginary unit, , , . The components of the vector are analogues of the Fourier coefficients in the usual trigonometric expansions. The discrete Fourier transform is used to calculate approximately these coefficients, spectra, auto- and mutual-correlation functions, etc. A direct computation of the discrete Fourier transform requires about arithmetic operations and a great expenditure of machine time. The method of the fast Fourier transform (see [1]) enables one to reduce the number of operations considerably. When , this method carries out the discrete Fourier transform approximately in operations, increasing the accuracy of the calculation. When there are algorithms which are particularly convenient in practice. There is a considerable number of programs realizing or using the fast Fourier transform to solve applied problems. The method of the fast Fourier transform includes widely known efficient methods for computing the discrete Fourier transform, for example, the Runge method (see [2] and Runge–Kutta method).

#### References

 [1] J. Cooley, J. Tukey, "An algorithm for the machine calculation of complex Fourier series" Math. Comp. , 19 (1965) pp. 297–301 [2] C.Z. Runge, Math. Phys. , 48 (1903) pp. 443