Download FFT

Polynomials and
Fast Fourier Transform
Chapter 30, pp.823-848 new edition
10/16/01 - 10/18/01
CS8550
Polynomials
• Polynomial in coefficient representation
A(x ) = a0 + a1x +a2 x2 +…+ an-2 xn-2 + an-1 xn-1
• Operations over polynomials:
–
–
–
–
polynomial degree n = highest nonzero coeff
addition = O(n)
multiplication = O(n2)!!! Bad -- too slow!
evaluation (finding the value in a point) = O(n) !!! Good -Horner’s rule = stack-based
A(x0 ) = a0 + x0 (a1 + x0 (a2 + …+ x0 (an-2 + x0 (an-1))…)
• Point-value representation
– (x0 ,y0 ), (x1 ,y1 ), …, (xn-1 ,yn-1 ) - n point-values are sufficient
10/16/01 - 10/18/01
CS8550
Point-value representation
• Interpolation = getting polynomial coefficients from pointvalue representation
• Theorem (unique interpolation):
for any set of distinct n point-value pairs,
! polynomial of degree less than n
• Operations over polynomials:
– addition = O(n)
– multiplication = O(n)!!! Good -• how?
– evaluation (finding the value in a point) = O(n2)!!! Bad -- too slow!
• IDEA: Use both representations!!!
10/16/01 - 10/18/01
CS8550
Simple Transformations
• Coefficient => point-value (evaluation)
– just O(n) per point
– O(n2)!!! Bad -- too slow!
• Point-value => coefficient (interpolation)
– Lagrange’s formula
n-1

yk

(x-xj) / (xk-xj)
k=0
jk
– O(n2)!!! Bad -- too slow!
jk
• GOAL
– both transformations in O(n log n)
10/16/01 - 10/18/01
CS8550
O(n log n) Multiplication
• Double-degree bound
– 2n point-value pairs
– O(n)
• Evaluate
– Compute point point-value representations using FFT
– in (2n)-roots of unity
– O(n log n)
• Point-wise multiply
– Multiply the values for each of 2n points
– O(n)
• Interpolate
– Compute coefficient representation of product using FFT
– O(n log n)
10/16/01 - 10/18/01
CS8550
Complex Roots of Unity
• Point-value representation in complex roots of 1
= DFT = discrete Fourier Transform
• Complex n-th root of 1: wn = 1
• Complex numbers: i =  -1
• The principal n-th root is
wn1 = e2 i /n = cos(2/n)+ i sin (2/n)
• n roots of n-th power :
wn0 = 1, wn1 = principal , wn2 = wnwn, …, wnn-1
• Properties:
– Cancellation: wdndk = wnk
– Halving: if n is even then the squares of nth roots are n/2-roots
– Summation: n-1

(wnk ) j = 0
j=0
10/16/01 - 10/18/01
CS8550
Fast Fourier Transform
• Problem:
– Given polynomial
A(x ) = a0 + a1x +a2 x2 +…+ an-2 xn-2 + an-1 xn-1
– Find values in roots of unity
• FFT = divide and conquer:
A[0](x )= a0 + a1x +a2 x2 +…+ an-2 xn/2-1
A[1](x ) = a1 + a3x +a5 x2 +… + an-1 xn/2-1
– A(x) = A[0](x2 )+ xA[1](x2)
• Recursive procedure:
– Evaluate A[0](x) and A[1](x) in points (wn0 )2 , (wn1 )2 ,…, (wnn-1 )2
• n/2 roots each
– Combine the results
• T(n) = 2T(n/2) +(n) = (n log n) (master theorem)
10/16/01 - 10/18/01
CS8550
Inverse FFT Interpolation
y = (y0 y1 y2...yn-1), a = (a0 a1 a2...an-1), x = (x0 x1 x2…xn-1)
Vn = Vn (x) Vandermonde matrix
y = a Vn (x)
Replace x = (x0 x1 x2…xn-1) => wn = (wn0 w n1 w n2 …wnn-1)
DFT = y = a Vn (wn)
a = y Vn-1 (wn)
10/16/01 - 10/18/01
CS8550
Efficient FFT
10/16/01 - 10/18/01
CS8550