Generating matrix of discrete Fourier transform eigenvectors

Soo‐Chang Pei, Kuo-Wei Chang · 2009

This paper provides a novel method to obtain the eigenvectors of discrete Fourier transform (DFT), which are accurate approximations to the continuous Hermite-Gaussian functions (HGFs). The proposed method uses a generating matrix and an initial eigenvector. By multiplying the initial eigenvector with the generating matrix, we can derive a new eigenvector. Repeating this procedure we can acquire all the eigenvectors. Compare with the conventional O(N3) commutative matrix method, this new method can generate all the DFT eigenvectors with complexity reduced to O(N2logN). The generating matrix can be further used to intensify the conventional commuting matrix. The simulation result shows that the Hermite-Gaussian like (HGL) eigenvectors of the strengthened commuting matrix outperform those of Santhanam's.

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