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Numerical mathematics - Coggle Diagram
Numerical mathematics
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Fourier transform
Metaphoric explanation
Given a smoothie, it finds the recipe.
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Why? Recipes are easier to analyze, compare and modify than the smoothie itself,
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Requirements?
The filters are independent to each other, banana filters only capture banana, adding mango does not affect it.
The ingredients is blendable and the order of blending does not matter so that we always end up with the same smoothie.
The set of filters is complete, every ingredient is captured.
Mathematical motivation
The Fourier transform takes a time-based pattern, measure every possible cycle, and return the overall "cycle recipe" (amplitude, offset and rotation speed).
process
- Start with a time-based signal.
- Apply filters to measure each possible "circular ingredient".
- Collect the full recipe, listing the amount of each "circular ingredient".
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Numerical terms
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Condition number
Definition
A measure how sensitive a function is to changes in the input, and how much change in the output results from a change in the input.
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DFT
FFT
Motivation
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Given two polynomials, find the product in an efficient way.
Evaluation example
- Let \(P(x)=x^3+x^2-x-1\) which has degree \(d\)
- So we need \(N=d+1\) data points in positive negative pairs
- Let the pairs be \(x_1, -x_1, x_2, -x_2\)
- Now we start from the beginning with evaluating \(x_1\cdot(-x_1)=x_1^2\) and \(x_2\cdot(-x_2)=x_2^2\) instead.
- We need those two points to be a positive-negative pair s.t. \(x_1^4=x_1^2\cdot x_2^2\)
- Remember we can choose the points, so let \(x_1=1\).
- Then \((x_1^2=1)\Rightarrow(-x_1^2=-1)\Rightarrow(x_2^2=-1)\Rightarrow(x_2=i,-x_2=-i)\)
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Roots of unity
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- Then the solutions are \(\{\omega^0,\ldots,\omega^{N-1}\}\)
- Let \(\omega=e^{i2\pi/n}\).
An important property for FFT is \(\omega^{j+N/2}=-\omega^j\), i.e. they are positive-negative paired.
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