A discrete Fourier transform matrix is a complex matrix whose matrix product
with a vector computes the discrete Fourier transform of the vector.
dftmtx
takes the FFT of the identity matrix to generate the transform
matrix. For a column vector x
, y <- dftmtx(n) * x
is the same
as y <- fft(x, postpad(x, n)
. The inverse discrete Fourier transform
matrix is inv <- Conj(dftmtx(n)) / n
.
In general this is less efficient than calling the fft
and ifft
functions directly.