[net.math] Normalization for DFT

karsh@geowhiz.UUCP (Bruce Karsh) (04/08/85)

  The DFT (Discrete Fourier Transform) is usually defined as:
                              N
                            ------          -2 PI i m n
                            \               -----------
FORWARD TRANSFORM:  F(n) =   >      f(m)  e      N
                            /
                            ------
                             m=0
                                 N
                               ------          2 PI i m n
                            1  \               ----------
REVERSE TRANSFORM: f(m) =   -   >      F(n)  e      N
                            N  /
                               ------
                                n=0

  Why is that?  Wouldn't it make more sense to normalize both
the forward and inverse transforms with (1/sqrt(N))?  Like this:

                                     N
                                   ------          -2 PI i m n
                             1     \               -----------
FORWARD TRANSFORM:  F(n) = -----    >      f(m)  e      N
                          sqrt(N)  /
                                   ------
                                    m=0
                                    N
                                  ------          2 PI i m n
                             1    \               ----------
REVERSE TRANSFORM: f(m) =  -----   >      F(n)  e      N
                          sqrt(N) /
                                  ------
                                   n=0
  This way looks more symetrical.  Besides, when you do it this way, the
sum of the sqares of all the transformed coefficients equals the sum
of the squares of all the un-transformed coeffiecients.

  So why do people define it the other way?
-- 
Bruce Karsh                           |
U. Wisc. Dept. Geology and Geophysics |
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(608) 262-1697                        |
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