The Fourier matrices have complex valued entries and many nice properties. This session covers the basics of working with complex matrices and vectors, and concludes with a description of the fast Fourier transform.
Lecture Video and Summary
- Watch the video lecture Lecture 26: Complex Matrices; Fast Fourier Transform (FFT)
- Read the accompanying lecture summary (PDF)
- Lecture video transcript (PDF)
- Read Section 10.2 through 10.3 in the 4th edition or Section 9.2 and 9.3 in the 5th edition.
Problem Solving Video
Problems and Solutions
Work the problems on your own and check your answers when you’re done.