Matrix pseudo-inverse to do inverse discrete fourier transform

Click For Summary
The discussion centers on the challenges of computing the inverse discrete Fourier transform (IDFT) using two methods: the inverse DFT matrix and the pseudoinverse of the DFT matrix. The user notes discrepancies in results when using the pseudoinverse, particularly due to the DFT matrix being rectangular and badly conditioned. A response suggests that if the DFT matrix is square and non-singular, both methods should yield the same results. The conversation also touches on the efficiency of using the pseudoinverse compared to Gaussian elimination for badly conditioned matrices. Understanding the conditions under which both methods align is crucial for accurate IDFT computation.
thefly
Messages
7
Reaction score
0
Hello,
can anyone help me with the following problem:
The discrete Fourier transform (DFT) in matrix form can be done as follows
F=M*f
where f are the space domain samples, F are the spatial frequency domain samples and M is the DFT matrix containing the exp(j*...) terms.
To compute the inverse DFT, always in matrix form, the following can be used:
f=Mi*F
where Mi is the inverse DFT matrix containing the exp(-j*...) terms.
In general, applying common linear algebra concepts, the inverse could also be obtained as:
f=pinv(M)*F
where pinv is the pseudoinverse.
Playing around with these two ways of doing the inverse DFT I found that they don't always provide equal results. In particular I'm trying to perform DFT and inverse DFT of samples on a 2D spatial domain and the inverse using pinv as serious numeric problems since M is badly conditioned.
Can someone help to understan the difference of the two approaches to the inverse DFT? Are there some hypothesis under which the two give same results?
Thank you in advance for your help
 
Physics news on Phys.org
Is your matrix M a square matrix and non singular? If it is then I think you will always get the same results.
 
Thanks for the reply. Unfortunately, the matrix M is usually:
- rectangular because the number of space domain samples is different from frequency domain samples
- badly conditioned
 
thefly said:
Hello,
can anyone help me with the following problem:
The discrete Fourier transform (DFT) in matrix form can be done as follows
F=M*f

To compute the inverse DFT, always in matrix form, the following can be used:
f=Mi*F
where Mi is the inverse DFT matrix containing the exp(-j*...) terms.
In general, applying common linear algebra concepts, the inverse could also be obtained as:
f=pinv(M)*F
where pinv is the pseudoinverse.

Can someone help to understan the difference of the two approaches to the inverse DFT? Are there some hypothesis under which the two give same results?
Thank you in advance for your help

Sorry that I'm not that helpful. This is the first time I seen the term pseudoinverse. Just curious with the idea of computing the inverse of a badly conditioned matrix. How easy and how fast is this method compare to say the Gaussian elimination method ?
 
I am studying the mathematical formalism behind non-commutative geometry approach to quantum gravity. I was reading about Hopf algebras and their Drinfeld twist with a specific example of the Moyal-Weyl twist defined as F=exp(-iλ/2θ^(μν)∂_μ⊗∂_ν) where λ is a constant parametar and θ antisymmetric constant tensor. {∂_μ} is the basis of the tangent vector space over the underlying spacetime Now, from my understanding the enveloping algebra which appears in the definition of the Hopf algebra...

Similar threads

  • · Replies 3 ·
Replies
3
Views
1K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 43 ·
2
Replies
43
Views
7K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 7 ·
Replies
7
Views
4K
  • · Replies 12 ·
Replies
12
Views
5K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 8 ·
Replies
8
Views
5K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 4 ·
Replies
4
Views
3K