1 views

Original Title: Little Fourier Transform

Uploaded by theninjapirate

- isma2010_0103
- Saad.Y.-.Iterative.Methods.for.Sparse.Linear.Systems.(2000).pdf
- CM2202 Complex Numbers
- Direction of Arrival Estimation Algorithms
- MATLAB Skill Book May 9
- Berggren 2001
- Fried Gut
- Functions of a Complex Variable (S1)
- paper
- Complex Theory1
- Structural Dynamics - Computational-Dynamics - Soren R. K. Nielsen.pdf
- 5 Complex Numbers Questions Sols
- HW
- AFEM.Ch12
- 7076 Fnl
- geometría analítica
- A Numerical-Experimental Method for Drop Impact Analysis of Composite Landing Gear(Q3_fair Journal)
- bok%3A978-1-4471-2879-3
- Chemical Lecture
- Preface

You are on page 1of 5

Kyle Macfarlan

Introduction

This is transcribed from my class notes on March 28, 2013. The lecturer was Dr. Michael Harold, although I am fairly sure he is using lecutre notes from Dr. Neal Amundson. I am not good at taking notes, much less at keeping them for future reference, but the material covered today was unique and elegant and I wanted to be sure I kept a record of it.

Background

The Little Fourier Transform (LFT) is something of a misnomer, as it was not developed by Fourier himself, but was rather given the name by Dr. Amundson because of its similarity to the more well known Fourier Transforms. The LFT capitalizes on the biorthogonality property of eigenvectors of an n x n matrix A and its transpose AT . Ax = x A y = y xT i xj and xT i yj = 0 for j n 1 (4) In other words, an eigenvector xi is orthogonal to all other eigenvectors of A and all but one eigenvector of AT . This allows for a simple solution to linear equationsalgebraic and dierential. The notation used for the LFT and inverse LFT operators is

T z. f (z) := (yi , z) = yi 1 f (f (z)) := z. T

=0

(5) (6)

Any operator must have an inverse, if it is to be useful in solving problems. Because any arbitrary vector z and be expressed as a linear combination of orthogonal vectors, z can be written as

n

z=

i=1

i xi .

(7)

T Then apply the LFT to this equation (i.e. pre-multiply byyj ) to obtain the following n equations: n T z= yj i=1 T xi i yj

for j = 1, 2, . . . , n

(8)

T yj xi =

0 if i = j, = 0 if i = j.

(9)

T T yj z = j yj xj

for j = 1, 2, . . . , n

j = and z =

T yj z T yj xj n T yj z xi . T yj xj

i=1

n

(z) =

i=1

f (z) xi . T yj xj

(13)

The solution of a linear system of equations Az = b is a common, and wellprescribed procedure. Typical solution methods are Cramers rule or GaussJordan Elimination. However, the LFT can be used to solve such systems. 2

Although this method is more tedious and computationally intensive than Gauss-Jordan Elimination, it is a good introduction to solving other linear systems. Az = b f (Az = b)

T T yj Az = yj b

Recall from the eigenvalue equation AT yj = j yj . This can be rewritten T T . Substitute this into A = j yj by taking the transpose of both sides as yj the previous result.

T T z = yj b j yj f (z) T f (z) = yj z= T yj b j

j = 1, 2, . . . , n

(17)

j = 1, 2, . . . , n

(18)

n

z=

i=1

T b yj xi T j yj xi

(19)

The LFT can also be used to solve a system of coupled, linear, rst order homogeneous ordinary dierential equations. It can also be used to solve non-homogeneous problems, but that scenario is not considered here. Consider the system of dierential equations and initial conditions dz = Az dt z(t = 0) = z0 . (20) (21)

Note that except in special cases, this system cannot be solved by successive substitution; the equations are coupled. The beauty of the LFT is that it decouples the equations and allows them to be solved directly. 3

dz = Az) dt T dz T yj = yj Az dt d T T yj z = j yj z dt f(

And now it is evident that we have n uncoupled equations. We can now solve them each directly ( dy = cy y = kect ). dt

T yj z = Kj ej t f (z ) T Kj = yj z0

j = 1, 2, . . . , n j = 1, 2, . . . , n

(26) (27)

Here we determined the integration constants Kj from the LFT of the initial conditions.

T T f (z) = yj z = yj z0 ej t) n

j = 1, 2, . . . , n

(28) (29)

z(t) =

i=1

T yi z 0 i t e xi T yi xi

Of course, not every problem is in the real domain. Oscillatory behavior is represented by exponentials of complex numbers. It is therefore important to extend this analysis to the complex domain. Thankfully, this is a relatively straightforward analysis. I will skip the derivation, but the crux of the matter is that while we were able to be a little lazy with the concept of the transpose before, we must now use the rigorous adjoint matrix operator A . In the real domain, this is equivalent to the transpose, but in the complex domain it is equivalent to the complex conjugate transpose. A = AT 4 (30)

f (z) = yj z n

j = 1, . . . , n

(31) (32)

z(t) =

yi z 0 i t e xi . yi xi i=1

So the only dierence is that instead of the transpose, we have the complex conjugate transpose of y

Conclusion

The main results of this paper are Equations 29 and 32. This provides a straightforward, if slightly tedious, method for solving a system of coupled ODEs. Although calculating all of the inner products may sound tedious, it is more straightforward than calculating exponential matrices. Equation 29 can also be easily implemented in programs like MATLAB, allowing for even quicker solution time. The Little Fourier Transform is a powerful technique for solving systems of linear equations. While it may be inecient for solving algebraic systems, it provides a relatively simple formula for the solution of systems of linear ODEs. But perhaps its most important application is in the classroom. Students often have trouble conceptually understanding orthogonal vectors and functions and how to apply them in transforms. The LFT is a perfect introduction to this concept by linking it with problems students have already seen.

- isma2010_0103Uploaded byKimi Konon
- Saad.Y.-.Iterative.Methods.for.Sparse.Linear.Systems.(2000).pdfUploaded bypalwster
- CM2202 Complex NumbersUploaded byEranga Nandana Kumara Kudahewa
- Direction of Arrival Estimation AlgorithmsUploaded byilgisizalakasiz
- MATLAB Skill Book May 9Uploaded byjaishankar1977
- Berggren 2001Uploaded byMohamedKadry
- Fried GutUploaded byjohnoftheroad
- Functions of a Complex Variable (S1)Uploaded bySamuel Gillespie
- paperUploaded byRyan Geza
- Complex Theory1Uploaded byprevrtljivac
- Structural Dynamics - Computational-Dynamics - Soren R. K. Nielsen.pdfUploaded byalfonxxl
- 5 Complex Numbers Questions SolsUploaded byMarcelene Justine Dionisio
- HWUploaded byApam Benjamin
- AFEM.Ch12Uploaded byPanchoMiyamoto
- 7076 FnlUploaded bySepto Nainggolan
- geometría analíticaUploaded byroberto
- A Numerical-Experimental Method for Drop Impact Analysis of Composite Landing Gear(Q3_fair Journal)Uploaded bylin lamlon
- bok%3A978-1-4471-2879-3Uploaded byLê Hữu Nam
- Chemical LectureUploaded byArinjayKumar
- PrefaceUploaded byMuhammad Muddassir
- metaUploaded byWinanda Tri Saputra
- MA1008 SolutionsUploaded byBonaventure Nzeyimana
- Distinct Eigen ValueslnlkjhUploaded byAravind Somasundaram
- Polynomial Formation form Roots - Maths Software.pdfUploaded byGoldenKstar
- 8.5 Subchapter Notes, Powers of iUploaded byMe, Myself and I
- Ssrc2005 Modes Schafer AdanyUploaded byDhimaz A Firdauz
- 2.2.1 a Formula for the Powers of the Transition MatrixUploaded byAnimasahun Olamide Hammed
- PID3855285.pdfUploaded byfake id
- kkUploaded bynightwing80
- 1046 Camera Motion Estimation by Tracking Contour Deformation Precision AnalysisUploaded byingbinrusydi

- Emergency Response Checklist - Assistant Lead WardenUploaded byjac_blake
- IGNOU Common Pros2016Uploaded byNihar Prakash
- ara2012Uploaded bypavan_03
- Newton Raphson Vb AUploaded byrndomperson
- GoToGate FBUploaded byQistinazaini
- Syllabus 2009 Ece Mtech 2009 AasUploaded byswathi
- COE RUBRIC for Oral DefenseUploaded byGing Limjoco
- Dynamic Hash TablesUploaded byAnonymous901
- Adaptation Film&LitUploaded byarturomarquezg
- ReadyUploaded byVetia Kurnia Martina
- Plotting Radiation PatternsUploaded byalhex78
- Debottlenecking Hydrogen PlantUploaded bySaleh Daryabari
- LBO of Micron Technologies (Deb Sahoo)Uploaded byDeb Sahoo
- iota9Uploaded byJeremey Julian Ponrajah
- CDMAUploaded byAhmed Rasel
- Steel Bridges by Metwally Abu-HamdUploaded byAhmed Hamdy Hussein
- A PRIMER ON THE TAGUCHI METHODUploaded byCyril Pilligrin
- 03_ Importing GPEHUploaded bymitmap123
- IndexUploaded byabhywa
- low vacuum analysis.pdfUploaded byMadhusudhan Pasumarty
- 2 kappa omega chapter yearbook 2013-2014Uploaded byapi-175042244
- Plant Unit Test QuestionsUploaded byTiffany Le
- Castalia - User ManualUploaded byprgjazz
- Unit-i Pn Jn Diode(Completed)Uploaded byRachananjali Kunamneni Kethineni
- CEE 327 FEAUploaded bysamfoolery
- 2013 DUI Annual ReportUploaded byState of Utah
- Economy 5 Lecture NotesUploaded byIshaanKapoor
- Continental Scale Water Balance ModelUploaded bySudharsananPRS
- Allen Bradley ContactorUploaded byWilfer Vidal Vimieiro
- Hydraulic_Seals-SKF.pdfUploaded bySharath Thimmegowda