Help - FFT - Functions (MATLAB®)
Help - FFT - Functions (MATLAB®)
Syntax
Y = fft(X)
Y = fft(X,n)
Y = fft(X,[],dim)
Y = fft(X,n,dim)
Definition
The functions Y=fft(x) and y=ifft(X) implement the transform and inverse
transform pair given for vectors of length by:
where
is an th root of unity.
Description
Y = fft(X) returns the discrete Fourier transform (DFT) of vectorX, computed with a
fast Fourier transform (FFT) algorithm.
If X is a matrix, fft returns the Fourier transform of each column of the matrix.
If X is a multidimensional array, fft operates on the first nonsingleton dimension.
Y = fft(X,n) returns the n-point DFT. If the length of X is less than n, X is padded
with trailing zeros to length n. If the length of X is greater than n, the sequence X is
truncated. When X is a matrix, the length of the columns are adjusted in the same
manner.
Y = fft(X,[],dim) and Y = fft(X,n,dim) applies the FFT operation across
the dimension dim.
Examples
A common use of Fourier transforms is to find the frequency components of a signal
buried in a noisy time domain signal. Consider data sampled at 1000 Hz. Form a signal
containing a 50 Hz sinusoid of amplitude 0.7 and 120 Hz sinusoid of amplitude 1 and
corrupt it with some zero-mean random noise:
Algorithm
The FFT functions (fft, fft2, fftn, ifft, ifft2, ifftn) are based on a library
called FFTW [3],[4]. To compute an -point DFT when is composite (that is, when
), the FFTW library decomposes the problem using the Cooley-Tukey
algorithm [1], which first computes transforms of size , and then computes
transforms of size . The decomposition is applied recursively to both the - and
-point DFTs until the problem can be solved using one of several machine-generated
fixed-size "codelets." The codelets in turn use several algorithms in combination,
including a variation of Cooley-Tukey [5], a prime factor algorithm [6], and a split-radix
algorithm [2]. The particular factorization of is chosen heuristically.
When is a prime number, the FFTW library first decomposes an -point problem
into three ( )-point problems using Rader's algorithm [7]. It then uses the
Cooley-Tukey decomposition described above to compute the ( )-point DFTs.
For most , real-input DFTs require roughly half the computation time of complex-input
DFTs. However, when has large prime factors, there is little or no speed difference.
The execution time for fft depends on the length of the transform. It is fastest for
powers of two. It is almost as fast for lengths that have only small prime factors. It is
typically several times slower for lengths that are prime or which have large prime
factors.
Note You might be able to increase the speed of fft using the utility
function fftw, which controls the optimization of the algorithm used to
compute an FFT of a particular size and dimension.
See Also
fft2, fftn, fftw, fftshift , ifft
dftmtx, filter, and freqz in the Signal Processing Toolbox
References
[1] Cooley, J. W. and J. W. Tukey, "An Algorithm for the Machine Computation of the
Complex Fourier Series,"Mathematics of Computation, Vol. 19, April 1965, pp. 297-301.
[2] Duhamel, P. and M. Vetterli, "Fast Fourier Transforms: A Tutorial Review and a State
of the Art," Signal Processing, Vol. 19, April 1990, pp. 259-299.
[3] FFTW (http://www.fftw.org )
[4] Frigo, M. and S. G. Johnson, "FFTW: An Adaptive Software Architecture for the
FFT,"Proceedings of the International Conference on Acoustics, Speech, and Signal
Processing, Vol. 3, 1998, pp. 1381-1384.
[5] Oppenheim, A. V. and R. W. Schafer, Discrete-Time Signal Processing ,
Prentice-Hall, 1989, p. 611.
[6] Oppenheim, A. V. and R. W. Schafer, Discrete-Time Signal Processing ,
Prentice-Hall, 1989, p. 619.
[7] Rader, C. M., "Discrete Fourier Transforms when the Number of Data Samples Is
Prime," Proceedings of the IEEE , Vol. 56, June 1968, pp. 1107-1108.