Appendix B: Some useful matrix properties

B.1 The DFT matrix

The N-point discrete Fourier transform (DFT) matrix is defined as

FN=1N{ωNkl}k,l=0N1=1N(11111ωN11ωN12ωN(N1)11ωN(N1)1ωN(N1)2ωN(N1)(N1)),

Image

where ωN=ej2π/NImage. Given a vector a of length N we denote its DFT as a˜=FNaImage. The IDFT matrix is given by FN1=FNImage and a=FNa˜.

The columns of F

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