The Fast Fourier Transform

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Presentation transcript:

The Fast Fourier Transform Cryptography 4/23/2017 5:39 PM The Fast Fourier Transform FFT

Outline and Reading Polynomial Multiplication Problem Primitive Roots of Unity The Discrete Fourier Transform The FFT Algorithm FFT

Polynomials Polynomial: In general, FFT

Polynomial Evaluation Horner’s Rule: Given coefficients (a0,a1,a2,…,an-1), defining polynomial Given x, we can evaluate p(x) in O(n) time using the equation Eval(A,x): [Where A=(a0,a1,a2,…,an-1)] If n=1, then return a0 Else, Let A’=(a1,a2,…,an-1) [assume this can be done in constant time] return a0+x*Eval(A’,x) FFT

Polynomial Multiplication Problem Given coefficients (a0,a1,a2,…,an-1) and (b0,b1,b2,…,bn-1) defining two polynomials, p() and q(), and number x, compute p(x)q(x). Horner’s rule doesn’t help, since where A straightforward evaluation would take O(n2) time. The “magical” FFT will do it in O(n log n) time. FFT

Polynomial Interpolation & Polynomial Multiplication Given a set of n points in the plane with distinct x-coordinates, there is exactly one (n-1)-degree polynomial going through all these points. Alternate approach to computing p(x)q(x): Calculate p() on 2n x-values, x0,x1,…,x2n-2. Calculate q() on the same 2n x values. Find the (2n-1)-degree polynomial that goes through the points {(x0,p(x0)q(x0)), (x1,p(x1)q(x1)), …, (x2n-2,p(x2n-2)q(x2n-2))}. Unfortunately, a straightforward evaluation would still take O(n2) time, as we would need to apply an O(n)-time Horner’s Rule evaluation to 2n different points. The “magical” FFT will do it in O(n log n) time, by picking 2n points that are easy to evaluate… FFT

Primitive Roots of Unity A number w is a primitive n-th root of unity, for n>1, if wn = 1 The numbers 1, w, w2, …, wn-1 are all distinct Example 1: Z*11: 2, 6, 7, 8 are 10-th roots of unity in Z*11 22=4, 62=3, 72=5, 82=9 are 5-th roots of unity in Z*11 2-1=6, 3-1=4, 4-1=3, 5-1=9, 6-1=2, 7-1=8, 8-1=7, 9-1=5 Example 2: The complex number e2pi/n is a primitive n-th root of unity, where FFT

Properties of Primitive Roots of Unity Inverse Property: If w is a primitive root of unity, then w -1=wn-1 Proof: wwn-1=wn=1 Cancellation Property: For non-zero -n<k<n, Proof: Reduction Property: If w is a primitve (2n)-th root of unity, then w2 is a primitive n-th root of unity. Proof: If 1,w,w2,…,w2n-1 are all distinct, so are 1,w2,(w2)2,…,(w2)n-1 Reflective Property: If n is even, then wn/2 = -1. Proof: By the cancellation property, for k=n/2: Corollary: wk+n/2= -wk. FFT

The Discrete Fourier Transform Given coefficients (a0,a1,a2,…,an-1) for an (n-1)-degree polynomial p(x) The Discrete Fourier Transform is to evaluate p at the values 1,w,w2,…,wn-1 We produce (y0,y1,y2,…,yn-1), where yj=p(wj) That is, Matrix form: y=Fa, where F[i,j]=wij. The Inverse Discrete Fourier Transform recovers the coefficients of an (n-1)-degree polynomial given its values at 1,w,w2,…,wn-1 Matrix form: a=F -1y, where F -1[i,j]=w-ij/n. FFT

Correctness of the inverse DFT The DFT and inverse DFT really are inverse operations Proof: Let A=F -1F. We want to show that A=I, where If i=j, then If i and j are different, then FFT

Convolution The DFT and the inverse DFT can be used to multiply two polynomials So we can get the coefficients of the product polynomial quickly if we can compute the DFT (and its inverse) quickly… FFT

The Fast Fourier Transform The FFT is an efficient algorithm for computing the DFT The FFT is based on the divide-and-conquer paradigm: If n is even, we can divide a polynomial into two polynomials and we can write FFT

The FFT Algorithm The running time is O(n log n). [inverse FFT is similar] FFT