Ludium
Sign In
Linear Algebra
Solving Linear Systems
01Row Picture, Column Picture & Matrix Form02Row Picture vs Column Picture in 3D03Singular vs Non-Singular Matrices04Two Ways to Compute AxProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01Gaussian Elimination & Back Substitution02Elimination Matrices03Permutation Matrices and InversesProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
015 Views of Matrix Multiplication02Matrix Inverses and Singularity03Gauss-Jordan Elimination for InversesProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Product Inverse & Transpose Rules02A = LU Factorization03Gaussian Elimination: ⅓n³ Operation Count04Permutation Matrices: P⁻¹ = PᵀProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Permutation Matrices and PA = LU02Why RᵀR Is Always Symmetric03Vector Spaces and Subspaces04The Column Space of a MatrixProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
Vector Spaces & Subspaces
01Vector Spaces and Subspaces02Column Space of a Matrix03Null Space of a MatrixProblem set0/10Problem set 20/10Practice∞
01Rank, Pivots, and Free Variables02Special Solutions of the Null Space03Reading the Null Space from RREFProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01Solvability of Ax = b02Particular Solutions and the Null Space03Rank and the Four Cases of Ax = bProblem set0/10Problem set 20/10MIT problem set0/8Practice∞
01Linear Independence & the Null Space02Basis and Dimension03The Rank-Nullity TheoremProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Rank and the Four Fundamental Subspaces02Four Bases from One Row Reduction03Matrices as Vector SpacesProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01The Dimension Formula for Subspaces02Differential Equations as Linear Algebra03Rank-One Matrices and Outer Products04The Four Fundamental SubspacesProblem set0/10Problem set 20/10MIT problem set0/1Practice∞
01The Incidence Matrix as Difference Operator02The Incidence Matrix of a Graph03The Equilibrium Equation AᵀCAx = fProblem set0/10Problem set 20/10MIT problem set0/1Practice∞
Orthogonality & Least Squares
01Orthogonal Subspaces02Null Space as Orthogonal Complement03The Normal EquationsProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01The Projection Matrix P = aaᵀ/aᵀa02Projection onto Subspaces03Projection and Least SquaresProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Complementary Projections: P and I−P02Least Squares and the Normal Equations03Least Squares as Projection04Invertibility of AᵀAProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Orthogonal Matrices02Projections onto Orthonormal Bases03The Gram-Schmidt Process04QR Factorization from Gram-SchmidtProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
Determinants
01The Three Axioms of the Determinant02Determinant Properties from Three Axioms03Determinants via Elimination04Multiplicative and Transpose PropertiesProblem set0/10Problem set 20/10MIT problem set0/2Practice∞
01The Permutation Formula for Determinants02Cofactor Expansion03Periodic Determinants of Tridiagonal MatricesProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01The Cofactor Formula for Matrix Inverses02Cramer's Rule03Determinants as VolumeProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
Eigenvalues & Dynamics
01Eigenvalues and Eigenvectors02Finding Eigenvalues and Eigenvectors03Complex Eigenvalues and Defective MatricesProblem set0/10Problem set 20/10MIT problem set0/2Practice∞
01Diagonalization: A = SΛS⁻¹02Matrix Powers and the Stability Theorem03Defective Matrices and Multiplicity04Eigenvalues and the Fibonacci SequenceProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01Solving du/dt = Au with Eigenvalues02Eigenvalue Stability in the Complex Plane03The Matrix Exponential e^(At)04The Companion MatrixProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Why 1 Is Always an Eigenvalue of Markov Matrices02Markov Chain Steady States via Eigenvalues03Markov Matrices and Steady States04Orthonormal Bases and Fourier CoefficientsProblem set0/10Problem set 20/10MIT problem set0/7Practice∞
Symmetric Matrices & the SVD
01The Spectral Theorem02Why Symmetric Matrices Have Real Eigenvalues03Sylvester's Law of Inertia04Testing Positive DefinitenessProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01The Conjugate Transpose02Inverse of the Fourier Matrix03The FFT FactorizationProblem set0/10Problem set 20/10Practice∞
01Positive Definite Matrices02Positive Definiteness via Pivots03The Hessian and Positive Definiteness04Principal Axis Theorem and the EllipsoidProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Closure Properties of Positive Definite Matrices02Matrix Similarity and Invariant Eigenvalues03Why Eigenvalues Don't Classify Similarity04Jordan Canonical FormProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01The Singular Value Decomposition02Reducing SVD to A^T A03Computing the SVD: Two Worked Examples04SVD and the Four Fundamental SubspacesProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
Linear Transformations & Applications
01Defining Linear Transformations02Basis, Coordinates, and Linear Maps03How a Linear Map Becomes a MatrixProblem set0/10Problem set 20/10Practice∞
01Image Compression as a Change of Basis02Choosing a Basis: JPEG, Fourier, and Wavelets03Change of Basis and Image Compression04Change of Basis and DiagonalizationProblem set0/10Problem set 20/10Practice∞
01Matrix Inverses and the Four Subspaces02One-Sided Inverses and Projections03The Pseudo-Inverse04The Pseudo-Inverse via the SVDProblem set0/10Problem set 20/10Practice∞

The FFT Factorization

How does the squaring identity (w_n)² = w_(n/2) let the Fourier matrix split into two copies of half its size—and why does that drop O(n²) to O(n log n)?


Loading…

←Previous Inverse of the Fourier MatrixNext Positive Definite Matrices →

Your summary note

    1. 1

      One-step factorization of F64F_{64}F64​ into F32F_{32}F32​ blocks

      Write F64=[IDI−D][F3200F32]PF_{64} = \begin{bmatrix}I & D\\I & -D\end{bmatrix}\begin{bmatrix}F_{32} & 0\\0 & F_{32}\end{bmatrix}PF64​=[II​D−D​][F32​0​0F32​​]P, identify PPP as the even-odd permutation and DDD as diag(1,w,…,w31)\mathrm{diag}(1, w, \ldots, w^{31})diag(1,w,…,w31), and record (w64)2=w32(w_{64})^2 = w_{32}(w64​)2=w32​.

    2. 2

      Recursion and the count 12nlog⁡2n\frac{1}{2}n\log_2 n21​nlog2​n

      Count 2⋅322+322 \cdot 32^2 + 322⋅322+32 multiplications for one step, then recurse through log⁡2n\log_2 nlog2​n levels costing n/2n/2n/2 multiplications each to reach 12nlog⁡2n\frac{1}{2}n\log_2 n21​nlog2​n in place of n2n^2n2.

    3. 3

      The n=1024n = 1024n=1024 comparison

      Compare n2≈1,000,000n^2 \approx 1{,}000{,}000n2≈1,000,000 against 12⋅1024⋅10≈5,000\frac{1}{2} \cdot 1024 \cdot 10 \approx 5{,}00021​⋅1024⋅10≈5,000 and record the resulting speedup factor of roughly 200200200.

    Attempt 1 of 2