The Partial Fast Fourier Transform

An efficient algorithm for computing the one-dimensional partial fast Fourier transform fj=∑k=0c(j)e2πijk/NFk\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f_j=\sum _{k=0}^{c(j)}e^{2\pi ijk/N} F_k$$\end{document} is presented. Naive computation of the partial fast Fourier transform requires O(N2)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal O}(N^2)$$\end{document} arithmetic operations for input data of length N. Unlike the standard fast Fourier transform, the partial fast Fourier transform imposes on the frequency variable k a cutoff function c(j) that depends on the space variable j; this prevents one from directly applying standard FFT algorithms. It is shown that the space–frequency domain can be partitioned into rectangular and trapezoidal subdomains over which efficient algorithms can be developed. As in the previous work of Ying and Fomel (Multiscale Model Simul 8(1):110–124, 2009), the contribution from rectangular regions can be reduced to a series of fractional-phase Fourier transforms over squares, each of which can be reduced to a convolution. In this work, we demonstrate that the partial Fourier transform over trapezoidal domains can also be reduced to a convolution. Since the computational complexity of a dealiased convolution of N inputs is O(NlogN)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal O}(N\log N)$$\end{document}, a fast algorithm for the partial Fourier transform is achieved, with a lower overall coefficient than obtained by Ying and Fomel.