University of Khartoum

Department of Electrical and Electronic

Engineering
Fourth Year
Digital Signal processing
Lecture (18)
Fast Fourier Transform
Algorithms (FFT)
Dr. Iman Abuel Maaly

Introduction
The Discrete Fourier Transform of a sequence
is given by:

Introduction
How much computations does it require?
For a complex valued sequence x(n) of N points,
DFT may be expressed as :

Introduction
The Direct computation of the above equations
requires:
1. 2 N2 evaluation of trigonometric functions.
2. 4N2 real multiplications.
3. 4N(N-1) real addition.
4. A number of indexing and addressing
operations.
4

Can we speed this up?.......

Exploit the symmetry and periodicity property
of the phase factor
Symmetry property:
Periodicity property:
This led to Divide and conquer approach.
5

Efficient computation of t
he DFT: Fast Fourier
Transform
FFT for the efficient
There are two approaches

computation of the DFT

1.The Divide and Conquer Approach.
2.An approach based on the formulation of the
DFT as a linear filtering operation on the data:
a) Goertzel Algorithm
b) Chirp-z transform algorithm

Divide and conquer approa

ch to Computation of the D
This approach is based on the decomposition
FT.
of an N-point DFT into successively smaller
DFTs.
Let N= L M
x(n) can be stored in a one dimensional array
indexed by n, 0 n N-1, or as a twodimensional array indexed by l, m where
0 l L-1 and 0 m M-1

Divide and conquer

approach.
A one dimensional array
A two dimensional array

Divide and conquer

approach to Computation
of
the that
DFT.
Suppose
we select the mapping

n= Ml+m

See the figure below in which the first row

contains the first M elements and the second
row contains the next M elements an so on.

Divide and conquer

approach to Computation
se
a
b
e
s
i
w
w
Roof the DFT.
n = Ml +m

10

Divide and conquer

approach to Computation
of the DFT.
Another mapping is
n = l +mL
Which stores the first L element of x(n) in
the first column , the next L elements in
the second column, and so on.

11

Divide and conquer

approach.
e
n wise bas

Colum

n = l +mL

12

Divide and conquer

approach.
The same arrangement can be used to store the
computed DFT values.
Select the mapping of the index k into p and q
where:
0 p L-1 , 0 q M-1
We can select either
k = Mp +q ( a row-wise basis)
or
k = qL +p (a column-wise basis)
13

Divide and conquer

approach.
If x(n) is mapped into x(l,m)
and X(k) is mapped into X(p,q),
then we adopt a column wise basis for x(n)
and a row-wise basis for X(k)
i.e.,
n = l +mL
k = Mp +q
14

 Then the DFT can be expressed as a

double sum over the elements of the
rectangular array multiplied by the
corresponding phase factors.

X ( p, q )

M 1 L 1

x(l , m)W

( Mp q )( mL l )
N

m0 l 0

But
( Mp q )( mL l )
N

MLmp
N

mLq
N

Mpl
N

lq
N

15

( Mp q )( mL l )
N

MLmp
N

mLq
N

Mpl
N

lq
N

However
MLmp
N

mqL
N
Mpl
N

W
W

1
mq
N/L

pl
N/M

mq
M

( Mp q )( mL l )
N

pl
L

W W W
mq
M

pl
L

lq
N
16

X ( p, q )

M 1 L 1

x(l , m)W

( Mp q )( mL l )
N

m0 l 0

M 1 L 1

x(l , m)W

lq
N

m0 l 0

mq
M

lp
L

W W

With these simplifications then X(p,q) can be

expressed as:
L 1

X ( p, q ) W
l 0

lq
N

M 1

x(l , m)W

m0

mq
M

lp
L

It involves the computation of the DFT of

length M and length L.

17

1. First we compute the M-point DFTs

F (l , q )

M 1

mq
x
(
l
,
m
)
W

,0 q M 1

m0

For each of the rows l =0,1,2,..L-1

2. Second, we compute a new rectangular array
G(l,q) defined as
G (l , q) W F (l , q) ,0 l L 1
lq
N

and 0 q M 1

3. Finally, we compute the L-point DFTs

L 1

X ( p, q ) G (l , q ) WLlp
l 0

for each column q = 0, 1,,M-1 of the array G(l,q)

18

The computational complexity is:

The number of Complex multiplications has
been reduced from: N 2
to N(M +L+1)
And the number of Complex additions has
been reduced from N(N-1) to N(M+L-2)
Where N=ML

19

For example:
Suppose that: N=1000 and we select L=2 and
M=500 ( Where N=ML)
Direct computation of the DFT requires , N 2 =106
complex multiplications.
Divide and conquer requires
N(M +L+1) = 1000(500+2+1) = 503,000 complex
multiplications.
A reduction of a factor of 2
The number of additions is also reduced by about a
factor of 2.
20

Algorithm 1
1. Store the signal column-wise
2. Compute the M-point DFT for each row
3. Multiply the resulting array by the phase
lq
W
factor N
4. Compute the L-point DFT of each column
5. Read the resulting array row-wise

21

Algorithm 2
1. Store the signal row-wise
2. Compute the L-point DFT for each column
3. Multiply the resulting array by the phase
pm
factor WN
4. Compute the M-point DFT of each row
5. Read the resulting array column-wise

22

23

Fast Fourier transform

Several different algorithms are available:

Decimation in time
Decimation in frequency.
Prime factor algorithm.
Bluestein approach.
..

It reduces the complexity from O(N2) to O(N log N).

24

Radix-2 FFT Algorithm

If N is highly composite, N= r1 r2 r3 rv
where ri are prime .

If r1 =r2 =r3 rv so that N = r v ,the DFT of

size r is called the radix of the FFT section.
In Radix-2 algorithm r =2.

25

Radix-2 FFT Algorithm (cont)

Let us consider the computation of the N = 2v
point DFT by the divide-and conquer
approach. We select L=2 and M=N/2.
We split the N-point data sequence x(n) into
two N/2-point data sequences f1(n) and f2(n),
corresponding to the even-numbered and oddnumbered samples of x(n), respectively, that is,
{x(0), x(2), x(4), }

{x(1), x(3), x(5), }

26

Radix-2 FFT Algorithm (cont)

Thus f1(n) and f2(n) are obtained by decimating
x(n) by a factor of 2, and hence the resulting
FFT algorithm is called a decimation-in-time
algorithm.
Now the N-point DFT can be expressed in
terms of the DFTs of the decimated sequences
as follows:
27

Radix-2 FFT Algorithm (cont)

But WN2 = WN/2. With this substitution, the

equation can be expressed as

28

Radix-2 FFT Algorithm (cont)

where F1(k) and F2(k) are the N/2-point DFTs
of the sequences f1(m) and f2(m), respectively.
Since F1(k) and F2(k) are periodic, with period
N/2, we have
F1(k+N/2) = F1(k) and F2(k+N/2) = F2(k).
In addition, the factor WNk+N/2 = -WNk. Hence
the equation may be expressed as

29

Radix-2 FFT Algorithm (cont)

Computation:
We observe that the direct computation of
F1(k) requires (N/2)2 complex
multiplications. The same applies to the
computation of F2(k).
Furthermore, there are N/2 additional
complex multiplications required to compute
WNkF2(k).
Hence the computation of X(k) requires
2(N/2)2 + N/2 = N 2/2 + N/2 complex
multiplications.

30

Radix-2 FFT Algorithm (cont)

This first step results in a reduction of the number
of multiplications from N 2 to N 2/2 + N/2, which
is about a factor of 2 for N large.
If
G1 (k ) F1 (k )
Then

G2 (k ) WNK F2 (k )

X (k ) G1 (k ) G2 (k )
X (k N2 ) G1 (k ) G2 (k ), k 0,1,2, N2 1
This computation is illustrated in Figure 1.

31

Radix-2 FFT Algorithm (cont)

Figure 1. First step

in the decimation-intime algorithm

32

Radix-2 FFT Algorithm (cont)

We can repeat the sequence for each f1(n) and f2(n).
Thus f1(n) would result in the two N/4 point
sequences,
v11 (n) f1 (2n),

n 0,1,2, N4 1

v12 (n) f1 (2n 1),

n 0,1,2, N4 1

And f2(n) yields:

v21 (n) f 2 (2n),
v22 (n) f 2 (2n 1),

n 0,1,2, N4 1
n 0,1,2, N4 1
33

Radix-2 FFT Algorithm (cont)

By computing the N/4- point DFTs, we obtain the
N/2 point DFTs F1(k) and F2(k)
F1 (k ) V11 (k ) WNk / 2V12 (k )
F1 (k N4 ) V11 (k ) WNk / 2V12 (k ), k 0,1,2, N4 1
F2 (k ) V21 (k ) WNk / 2V22 (k )
F2 (k N4 ) V211 (k ) WNk / 2V22 (k ), k 0,1,2, N4 1

Where {Vij (k)} are the N/4 point DFT of the

sequence {vij (n)} v (n) DFT
V ( k )
ij

N /4

ij

34

Radix-2 FFT Algorithm (cont)

Computation:
{Vij (k)} requires 4(N/4)2 complex
multiplications and hence
The computation of F1(k) and F2(k) can be
accomplished with N4 N2 complex
multiplications
To compute X(k) from F1(k) and F2(k)
requires N/2 complex multiplications
N
N N N

The total is 4 2 2 4 N
computation is reduced by a factor of 2
2

35

Radix-2 FFT Algorithm (cont)

Computation:
The decimation of the data sequence can be
repeated again and again until the resulting
sequences are reduced to one-point
sequences. For N = 2v,
this decimation can be performed v = log2N
times.
Thus the total number of complex
multiplications is reduced to (N/2)log2N.
The number of complex additions is N log2N.
36

Radix-2 FFT Algorithm (cont)

For illustrative purposes, Figure 2 depicts the
computation of N = 8 point DFT.
We observe that the computation is performed in
three stages,
beginning with the computations of four twopoint DFTs,
then two four-point DFTs,
and finally, one eight-point DFT.

37

Radix-2
FFT
Algorithm
(cont)
One eight-point DFT
Four two-point DFTs,
Two four-point DFTs
X(0)
X(4)

2 point DFT
4 point DFT

X(2)
X(6)

2 point DFT
8 point DFT

X(1)

2 point DFT

X(5)

4 point DFT
X(3)
X(7)

2 point DFT

Figure 2. Three stages in the computation of an N = 8-point DFT.

38

Radix-2 FFT Algorithm (cont)

The combination of the smaller DFTs to form the
larger DFTs is illustrated in Figure 2 above for
N=8.
The basic computation performed at every stage is
as follows:
-Take two complex numbers say the pair (a,b)
multiply by
. A and B are produced as follows:

A a W b
r
N

r
This is shown in
the
following
butterfly
flow
graph
B a W b
N

39

Radix-2 FFT Algorithm (cont)

Figure .3 Basic butterfly computation in the

decimation-in-time FFT algorithm.

40

Radix-2 FFT Algorithm (cont)

41
Figure .4 Eight-point decimation-in-time FFT algorithm.

Radix-2 FFT Algorithm (cont)

Storage
For each stage we store (A,B) after computation
in the same location as (a,b)
The required storage is of size 2N to store N
complex number of the computation of each
stage.
The computations are done in place.

42

Radix-2 FFT Algorithm (cont)

Order of Input Data
An important observation is concerned with the
order of the input data sequence after it is
decimated (v-1) times.
For example, if we consider the case where
N
= 8, we know that the first decimation yeilds the
sequence
x(0), x(2), x(4), x(6), x(1), x(3), x(5), x(7),
and the second decimation results in the sequence
x(0), x(4), x(2), x(6), x(1), x(5), x(3), x(7).
43

Radix-2 FFT Algorithm (cont)

Order of Input Data
This shuffling of the input data sequence has a
well-defined order as can be ascertained from
observing Figure .5, which illustrates the
decimation of the eight-point sequence.

44

Order of Input Data

Shuffling of data and bit reversal

Figure .5 a Shuffling of the data and bit reversal

45

Order of Input Data

Shuffling of data and bit reversal

Figure .5 b Shuffling of the data and bit reversal

46

Radix-2 FFT Algorithm (cont)

Thus we say that that data x(n) after decimation
is stored in bit reversal order.
After the input data stored in bit reversal order
and the butterfly computation performed in place
the resultant DFT sequence X(k) is easily
obtained in natural order. (k=0,1,2,,, N-1)
We can arrange the FFT algorithm such that
-input data is left in natural order
- DFT will occur in reversal order
47

Radix-2 Algorithm
Decimation in Frequency

48

Radix-2 Algorithm
Decimation in Frequency
Another important radix-2 FFT algorithm,
called the decimation-in-frequency algorithm,
is obtained by using the divide-and-conquer
approach. (N=LM , M=2 and L=N/2)
To derive the algorithm, we begin by splitting
the DFT formula into two summations, one of
which involves the sum over the first N/2 data
points and the second sum involves the last N/2
data points.
49

Radix-2 FFT Algorithm (Decimation in

Frequency(cont)
Thus we obtain:

50

Radix-2 FFT Algorithm (Decimation in

Frequency(cont)
Now, let us split (decimate) X(k) into the evenand odd-numbered samples. Thus we obtain

where we have used the fact that WN2 = WN/2

51

Radix-2 FFT Algorithm (Decimation in

Frequency(cont)
The computational procedure above can be
repeated through decimation of the N/2-point
DFTs X(2k) and X(2k+1).
The entire process involves v = log2N stages of
decimation, where each stage involves N/2
butterflies of the type shown in Figure 6.

52

Radix-2 FFT Algorithm (Decimation in

Frequency(cont)

Figure .6 Basic butterfly computation in the

decimation-in-frequency.
53

Radix-2 FFT Algorithm (Decimation in

Frequency (cont)
Computations
Consequently, the computation of the N-point DFT
via the decimation-in-frequency FFT requires
(N/2)log2N complex multiplications and N log2N
complex additions, just as in the decimation-in-time
algorithm.
For illustrative purposes, the eight-point decimationin-frequency algorithm is given in Figure 7.

54

Radix-2 FFT Algorithm (Decimation in

Frequency(cont)

Figure .7 First stage of the decimation-in-frequency FFT

algorithm.

55

Radix-2 FFT Algorithm (Decimation in

Frequency(cont)

Figure .8

N = 8-piont decimation-in-frequency FFT algorithm.

56

Radix-2 FFT Algorithm (Decimation in

Frequency(cont)
We observe from Figure .8 that the input data
x(n) occurs in natural order, but the output DFT
occurs in bit-reversed order.
We also note that the computations are
performed in place.
However, it is possible to reconfigure the
decimation-in-frequency algorithm so that the
input sequence occurs in bit-reversed order
while the output DFT occurs in normal order.
57

Radix-2 FFT Algorithm (Decimation in

Frequency(cont)
Furthermore, if we abandon the requirement that
the computations be done in place, it is also
possible to have both the input data and the
output DFT in normal order.

58

Applications
The Fast Fourier Transform (FFT) is one of the
most important tools in Digital Signal
.Processing
First, the FFT can calculate a signal's
frequency spectrum. This is a direct
examination of information encoded in the
frequency, phase, and amplitude of the
.component sinusoids
59

 Second, the FFT can find a system's frequency

response from the system's impulse response,
and vice versa. This allows systems to be
analyzed in the frequency domain, just as
convolution allows systems to be analyzed in
the time domain.
Third, the FFT can be used as an intermediate
step in more elaborate signal processing
techniques. The classic example of this is FFT
convolution, an algorithm for convolving
signals that is hundreds of times faster than
conventional methods.
60

61