Replacing eigenvalue decomposition with Fourier Transform
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Hello,
I am doing matrix inversion of circulant matrix using eigenvalue decomposition method. However, I found that the complexity is high which I know as O(n^3). Then, I found that the complexity can be reduced to O(n log n) using Fourier Transform (FFT) method.
Thus, I would be very happy if someone can explain to me the method how to replace Eigenvalue decomposition method with Fourier Transform (FFT) method in order to do matrix inversion.
Thank you.
Huda
8 Kommentare
Christine Tobler
am 3 Mai 2019
In your PDF there are red circles around some numbers, but those numbers seem accurate up to a reasonable accuracy to me. Can you compute abs(C1 - C2)? I think the error will be very small.
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