n: Size of Fourier transformation matrix, specified as a positive integer.
Returns
Fourier transform matrix.
Details
A discrete Fourier transform matrix is a complex matrix whose matrix product with a vector computes the discrete Fourier transform of the vector. dftmtx takes the FFT of the identity matrix to generate the transform matrix. For a column vector x, y <- dftmtx(n) * x is the same as y <- fft(x, postpad(x, n). The inverse discrete Fourier transform matrix is inv <- Conj(dftmtx(n)) / n.
In general this is less efficient than calling the fft and ifft