we usually record a set of data in time-domain. the signal or data may have some oscillation and we want to to which frequency is inside. thus, we will looking for Fourier Transform, which change from time-domain to frequency domain.

the continuous Fourier Transform is

if we see the exponential as cosine and sine function, that we understand it is finding a suitable wave-vector “k”, such that the function f(x) is “parallel” or “part-parallel” with it.

However, we cannot have infinite long data, but just some interval. Thus, the interval will bounded the available frequency.

we can understand the reason is by invert thinking about how a signal is formed by difference frequency. say, we have a time interval of “2L” unit (if the 2π is absorbed in the interval, the total interval is 2π larger), if a mono-frequency signal has wavelength longer then “2L” unit, or the k-vector is smaller then 1/2L, then, this signal is not going to change within the time-interval and do no contribution. Thus, the interval set the resolution of the k-vector.

when the data is discrete with m+1 data point in interval 2L, we have discrete Fourier transform. the integration becomes:

Set the , and , and since the data separation on the data list is defined by ourselves, so, the date does not have this information. And we want the start at 1, not zero.

This is the formula for Discrete Fourier Transform without a constant factor.

Remark on mathematica and FFTW user: The function “Fourier”‘s default setting is using – sign in the exponential, while FFTW is using – sign. and also, the amplitude will be divided by √n in mathematica, and FFTW will not. in this post, we use FFTW transform. For mathematica user, the “Fourier” has a setting called “FourierParameters”, by setting it to (1,-1), will get the result same as FFTW.

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