Technical Report 2004-029

On Applications of the Generalized Fourier Transform in Numerical Linear Algebra

Krister Åhlander and Hans Munthe-Kaas

July 2004


Matrices equivariant under a group of permutation matrices are considered. Such matrices typically arise in numerical applications where the computational domain exhibits geometrical symmetries. In these cases, group representation theory provides a powerful tool for block diagonalizing the matrix via the Generalized Fourier Transform. This technique yields substantial computational savings in problems such as solving linear systems, computing eigenvalues and computing analytic matrix functions.

The theory for applying the Generalized Fourier Transform is explained, building upon the familiar special (finite commutative) case of circulant matrices being diagonalized with the Discrete Fourier Transform. The classical convolution theorem and diagonalization results are generalized to the non-commutative case of block diagonalizing equivariant matrices.

Our presentation stresses the connection between multiplication with an equivariant matrices and the application of a convolution. This approach highlights the role of the underlying mathematical structures such as the group algebra, and it also simplifies the application of fast Generalized Fourier Transforms. The theory is illustrated with a selection of numerical examples.

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