31. Eigenvectors of Circulant Matrices: Fourier Matrix

MIT Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018 Instructor: Gilbert Strang View the complete course: YouTube Playlist: This lecture continues with constant-diagonal circulant matrices. Each lower diagonal continues on an upper diagonal to produce n equal entries. The eigenvectors are always the columns of the Fourier matrix and computing is fast. License: Creative Commons BY-NC-SA More information at More courses at