# A note on fast cyclic convolution

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### Y Zalcstein

Carnegie Mellon University

### http://repository.cmu.edu/compsci

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A NOTE ON FAST CYCLIC CONVOLUTION by

Y. Zalcstein

Computer Science Department Carnegie-Mellon University

Pittsburgh, Pennsylvania December 8, 1970

This work was supported by the Advanced Research Projects Agency of the Office of the Secretary of Defense (F44620-70-C-0107) and is monitored by the Air Force Office of Scientific Research. This document has been approved for public release and sale; its distribution is unlimited.

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ABSTRACT

This note presents a new algorithm for computing the cyclic convolu-tion of two vectors over a commutative ring. The algorithm requires

n(nj+l) •.. ( n ^ + l ) ^ ^ multiplications for the convolution of two n-vectors, where n = n^...n^ is a factorization of n into factors which are pairwise relatively prime.

INDEX TERMS

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Let ^ = (X ( ), xr ...,xn p and ^y = < y0 , yr • • •»yn-1* b e t W O

n-vectors and let jgf'j^ be the convolution of jc^andj^ which is an k

n-vector whose k-th component is ( x *fy) i , » E x y ., k=0, I,..., n-1. A V V K- i~0 K —1.

Convolution occurs in many applications. Computationally, it is more

convenient to use the cyclic convolutionjt*g, defined by

n-1 n-1 n-1 n-1

( E Xiyn- i ' S xiy1-i>---> S x±y <-±>-~> E

### x^-l-P

i-0 1 n 1 laO 1 1 i=0 1 J 1 i=0 1 n 1 1

(addition of subscripts modulo n ) . For example, the finite Fourier

transform can only be applied to a cyclic convolution (see Ref. [1]).

Any convolution can be reduced to a cyclic convolution by adjoining

a sufficient number of zeros to the vectors x and y. Computing

A A A

2

directly requires n multiplications. Using the fast Fourier

transform (see [1], [2], [3], [4]), can be computed with

n[31og n + 1] complex multiplications. The Fourier transform (and

a fortiori the fast Fourier transform) does not exist in rings that

do not contain a "sufficient11 number of primitive roots of unity (see

Nicholson [3]). The purpose of this note is to point out a method for 2

computing x*y using less than n multiplications that works over an

AAV

arbitrary commutative ring. In particular, a ring which occurs often

in applications and in which Fourier transforms do not exist is the

ring of integers modulo m for m composite.

Let R be a commutative ring. A circulant or cyclic matrix over R is a matrix of the form:

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-2-x^ • • • X 1 XA. • . n-1 0 ••• X n-1 V 2 i.e., (A(^)

ij Xj ^ (subtraction modulo n ) , i,j = 0,1,...n-1,

where x = (xn,x1,...,x ,) is an n-vector. The convolution x*y is

easily seen to be the first row of A ( J X } . A( ^ (matrix multiplication).

The product of two circulants is a circulant. Thus k(x^.A(^ is determined by its first row which is Jfc^ty) •

LEMMA 1. The product ^ A ^ can be computed using n(n+l)/2 multiplications.

PROOF. For all i and j , there exists k such that j=k-i (mod n ) ; thus n-1

for ijfj, both x y. and x.y, appear in £ x.y, Applying the identity

Xiyj + Xjyi " Xiyi + Xjyj " ( xi"xj><yi~yj>»

after computing the n products x±y±* • • • o n l y n(n-l)/2

more multiplications are needed to compute x.A(y), giving a total of n(n+l)/2 multiplications.

REMARK 1. The standard algorithm for computing ^ A ^ ) requires n(n-l) additions. It is easy to see that the method of lemma 1 requires j n(n-l) additions and subtractions. Thus a saving of n(n-l)/2 multiplications

3

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-3-REMARK 2. By imposing restrictions on the ring R, one can obtain refine-ments of lemma 1. For example, if the characteristic of R is not divisible by 2, the product of two 2x2 circulants can be computed with 2 multiplica-tions (and 6 additions/subtractions) by

x

y

+ x

y

=

4

+ (x

x

)(y

y

)]

(x

x

)(y

y

### i

)]

-DEFINITION. Let n = ^ . . . n ^ be a factorization of n. An (n^,...,n^) super-circulant matrix is defined inductively as follows: for k=l it is

just an nXn circulant. An (n^,...,n^) super-circulant S is a block matrix whose blocks follow a circulant pattern :

B0 BV ~ Bn^-1

\-l

### V "

\-2

B, B„ B

0 J such that each B^ is an (n^,...,n^ ^) super-circulant.

SUPER-CIRCULANT LEMMA (Nicholson and Zalcstein [5]). If n • ^ . . . n ^ with ni »nj relatively prime for i^j ((n^,n.) = 1), then there is a

permutation matrix P such that for any nXn circulant matrix A, p'^AP is an (n^,...,n^) super-circulant.

PROOF. The proof uses the idea of "coordinatizing11 the dimension n, in

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-4-For 0 ^ j ^ n-1, and for p - l,2,...,k, let j be the smallest positive integer congruent to j mod n^. Since the np? s a r e relatively

prime, in pairs, it follows from the Chinese remainder theorem ([6], p. 97) that the map j -> (j^jg*• • • >j^) i s one-to-one. Thus it is easy to see

that the map j -* + 32ni + J 3nin2 + ••• + J knln2# * # nk - l i s o n e"t o"o n e

and, indeed, a permutation of the set {0,1,•..,n-l}. This permutation gives the desired permutation matrix P, as we will now prove.

For m > 0, let be the mXm permutation matrix 0 1 0 . 0 0 1 . * • * 1 0 . 0 . 0 1 0 representing the cyclic permutation

(0 1 2...(m-l)) on {0,1,... ,m-l}.

Recall the definition of the Kronecker product of two matrices (Ref. [7]): If A is an m>flm matrix, the Kronecker or tensor product A(g)B is the mnXmn matrix

anB . . .

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-5-The Kronecker product is associative. Also, it is easy to see that the Kronecker product of permutation matrices is a permutation matrix.

Furthermore, the permutation represented by 0 ® Q ® • • • ® <L

^1 n2 ^Hc

can be described in "coordinatized" form as follows: it maps

h + hni + ••• + jkni \-i i n t o ^ i + 1^ 0 + 2 + 1)ni +- - *+ ^ k+ 1 ) nl • • • \ - l,

where 1j p+^f means addition modulo n^. It is then straightforward to

verify that

### _ .

( 2 )

P QnP = Q ^ ® . . . ®

Let AJ^x^ be an nxn circulant. Then n-1

## Z

j 0

X j O ^ , where Qn = In, the nxn identity matrix.

### j=0

Thus, applying (2), we get n-1

n-1 (3) J-0 n-1

### V

jl jk (4)

Line (3) follows from the matrix identity (A ® B) . (C (g) D) = (A.C) ® (B.D), while line (4) follows from the identity oJ: = I for all p. If C is

P P i an n ^ ^ circulant for i = l,2,...k, then (g) ... ® is an

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-6-(n^,...,n^) super-circulant. Finally, a linear combination of (n^,..#n^)

super-circulants is an (n^, . . . , 1 ^ ) super-circulant. Thus P *A £ K) P is an (n^,...,n^) super-circulant and the lemma is proved.

(A more conceptual proof appears in [5].)

As a consequence of the super-circulant lemma we obtain the following-; SPEED-UP LEMMA. Suppose there is a function f: N N, where N is the set of positive integers such that for any commutative ring R, the pro-duct of two nXn circulants can be computed with f(n) multiplications. Then, if n = n^...n^, with the n± s relatively prime in pairs, the

product of two nxn circulants can be computed with f (n^) .. .f (n^) multiplications.

PROOF. By the super-circulant lemma it suffices to consider multiplica-tion of two (n^,...,n^) super-circulants. The proof is by inducmultiplica-tion on k. The assertion is trivially true for k=l. Assume that it is true for k and let si»S2 ^e t W O ^nl ' * ' *, nk, nk + l ^ super-circulants. Let

Rf c be the set of all (n^,...,]^) super-circulants over R*. It is

easy to see that R^ is a commutative ring, under matrix addition and multiplication. Sj^ and can be considered n ^+ 1 X n^+^ circulants

over R ^ Thus S^S2 can be computed using f ( n^ p multiplications

in Rfc. Further, by the induction hypothesis each multiplication in R^

requires f(n^)...f(r^) scalar multiplications. Thus the total number of scalar multiplications required is f ( n ^ ... f (n^) f ( n ^ ^ ) . This proves the lemma.

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-7-By lemma 1, we can take f(n) • n(n+l)/2; thus we get the following: PROPOSITION. Let n * n^..!^ with (n^n^) » 1 for i^j. Then

the product of two nxn circulants and thus the convolution of two n-vectors / k

can be computed using n(n^+l) •.. (n^+l)/2 scalar multiplications. REMARK. It is easy to see that the factorization minimizing the number of multiplications by our method is the complete factorization of n into prime-power factors.

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-8-REFERENCES

[1] W. M. Gentleman and G. Sande,lfFast Fourier Transforms for Fun and

Profit,"Proc. 1966 Fall Joint Computer Conference, AFIPS, v. 29, 563-578.

[2] J. W. Cooley, P. A. W. Lewis and P. D. Welch, "The Fast Fourier Transform and Its Applications," IEEE Trans. Education, E-12, 27-34, March,1969.

[3] P. J. Nicholson, Algebraic Theory of the Finite Fourier Transform, Ph.D. thesis, Department of Operations Research, Stanford University, March, 1969.

[4] R. R. Stoner, A Flexible Fast Fourier Transform Algorithm, Army Electronics Command, Fort Huachuca, Arizona, report ECOM-6046 (CFSTI AD 696 431) August, 1969.

[5] P. J. Nicholson and Y. Zalcstein, Super-circulant Matrices and the Fast Fourier Transform, to appear.

[6] J. Landin, An Introduction to Algebraic Structures, Allyn and Bacon, Boston, 1969.

[7] R. Bellman, Introduction to Matrix Analysis, McGraw-Hill, New York, 1960.

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D O C U M E N T C O N T R O L D A T A • R 8

(Security classification of title, body of abstract and indexing annotation must be er

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itered when the overall report Is classified)

1. ORIGINATING ACTIVITY (Corporate author) Department of Computer Science Carnegie-Melion University Pittsburgh, Pennsylvania 15213

2 « . R E P O R T S E C U R I T Y C L A S S I F I C A T I O N

UNCLASSIFIED

1. ORIGINATING ACTIVITY (Corporate author) Department of Computer Science Carnegie-Melion University Pittsburgh, Pennsylvania 15213

2 b . G R O U P

3. R E P O R T TITLE

A NOTE ON FAST CYCLIC CONVOLUTION

4. D E S C R I P T I V E NOTES (Type of report and inclusive dates) Scientific Interim

5- Au T H O R ( S ) (First name, middle initial, last name)

Y. Zalcstein 6. REPOR T DATE December 1970 7 a . T O T A L N O . O F P A G E S 7 b . N O . O F R E F S 8 7 8a. C O N T R A C T OR G R A N T N O . F44620-70-C-0107 b. PROJ EC T NO. A0827-5 " 61101D d. 9 a . O R I G I N A T O R ' S R E P O R T N U M B E R ( S ) 8a. C O N T R A C T OR G R A N T N O . F44620-70-C-0107 b. PROJ EC T NO. A0827-5 " 61101D d.

9 b . O T H E R R E P O R T N O ( S ) (Any other numbers that may be assigned

this report)

10. DISTRIBUTION S T A T E M E N T

This document has been approved for public release and sale; its distribution is unlimited.

11. S U P P L E M E N T A R Y NOTES TECH, OTHER

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Air Force Office of Scientific Research

1400 Wilson Boulevard (SRMA) Arlington, Virginia 22209

13. A B S T R A C T

This note presents a new algorithm for computing the cyclic convolution of two vectors over a commutative ring. The algorithm requires n (n i+1)...(nk+1)/2

multiplications for the convolution of two n-vectors, where n = n^...n^ is a factorization of n into factors which are pairwise relatively prime.

D D , F r U 4 7 3

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