Hermite–Gaussian-Like Eigenvectors of the Discrete Fourier Transform Matrix Based on the Singular-Value Decomposition of Its Orthogonal Projection Matrices

Abstract

A technique is proposed for generating initial orthonormal eigenvectors of the discrete Fourier transform matrix F by the singular-value decomposition of its orthogonal projection matrices on its eigenspaces and efficiently computable expressions for those matrices are derived. In order to generate Hermite-Gaussian-like orthonormal eigenvectors of F given the initial ones, a new method called the sequential orthogonal procrustes algorithm (SOPA) is presented based on the sequential generation of the columns of a unitary matrix rather than the batch evaluation of that matrix as in the OPA. It is proved that for any of the SOPA, the OPA, or the Gram-Schmidt algorithm (GSA) the output Hermite-Gaussian-like orthonormal eigenvectors are invariant under the change of the input initial orthonormal eigenvectors.