For a Zd\mathbb Z^d-periodic function ff integrable on [0,1]d[0,1]^d, its Fourier coefficient at m∈Zdm\in\mathbb Z^d is

f^(m)=∫[0,1]df(x)em(x)‾ dx=∫[0,1]df(x)e−2πim⋅x dx.\widehat f(m)=\int_{[0,1]^d} f(x)\overline{e_m(x)}\,dx =\int_{[0,1]^d}f(x)e^{-2\pi i m\cdot x}\,dx.

The integral uses a unit-volume cell, and eme_m is the . The coefficient satisfies ∣f^(m)∣≤∥f∥L1([0,1]d)|\widehat f(m)|\le\|f\|_{L^1([0,1]^d)}.

Other periods and real values

For a scalar 2π2\pi-periodic function, f^(m)=(2π)−1∫02πf(θ)e−imθ dθ\widehat f(m)=(2\pi)^{-1}\int_0^{2\pi}f(\theta)e^{-im\theta}\,d\theta. If ff is real-valued, conjugating the integral gives f^(−m)=f^(m)‾\widehat f(-m)=\overline{\widehat f(m)}. Vector and matrix coefficients are defined componentwise.

References