Circulant matrix-vector product procedure

267 Views Asked by At

A circulant matrix $C$ can be represented as

$$C = F^{-1} \mbox{diag}(Fc) \, F$$

When $C$ is multiplied by vector $b$

$$C b = F^{-1} \mbox{diag}(Fc) \, (F b)$$

My question only about procedure. As I understood it, to compute $Cb$:

  1. Find FFT of $b$.
  2. Find FFT of $c$
  3. Compute $\mbox{diag}(Fc)*(Fb)$
  4. Find IFFT of matrix from the third step.

Am I right?