clc; clear; phi = 0.5 * pi; N = 5000; t = linspace(-2 * pi, 2 * pi, N)'; x = sin(2 * pi * t) + 3 * sin(3 * 2 * pi * t); x_2 = sin(2 * pi * t + phi) + 3 * sin(3 * 2 * pi * t + phi); f = fftshift(fft(x)); F = dftmtx(N); f_hat = fftshift(F * x); f_2 = fftshift(fft(x_2)); J = circshift(eye(N), 1, 2); [J_eigenvector, J_eigenvalue] = eig(J); J_eigenvalue = diag(J_eigenvalue); CMatrix = toeplitz(x); [CMatrix_eigenvector, CMatrix_eigenvalue] = eig(CMatrix); CMatrix_eigenvalue = diag(CMatrix_eigenvalue); CMatrix_eigenvalue_hat = zeros(size(CMatrix_eigenvalue)); for i = 1: N tmp = f(i) * J_eigenvalue(i) ^ (i - 1); CMatrix_eigenvalue_hat(i) = CMatrix_eigenvalue_hat(i) + tmp; end if 1 == 1 subplot(311); plot(x); subplot(312); plot(abs(f)); subplot(313); % plot(abs(f_hat)); plot(abs(f_2)); % polarplot(angle(J_eigenvalue),abs(J_eigenvalue),"o") else subplot(311); plot(abs(f_hat)); subplot(312); plot(sort(abs(CMatrix_eigenvalue))); subplot(313); plot(sort(abs(CMatrix_eigenvalue_hat))); end