A DFT matrix is a special type of matrix used in mathematics that stands for Discrete Fourier Transform. A DFT matrix shows us how to break up a signal (or information) into different parts (called frequency components). We use the DFT matrix to turn a signal from one form (called the time domain) into another form (called the frequency domain). For example, if you had a sound recording, you could use the DFT matrix to find out which frequencies make up that sound.