What are fixed points of the Fourier Transform

The following is discussed in a little more detail on pages 337-339 of Frank Jones's book "Lebesgue Integration on Euclidean Space" (and many other places as well).

Normalize the Fourier transform so that it is a unitary operator $T$ on $L^2(\mathbb{R})$. One can then check that $T^4=1$. The eigenvalues are thus $1$, $i$, $-1$, and $-i$. For $a$ one of these eigenvalues, denote by $M_a$ the corresponding eigenspace. It turns out then that $L^2(\mathbb{R})$ is the direct sum of these $4$ eigenspaces!

In fact, this is easy linear algebra. Consider $f \in L^2(\mathbb{R})$. We want to find $f_a \in M_a$ for each of the eigenvalues such that $f = f_1 + f_{-1} + f_{i} + f_{-i}$. Using the fact that $T^4 = 1$, we obtain the following 4 equations in 4 unknowns:

$f = f_1 + f_{-1} + f_{i} + f_{-i}$

$T(f) = f_1 - f_{-1} +i f_{i} -i f_{-i}$

$T^2(f) = f_1 + f_{-1} - f_{i} - f_{-i}$

$T^3(f) = f_1 - f_{-1} -i f_{i} +i f_{-i}$

Solving these four equations yields the corresponding projection operators. As an example, for $f \in L^2(\mathbb{R})$, we get that $\frac{1}{4}(f + T(f) + T^2(f) + T^3(f))$ is a fixed point for $T$.

$\bf{1.}$ A more complete list of particular self-reciprocal Fourier functions of the first kind, i.e. eigenfunctions of the cosine Fourier transform $\sqrt{\frac{2}{\pi}}\int_0^\infty f(x)\cos ax dx=f(a)$:

$1.$ $\displaystyle e^{-x^2/2}$ (more generally $e^{-x^2/2}H_{2n}(x)$, $H_n$ is Hermite polynomial)

$2.$ $\displaystyle \frac{1}{\sqrt{x}}$ $\qquad$ $3.$ $\displaystyle\frac{1}{\cosh\sqrt{\frac{\pi}{2}}x}$ $\qquad$ $4.$ $\displaystyle \frac{\cosh \frac{\sqrt{\pi}x}{2}}{\cosh \sqrt{\pi}x}$ $\qquad$$5.$ $\displaystyle\frac{1}{1+2\cosh \left(\sqrt{\frac{2\pi}{3}}x\right)}$

$6.$ $\displaystyle \frac{\cosh\frac{\sqrt{3\pi}x}{2}}{2\cosh \left( 2\sqrt{\frac{\pi}{3}} x\right)-1}$ $\qquad$ $7.$ $\displaystyle \frac{\cosh\left(\sqrt{\frac{3\pi}{2}}x\right)}{\cosh (\sqrt{2\pi}x)-\cos(\sqrt{3}\pi)}$ $\qquad$ $8.$ $\displaystyle \cos\left(\frac{x^2}{2}-\frac{\pi}{8}\right) $

$9.$ $\displaystyle\frac{\cos \frac{x^2}{2}+\sin \frac{x^2}{2}}{\cosh\sqrt{\frac{\pi}{2}}x}$ $\qquad$ $10.$ $\displaystyle \sqrt{x}J_{-\frac{1}{4}}\left(\frac{x^2}{2}\right)$ $\qquad$ $11.$ $\displaystyle \frac{\sqrt[4]{a}\ K_{\frac{1}{4}}\left(a\sqrt{x^2+a^2}\right)}{(x^2+a^2)^{\frac{1}{8}}}$

$12.$ $\displaystyle \frac{x e^{-\beta\sqrt{x^2+\beta^2}}}{\sqrt{x^2+\beta^2}\sqrt{\sqrt{x^2+\beta^2}-\beta}}$$\qquad$ $13.$ $\displaystyle \psi\left(1+\frac{x}{\sqrt{2\pi}}\right)-\ln\frac{x}{\sqrt{2\pi}}$, $\ \psi$ is digamma function.

Examples $1-5,8-10$ are from the chapter about self-reciprocal functions in Titschmarsh's book "Introduction to the theory of Fourier transform". Examples $11$ and $12$ can be found in Gradsteyn and Ryzhik. Examples $6$ and $7$ are from this question What are all functions of the form $\frac{\cosh(\alpha x)}{\cosh x+c}$ self-reciprocal under Fourier transform?. Some other self-reciprocal functions composed of hyperbolic functions are given in Bryden Cais's paper On the transformation of infinite series. Discussion of $13$ can be found in Berndt's article.

$\bf{2.}$ Self-reciprocal Fourier functions of the second kind, i.e. eigenfunctions of the sine Fourier transform $\sqrt{\frac{2}{\pi}}\int_0^\infty f(x)\sin ax dx=f(a)$:

$1.$ $\displaystyle \frac{1}{\sqrt{x}}$ $\qquad$ $2.$ $\displaystyle xe^{-x^2/2}$ (and more generally $e^{-x^2/2}H_{2n+1}(x)$)

$3.$ $\displaystyle \frac{1}{e^{\sqrt{2\pi}x}-1}-\frac{1}{\sqrt{2\pi}x}$ $\qquad$ $4.$ $\displaystyle \frac{\sinh \frac{\sqrt{\pi}x}{2}}{\cosh \sqrt{\pi}x}$ $\qquad$ $5.$ $\displaystyle \frac{\sinh\sqrt{\frac{\pi}{6}}x}{2\cosh \left(\sqrt{\frac{2\pi}{3}}x\right)-1}$

$6.$ $\displaystyle \frac{\sinh(\sqrt{\pi}x)}{\cosh \sqrt{2\pi} x-\cos(\sqrt{2}\pi)}$ $\qquad$ $7.$ $\displaystyle \frac{\sin \frac{x^2}{2}}{\sinh\sqrt{\frac{\pi}{2}}x}$ $\qquad$ $8.$ $\displaystyle \frac{xK_{\frac{3}{4}}\left(a\sqrt{x^2+a^2}\right)}{(x^2+a^2)^{\frac{3}{8}}}$

$9.$ $\displaystyle \frac{x e^{-\beta\sqrt{x^2+\beta^2}}}{\sqrt{x^2+\beta^2}\sqrt{\sqrt{x^2+\beta^2}+\beta}}$$\qquad$ $10.$ $\displaystyle \sqrt{x}J_{\frac{1}{4}}\left(\frac{x^2}{2}\right)$$\qquad$ $11.$ $\displaystyle e^{-\frac{x^2}{4}}I_{0}\left(\frac{x^2}{4}\right)$

$12.$ $\displaystyle \sin\left(\frac{3\pi}{8}+\frac{x^2}{4}\right)J_{0}\left(\frac{x^2}{4}\right) $$\qquad$ $13.$ $\displaystyle \frac{\sinh \sqrt{\frac{2\pi}{3}}x}{\cosh \sqrt{\frac{3\pi}{2}}x}$

Examples $1-5,7$ can be found in Titschmarsh's book cited above. $8-12$ can be found in Gradsteyn and Ryzhik. $13$ is from Bryden Cais, On the transformation of infinite series, where more functions of this kind are given.

Following on a little from Andy's comment, Hermite polynomials (multiplied by a Gaussian factor) give a basis of eigenvectors for the FT as an operator on $L^2({\mathbb R})$