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arXiv 1701.04492math.NAcs.NA
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基于低秩近似的一种非均匀快速傅里叶变换

A nonuniform fast Fourier transform based on low rank approximation

Universidad de Cantabria(坎塔布里亚大学);Cornell University(康奈尔大学)

Diego Ruiz-Antolin, Alex Townsend

AI总结:

本文提出一种快速稳定的非均匀离散傅里叶变换算法,利用低秩近似将非均匀变换矩阵分解为对角缩放的傅里叶矩阵之和,实现O(N log N log(1/ε)/log log(1/ε))次运算,适用于任意精度。

摘要:

通过将非均匀离散傅里叶变换(NUDFT)视为均匀离散傅里叶变换的扰动版本,本文提出了一种快速、稳定且简单的计算NUDFT的算法,其运算复杂度为O(N log N log(1/ε)/log log(1/ε)),其中N是变换大小,0<ε<1是工作精度。关键观察是,非均匀变换矩阵与DFT矩阵逐元素相除通常可以被低秩矩阵很好地近似,从而将非均匀变换矩阵表示为对角缩放的DFT矩阵之和。该算法易于实现,自动适应任何工作精度,并与最先进的算法竞争。在完全均匀情况下,该算法本质上就是FFT。此外,本文还描述了逆非均匀变换和二维非均匀变换的准最优算法。

英文摘要:

By viewing the nonuniform discrete Fourier transform (NUDFT) as a perturbed version of a uniform discrete Fourier transform, we propose a fast, stable, and simple algorithm for computing the NUDFT that costs $\mathcal{O}(N\log N\log(1/ε)/\log\!\log(1/ε))$ operations based on the fast Fourier transform, where $N$ is the size of the transform and $0<ε<1$ is a working precision. Our key observation is that a NUDFT and DFT matrix divided entry-by-entry is often well-approximated by a low rank matrix, allowing us to express a NUDFT matrix as a sum of diagonally-scaled DFT matrices. Our algorithm is simple to implement, automatically adapts to any working precision, and is competitive with state-of-the-art algorithms. In the fully uniform case, our algorithm is essentially the FFT. We also describe quasi-optimal algorithms for the inverse NUDFT and two-dimensional NUDFTs.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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