In this paper, we derive a new reconstruction method for real non-harmonic Fourier sums, i.e., real signals which can be represented as sparse exponential sums of the form $f(t) = \sum_{j=1}^{K} γ_{j} \, \cos(2πa_{j} t + b_{j})$, where the frequency parameters $a_{j} \in {\mathbb R}$ (or $a_{j} \in {\mathrm i} {\mathbb R}$) are pairwise different. Our method is based on the recently proposed stable iterative rational approximation algorithm in \cite{NST18}. For signal reconstruction we use a set of classical Fourier coefficients of $f$ with regard to a fixed interval $(0, P)$ with $P>0$. Even though all terms of $f$ may be non-$P$-periodic, our reconstruction method requires at most $2K+2$ Fourier coefficients $c_{n}(f)$ to recover all parameters of $f$. We show that in the case of exact data, the proposed iterative algorithm terminates after at most $K+1$ steps. The algorithm can also detect the number $K$ of terms of $f$, if $K$ is a priori unknown and $L>2K+2$ Fourier coefficients are available. Therefore our method provides a new stable alternative to the known numerical approaches for the recovery of exponential sums that are based on Prony's method.
Keywords: sparse exponential sums, non-harmonic Fourier sums, reconstruction of sparse non-periodic signals, rational approximation, AAA algorithm, barycentric representation, Fourier coefficients
We develop an efficient and robust high-dimensional sparse Fourier algorithm for noisy samples. Earlier in the paper ``Multi-dimensional sublinear sparse Fourier algorithm" (2016), an efficient sparse Fourier algorithm with $Θ(ds \log s)$ average-case runtime and $Θ(ds)$ sampling complexity under certain assumptions was developed for signals that are $s$-sparse and bandlimited in the $d$-dimensional Fourier domain, i.e. there are at most $s$ energetic frequencies and they are in $ \left[-N/2, N/2\right)^d\cap \mathbb{Z}^d$. However, in practice the measurements of signals often contain noise, …
In this paper a deterministic sparse Fourier transform algorithm is presented which breaks the quadratic-in-sparsity runtime bottleneck for a large class of periodic functions exhibiting structured frequency support. These functions include, e.g., the oft-considered set of block frequency sparse functions of the form $$f(x) = \sum^{n}_{j=1} \sum^{B-1}_{k=0} c_{ω_j + k} e^{i(ω_j + k)x},~~\{ ω_1, \dots, ω_n \} \subset \left(-\left\lceil \frac{N}{2}\right\rceil, \left\lfloor \frac{N}{2}\right\rfloor\right]\cap\mathbb{Z}$$ as a simple subclass. Theoretical error bounds in combination with numerica…
In this paper we propose a general strategy for rapidly computing sparse Legendre expansions. The resulting methods yield a new class of fast algorithms capable of approximating a given function $f:[-1,1] \rightarrow \mathbb{R}$ with a near-optimal linear combination of $s$ Legendre polynomials of degree $\leq N$ in just $(s \log N)^{\mathcal{O}(1)}$-time. When $s \ll N$ these algorithms exhibit sublinear runtime complexities in $N$, as opposed to traditional $Ω(N \log N)$-time methods for computing all of the first $N$ Legendre coefficients of $f$. Theoretical as well as numerical results dem…
In this paper, we discuss the development of a sublinear sparse Fourier algorithm for high-dimensional data. In ``Adaptive Sublinear Time Fourier Algorithm" by D. Lawlor, Y. Wang and A. Christlieb (2013), an efficient algorithm with $Θ(k\log k)$ average-case runtime and $Θ(k)$ average-case sampling complexity for the one-dimensional sparse FFT was developed for signals of bandwidth $N$, where $k$ is the number of significant modes such that $k\ll N$. In this work we develop an efficient algorithm for sparse FFT for higher dimensional signals, extending some of the ideas in the paper mentioned …
Large sparse linear algebraic systems can be found in a variety of scientific and engineering fields, and many scientists strive to solve them in an efficient and robust manner. In this paper, we propose an interpretable neural solver, the Fourier Neural Solver (FNS), to address them. FNS is based on deep learning and Fast Fourier transform. Because the error between the iterative solution and the ground truth involves a wide range of frequency modes, FNS combines a stationary iterative method and frequency space correction to eliminate different components of the error. Local Fourier analysis…
In this paper we propose a new fast Fourier transform to recover a real nonnegative signal ${\bf x}$ from its discrete Fourier transform. If the signal ${\mathbf x}$ appears to have a short support, i.e., vanishes outside a support interval of length $m < N$, then the algorithm has an arithmetical complexity of only ${\cal O}(m \log m \log (N/m)) $ and requires ${\cal O}(m \log (N/m))$ Fourier samples for this computation. In contrast to other approaches there is no a priori knowledge needed about sparsity or support bounds for the vector ${\bf x}$. The algorithm automatically recognizes and e…
We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse Fast Fourier Transform (sFFT), a dimension-incremental algorithm, which tries to detect the most important frequencies in a given search domain and therefore adaptively generates a suitable Fourier basis corresponding to the approximately largest Fourier coefficients of the function. The usFFT does this w.r.t. the stochastic domain of the PDE simultaneously f…
In this paper modified variants of the sparse Fourier transform algorithms from [14] are presented which improve on the approximation error bounds of the original algorithms. In addition, simple methods for extending the improved sparse Fourier transforms to higher dimensional settings are developed. As a consequence, approximate Fourier transforms are obtained which will identify a near-optimal k-term Fourier series for any given input function, $f : [0, 2 pi] -> C, in O(k^2 \cdot D^4)$ time (neglecting logarithmic factors). Faster randomized Fourier algorithm variants with runtime complexiti…
We present a general class of compressed sensing matrices which are then demonstrated to have associated sublinear-time sparse approximation algorithms. We then develop methods for constructing specialized matrices from this class which are sparse when multiplied with a discrete Fourier transform matrix. Ultimately, these considerations improve previous sampling requirements for deterministic sparse Fourier transform methods.
In his monograph Chebyshev and Fourier Spectral Methods, John Boyd claimed that, regarding Fourier spectral methods for solving differential equations, ``[t]he virtues of the Fast Fourier Transform will continue to improve as the relentless march to larger and larger [bandwidths] continues''. This paper attempts to further the virtue of the Fast Fourier Transform (FFT) as not only bandwidth is pushed to its limits, but also the dimension of the problem. Instead of using the traditional FFT however, we make a key substitution: a high-dimensional, sparse Fourier transform (SFT) paired with rando…
In this paper, we theoretically propose a new hashing scheme to establish the sparse Fourier transform in high-dimensional space. The estimation of the algorithm complexity shows that this sparse Fourier transform can overcome the curse of dimensionality. To the best of our knowledge, this is the first polynomial-time algorithm to recover the high-dimensional continuous frequencies.
In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called high-dimensional sparse fast Fourier transform. In contrast to many other such algorithms, our method works for arbitrary candidate sets and does not make additional structural assumptions on the candidate set. Our transform significantly improves upon the other approaches available for such a general framework in terms of the scaling of the sample complexity. Our…
We consider fast, provably accurate algorithms for approximating functions on the $d$-dimensional torus, $f: \mathbb{ T }^d \rightarrow \mathbb{C}$, that are sparse (or compressible) in the Fourier basis. In particular, suppose that the Fourier coefficients of $f$, $\{c_{\bf k} (f) \}_{{\bf k} \in \mathbb{Z}^d}$, are concentrated in a finite set $I \subset \mathbb{Z}^d$ so that $$\min_{Ω\subset I s.t. |Ω| =s } \left\| f - \sum_{{\bf k} \in Ω} c_{\bf k} (f) e^{ -2 πi {\bf k} \cdot \circ} \right\|_2 < ε\|f \|_2$$ holds for $s \ll |I|$ and $ε\in (0,1)$. We aim to identify a near-minimizing subset…
Defense Innovation Institute, Chinese Academy of Military Science（中国人民解放军军事科学院国防科技创新研究院）
Perception of the full state is an essential technology to support the monitoring, analysis, and design of physical systems, one of whose challenges is to recover global field from sparse observations. Well-known for brilliant approximation ability, deep neural networks have been attractive to data-driven flow and heat field reconstruction studies. However, limited by network structure, existing researches mostly learn the reconstruction mapping in finite-dimensional space and has poor transferability to variable resolution of outputs. In this paper, we extend the new paradigm of neural operat…
