Sub Linear Sparse Fourier Transform Algorithm

Author : Craig Gross
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.3/5 (794 download)

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Download or read book Sparsity in the Spectrum written by Craig Gross and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Fourier basis has been a cornerstone of numerical approximations due in part to its amenable algebraic properties resulting in efficient algorithmic approaches. Primary among these is the Fast Fourier Transform (FFT) which transforms a collection samples of a univariate function into that function's Fourier coefficients with computational complexity linear in the number of samples (with an extra logarithmic term). Extensions based on the FFT include algorithms that take advantage of sparsity in a function's Fourier coefficients (sparse Fourier transforms or SFTs) to lower this complexity even further as well as efficient approaches for approximating certain Fourier coefficients of multivariate functions, most often those indexed over computationally friendly hyperbolic cross structures. The ability to quickly compute a function's Fourier coefficients has additionally allowed for a variety of applications including fast algorithms for numerically solving partial differential equations (PDEs) via spectral methods. This dissertation considers improvements on these three applications of the FFT to produce (1) a high-dimensional Fourier transform over arbitrary index sets with reduced sampling complexity from current state of the art methods, (2) an accurate high-dimensional, sparse Fourier transform that can dramatically drive down the sampling and computational complexity so long as a sparsity assumption is satisfied, and (3) a high-dimensional, sparse spectral method which makes use of our sparse Fourier transform to solve PDEs with multiscale structure in extremely high dimensions.All three of these applications rely on the method of rank-1 lattices for their flexibility. By using this quasi-Monte Carlo approach for sampling in high-dimensions, high-dimensional functions are converted into one-dimensional ones on which well-studied techniques can be used. We extend these approaches by first developing a fully deterministic construction of multiple, smaller, rank-1 lattices to sample over simultaneously which drive down the sampling complexity from traditional rank-1 lattice methods. Our improved technique depends only linearly on the size of the underlying set of frequencies that Fourier coefficients are computed over rather than the previously standard quadratic dependence (with additional logarithmic terms).We can push further beyond this linear dependence on the frequency set of interest by making use of univariate SFTs after the high-dimensional to one-dimensional conversion. However, to effectively integrate univariate SFT algorithms into the rank-1 lattice approach without ruining the derived computational speedups, we provide an alternative approach. Rather than employing multiple rank-1 lattice sampling sets, we need to employ multiple rank-1 lattice SFTs. The slightly inflated sampling cost allows for significant gains in coefficient reconstruction: we produce two methods whose dependence on the frequency set of interest is cast entirely into logarithmic terms. The complexity is then quadratically or linearly (depending on the chosen variation) dependent on an imposed sparsity parameter and linear in the dimension of the underlying function domain. The dependence on this sparsity is then fully characterized in near-optimal approximation guarantees for the function of interest.And just as the FFT provided the foundation for fast spectral methods for numerically approximating solutions to PDE, so too does our high-dimensional, sparse Fourier transform provide the foundation for a high-dimensional, sparse spectral method. However, to be most effective, the underlying frequency set of interest should be primarily driven by the PDE itself rather than the user. As such, we provide a technique for efficiently converting sparse Fourier approximations of the PDE data into a Fourier basis in which the solution to the PDE will be guaranteed to have a good approximation. These ingredients combined with the rich literature on spectral methods allow for us to provide error estimates in the Sobolev norm for the solution which are fully characterized by properties of the PDE, namely the Fourier sparsity of its data and conditions related to its well-posedness.Throughout the text, these proposed algorithms are accompanied with practical considerations and implementations. These implementations are then judged against a variety of numerical tests which demonstrate performance on par with the theoretical guarantees provided.