Approximation of integral operators using product-convolution expansions
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fast Fourier transformintegral operatorswaveletsplineapproximation ratenumerical complexitystructured low-rank decomposition
Numerical computation using splines (65D07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Spline approximation (41A15) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Numerical methods for inverse problems for integral equations (65R32) Numerical methods for discrete and fast Fourier transforms (65T50)
Abstract: We consider a class of linear integral operators with impulse responses varying regularly in time or space. These operators appear in a large number of applications ranging from signal/image processing to biology. Evaluating their action on functions is a computation-ally intensive problem necessary for many practical problems. We analyze a technique called convolution-product expansion: the operator is locally approximated by a convolution, allowing to design fast numerical algorithms based on the fast Fourier transform. We design various types of expansions, provide their explicit rates of approximation and their complexity depending on the time varying impulse response smoothness. This analysis suggests novel wavelet based implementations of the method with numerous assets such as optimal approximation rates, low complexity and storage requirements as well as adaptivity to the kernels regularity. The proposed methods are an alternative to more standard procedures such as panel clustering, cross approximations, wavelet expansions or hierarchical matrices.
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Cited in
(5)- Estimation of linear operators from scattered impulse responses
- Fast wavelet decomposition of linear operators through product-convolution expansions
- A scalable estimator of sets of integral operators
- Point spread function approximation of high-rank Hessians with locally supported nonnegative integral kernels
- Scalable Matrix-Free Adaptive Product-Convolution Approximation for Locally Translation-Invariant Operators
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