Improved approximation guarantees for sublinear-time Fourier algorithms

DOI10.1016/J.ACHA.2012.03.007MaRDI QIDQ1762319zbMATH OpenOpenAlexWikidataFDO

Authors M. A. Iwen

Publication date 23 November 2012

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.0014

zbMATH Keywords

approximation algorithmsfast Fourier transformsFourier analysissignal recoverytrigonometric approximation

Mathematics Subject Classification ID

Trigonometric approximation (42A10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Numerical methods for trigonometric approximation and interpolation (65T40) Numerical methods for discrete and fast Fourier transforms (65T50)

Abstract: 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, $f:[0,2pi]->C,inO(k^{2}cdot{D}^4)$ time (neglecting logarithmic factors). Faster randomized Fourier algorithm variants with runtime complexities that scale linearly in the sparsity parameter k are also presented.

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