Fast analytic sampling approximation from Cauchy kernel (Q288709)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast analytic sampling approximation from Cauchy kernel |
scientific article |
Statements
Fast analytic sampling approximation from Cauchy kernel (English)
0 references
27 May 2016
0 references
Summary: The paper aims at establishing a fast numerical algorithm for \(\mathfrak{B}_k(f)\), where \(f\) is any function in the Hardy space \(H^2(\mathbb{T}^d)\) and \(k\) is the scale level. Here, \(\mathfrak{B}_k(f)\) is an approximation to \(f\) we recently constructed by applying the multiscale transform to the Cauchy kernel. We establish the matrix expression of \(\mathfrak{B}_k(f)\) and find that it has the structure of a multilevel Hankel matrix. Based on the structure, a fast numerical algorithm is established to compute \(\mathfrak{B}_k(f)\). The computational complexity is given. A numerical experiment is carried out to check the efficiency of our algorithm.
0 references
trigonometric approximation
0 references
Cauchy kernel
0 references
Fourier coefficients
0 references
fast analytic sampling
0 references
multilevel Hankel matrix
0 references
0 references
0 references