Fast analytic sampling approximation from Cauchy kernel (Q288709)

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.