Fast Algorithms for the Multi-dimensional Jacobi Polynomial Transform
Numerical Analysis
2019-09-13 v3 Numerical Analysis
Abstract
We use the well-known observation that the solutions of Jacobi's differential equation can be represented via non-oscillatory phase and amplitude functions to develop a fast algorithm for computing multi-dimensional Jacobi polynomial transforms. More explicitly, it follows from this observation that the matrix corresponding to the discrete Jacobi transform is the Hadamard product of a numerically low-rank matrix and a multi-dimensional discrete Fourier transform (DFT) matrix. The application of the Hadamard product can be carried out via fast Fourier transforms (FFTs), resulting in a nearly optimal algorithm to compute the multidimensional Jacobi polynomial transform.
Cite
@article{arxiv.1901.07275,
title = {Fast Algorithms for the Multi-dimensional Jacobi Polynomial Transform},
author = {James Bremer and Qiyuan Pang and Haizhao Yang},
journal= {arXiv preprint arXiv:1901.07275},
year = {2019}
}