English

How exponentially ill-conditioned are contiguous submatrices of the Fourier matrix?

Numerical Analysis 2020-08-17 v3 Numerical Analysis

Abstract

We show that the condition number of any cyclically contiguous p×qp\times q submatrix of the N×NN\times N discrete Fourier transform (DFT) matrix is at least exp(π2[min(p,q)pqN]) , \exp \left( \frac{\pi}{2} \left[\min(p,q)- \frac{pq}{N}\right] \right)~, up to algebraic prefactors. That is, fixing any shape parameters (α,β):=(p/N,q/N)(0,1)2(\alpha,\beta):=(p/N,q/N)\in(0,1)^2, the growth is eρNe^{\rho N} as NN\to\infty with rate ρ=π2[min(α,β)αβ]\rho = \frac{\pi}{2}[\min(\alpha,\beta)- \alpha\beta]. Such Vandermonde system matrices arise in many applications, such as Fourier continuation, super-resolution, and diffraction imaging. Our proof uses the Kaiser-Bessel transform pair (of which we give a self-contained proof), and estimates on sums over distorted sinc functions, to construct a localized trial vector whose DFT is also localized. We warm up with an elementary proof of the above but with half the rate, via a periodized Gaussian trial vector. Using low-rank approximation of the kernel eixte^{ixt}, we also prove another lower bound (4/eπα)q(4/e\pi \alpha)^q, up to algebraic prefactors, which is stronger than the above for small α,β\alpha, \beta. When combined, the bounds are within a factor of two of the numerically-measured empirical asymptotic rate, uniformly over (0,1)2(0,1)^2, and they become sharp in certain regions. However, the results are not asymptotic: they apply to essentially all NN, pp, and qq, and with all constants explicit.

Keywords

Cite

@article{arxiv.2004.09643,
  title  = {How exponentially ill-conditioned are contiguous submatrices of the Fourier matrix?},
  author = {Alex H. Barnett},
  journal= {arXiv preprint arXiv:2004.09643},
  year   = {2020}
}

Comments

24 pages, 4 figures. v3 slightly strengthens results via p not q in \sigma_1 bound, corrects minor typos (eg e\pi/4 inversions), updates abstract re K-B proof