English

Projection to the Set of Shift Orthogonal Functions

Numerical Analysis 2014-02-24 v1 Mathematical Physics math.MP Optimization and Control

Abstract

This paper presents a fast algorithm for projecting a given function to the set of shift orthogonal functions (i.e. set containing functions with unit L2L^2 norm that are orthogonal to their prescribed shifts). The algorithm can be parallelized easily and its computational complexity is bounded by O(Mlog(M))O(M\log(M)), where MM is the number of coefficients used for storing the input. To derive the algorithm, a particular class of basis called Shift Orthogonal Basis Functions are introduced and some theory regarding them is developed.

Keywords

Cite

@article{arxiv.1402.5158,
  title  = {Projection to the Set of Shift Orthogonal Functions},
  author = {Farzin Barekat and Rongjie Lai and Ke Yin and Stanley Osher and Russel Caflisch and Vidvuds Ozolins},
  journal= {arXiv preprint arXiv:1402.5158},
  year   = {2014}
}

Comments

32 pages, 2 figures