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In this paper we propose a new fast Fourier transform to recover a real nonnegative signal ${\bf x}$ from its discrete Fourier transform. If the signal ${\mathbf x}$ appears to have a short support, i.e., vanishes outside a support interval…

Numerical Analysis · Mathematics 2020-02-19 Gerlind Plonka , Katrin Wannenwetsch

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

Numerical Analysis · Mathematics 2020-06-24 Lutz Kämmerer , Felix Krahmer , Toni Volkmer

The state-of-the-art automotive radars employ multidimensional discrete Fourier transforms (DFT) in order to estimate various target parameters. The DFT is implemented using the fast Fourier transform (FFT), at sample and computational…

Signal Processing · Electrical Eng. & Systems 2018-01-16 Shaogang Wang , Vishal M. Patel , Athina Petropulu

In this paper we consider the special case where a discrete signal ${\bf x}$ of length N is known to vanish outside a support interval of length $m < N$. If the support length $m$ of ${\bf x}$ or a good bound of it is a-priori known we…

Numerical Analysis · Mathematics 2016-10-03 Gerlind Plonka , Katrin Wannenwetsch

The Discrete Fourier Transform (DFT) is a fundamental computational primitive, and the fastest known algorithm for computing the DFT is the FFT (Fast Fourier Transform) algorithm. One remarkable feature of FFT is the fact that its runtime…

Data Structures and Algorithms · Computer Science 2019-02-28 Michael Kapralov , Ameya Velingker , Amir Zandieh

In this paper we extend the deterministic sublinear FFT algorithm in Plonka et al. (2018) for fast reconstruction of $M$-sparse vectors ${\mathbf x}$ of length $N= 2^J$, where we assume that all components of the discrete Fourier transform…

Numerical Analysis · Mathematics 2021-03-09 Gerlind Plonka , Therese von Wulffen

Computing the Sparse Fast Fourier Transform(sFFT) of a K-sparse signal of size N has emerged as a critical topic for a long time. The sFFT algorithms decrease the runtime and sampling complexity by taking advantage of the signal inherent…

Signal Processing · Electrical Eng. & Systems 2020-11-12 Bin Li , Zhikang Jiang , Jie Chen

We propose RSFT, which is an extension of the one dimensional Sparse Fourier Transform algorithm to higher dimensions in a way that it can be applied to real, noisy data. The RSFT allows for off-grid frequencies. Furthermore, by…

Systems and Control · Computer Science 2016-10-05 Shaogang Wang , Vishal M. Patel , Athina Petropulu

Given an $n$-length input signal $\mbf{x}$, it is well known that its Discrete Fourier Transform (DFT), $\mbf{X}$, can be computed in $O(n \log n)$ complexity using a Fast Fourier Transform (FFT). If the spectrum $\mbf{X}$ is exactly…

Data Structures and Algorithms · Computer Science 2015-01-27 Sameer Pawar , Kannan Ramchandran

In this paper, we discuss the development of a sublinear sparse Fourier algorithm for high-dimensional data. In ``Adaptive Sublinear Time Fourier Algorithm" by D. Lawlor, Y. Wang and A. Christlieb (2013), an efficient algorithm with…

Numerical Analysis · Mathematics 2019-07-02 Bosu Choi , Andrew Christlieb , Yang Wang

We present a novel algorithm, named the 2D-FFAST, to compute a sparse 2D-Discrete Fourier Transform (2D-DFT) featuring both low sample complexity and low computational complexity. The proposed algorithm is based on mixed concepts from…

Information Theory · Computer Science 2015-09-22 Frank Ong , Sameer Pawar , Kannan Ramchandran

Non-negative Matrix Factorization (NMF) is a useful method to extract features from multivariate data, but an important and sometimes neglected concern is that NMF can result in non-unique solutions. Often, there exist a Set of Feasible…

Applications · Statistics 2021-01-20 Ragnhild Laursen , Asger Hobolth

We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse…

Numerical Analysis · Mathematics 2022-09-05 Lutz Kämmerer , Daniel Potts , Fabian Taubert

Fast Fourier Transform (FFT) is one of the most important tools in digital signal processing. FFT costs O(N \log N) for transforming a signal of length N. Recently, Sparse Fourier Transform (SFT) has emerged as a critical issue addressing…

Data Structures and Algorithms · Computer Science 2015-05-25 Sung-Hsien Hsieh , Chun-Shien Lu , Soo-Chang Pei

Computing the Sparse Fast Fourier Transform(sFFT) of a K-sparse signal of size N has emerged as a critical topic for a long time. The sFFT algorithms decrease the runtime and sampling complexity by taking advantage of the signal inherent…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Bin Li , Zhikang Jiang , Jie Chen

Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor…

Machine Learning · Computer Science 2016-05-04 Mariano Tepper , Guillermo Sapiro

We consider the well-studied Sparse Fourier transform problem, where one aims to quickly recover an approximately Fourier $k$-sparse vector $\widehat{x} \in \mathbb{C}^{n^d}$ from observing its time domain representation $x$. In the exact…

Data Structures and Algorithms · Computer Science 2023-01-24 Karl Bringmann , Michael Kapralov , Mikhail Makarov , Vasileios Nakos , Amir Yagudin , Amir Zandieh

The Fast Fourier Transform(FFT) is a classic signal processing algorithm that is utilized in a wide range of applications. For image processing, FFT computes on every pixel's value of an image, regardless of their properties in frequency…

Signal Processing · Electrical Eng. & Systems 2020-02-25 Sheng Shi , Runkai Yang , Haihang You

The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

Numerical Analysis · Mathematics 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts
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