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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

We revisit the classical problem of Fourier-sparse signal reconstruction -- a variant of the \emph{Set Query} problem -- which asks to efficiently reconstruct (a subset of) a $d$-dimensional Fourier-sparse signal ($\|\hat{x}(t)\|_0 \leq…

Data Structures and Algorithms · Computer Science 2023-11-21 Yeqi Gao , Zhao Song , Baocheng Sun , Omri Weinstein , Ruizhe Zhang

We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In…

Information Theory · Computer Science 2013-11-12 Kishore Jaganathan , Samet Oymak , Babak Hassibi

The problem of approximately computing the $k$ dominant Fourier coefficients of a vector $X$ quickly, and using few samples in time domain, is known as the Sparse Fourier Transform (sparse FFT) problem. A long line of work on the sparse FFT…

Data Structures and Algorithms · Computer Science 2017-04-12 Volkan Cevher , Michael Kapralov , Jonathan Scarlett , Amir Zandieh

In this paper we revisit the deterministic version of the Sparse Fourier Transform problem, which asks to read only a few entries of $x \in \mathbb{C}^n$ and design a recovery algorithm such that the output of the algorithm approximates…

Data Structures and Algorithms · Computer Science 2020-05-08 Yi Li , Vasileios Nakos

The aim of sparse phase retrieval is to recover a $k$-sparse signal $\mathbf{x}_0\in \mathbb{C}^{d}$ from quadratic measurements $|\langle \mathbf{a}_i,\mathbf{x}_0\rangle|^2$ where $\mathbf{a}_i\in \mathbb{C}^d, i=1,\ldots,m$. Noting…

Functional Analysis · Mathematics 2021-05-05 Yu Xia , Zhiqiang Xu

We consider the classical 1D phase retrieval problem. In order to overcome the difficulties associated with phase retrieval from measurements of the Fourier magnitude, we treat recovery from the magnitude of the short-time Fourier transform…

Information Theory · Computer Science 2015-06-23 Yonina C. Eldar , Pavel Sidorenko , Dustin G. Mixon , Shaby Barel , Oren Cohen

We consider the problem of computing a $k$-sparse approximation to the Fourier transform of a length $N$ signal. Our main result is a randomized algorithm for computing such an approximation (i.e. achieving the $\ell_2/\ell_2$ sparse…

Data Structures and Algorithms · Computer Science 2016-04-05 Michael Kapralov

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

We study the square root bottleneck in the recovery of sparse vectors from quadratic equations. It is acknowledged that a sparse vector $ \mathbf x_0\in \mathbb{R}^n$, $\| \mathbf x_0\|_0 = k$ can in theory be recovered from as few as…

Information Theory · Computer Science 2024-12-30 Augustin Cosse

In this paper modified variants of the sparse Fourier transform algorithms from [14] are presented which improve on the approximation error bounds of the original algorithms. In addition, simple methods for extending the improved sparse…

Numerical Analysis · Mathematics 2010-10-04 M. A. Iwen

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 describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…

Numerical Analysis · Mathematics 2025-09-16 Cristian Rusu

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

The Frank Wolfe algorithm (FW) is a popular projection-free alternative for solving large-scale constrained optimization problems. However, the FW algorithm suffers from a sublinear convergence rate when minimizing a smooth convex function…

Optimization and Control · Mathematics 2021-10-20 Robin Francis , Sundeep Prabhakar Chepuri

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

In this paper, we consider the extensively studied problem of computing a $k$-sparse approximation to the $d$-dimensional Fourier transform of a length $n$ signal. Our algorithm uses $O(k \log k \log n)$ samples, is dimension-free, operates…

Data Structures and Algorithms · Computer Science 2019-09-26 Vasileios Nakos , Zhao Song , Zhengyu Wang

We consider the problem of recovering polynomials that are sparse with respect to the basis of Legendre polynomials from a small number of random samples. In particular, we show that a Legendre s-sparse polynomial of maximal degree N can be…

Numerical Analysis · Mathematics 2011-04-05 Holger Rauhut , Rachel Ward

We give an algorithm for $\ell_2/\ell_2$ sparse recovery from Fourier measurements using $O(k\log N)$ samples, matching the lower bound of \cite{DIPW} for non-adaptive algorithms up to constant factors for any $k\leq N^{1-\delta}$. The…

Data Structures and Algorithms · Computer Science 2014-05-14 Piotr Indyk , Michael Kapralov
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