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We introduce two efficient algorithms for computing the partial Fourier transforms in one and two dimensions. Our study is motivated by the wave extrapolation procedure in reflection seismology. In both algorithms, the main idea is to…

Numerical Analysis · Mathematics 2008-02-13 Lexing Ying , Sergey Fomel

We present a sparse multidimensional FFT (sMFFT) randomized algorithm for real positive vectors. The algorithm works in any fixed dimension, requires (O(R log(R) log(N)) ) samples and runs in O( R log^2(R) log(N)) complexity (where N is the…

Data Structures and Algorithms · Computer Science 2016-12-08 Pierre-David Letourneau , Harper Langston , Benoit Meister , Richard Lethin

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 achievable data rates of current fiber-optic wavelength-division-multiplexing (WDM) systems are limited by nonlinear interactions between different subchannels. Recently, it was thus proposed to replace the conventional Fourier…

Information Theory · Computer Science 2015-01-27 Sander Wahls , H. Vincent Poor

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

Various applications such as MRI, solution of PDEs, etc. need to perform an inverse nonequispaced fast Fourier transform (NFFT), i. e., compute $M$ Fourier coefficients from given $N$ nonequispaced data. In the present paper we consider…

Numerical Analysis · Mathematics 2025-06-09 Melanie Kircheis , Daniel Potts

We present a new approach for solving (minimum disagreement) correlation clustering that results in sublinear algorithms with highly efficient time and space complexity for this problem. In particular, we obtain the following algorithms for…

Data Structures and Algorithms · Computer Science 2021-09-30 Sepehr Assadi , Chen Wang

We consider the problem of learning a mixture of linear regressions (MLRs). An MLR is specified by $k$ nonnegative mixing weights $p_1, \ldots, p_k$ summing to $1$, and $k$ unknown regressors $w_1,...,w_k\in\mathbb{R}^d$. A sample from the…

Data Structures and Algorithms · Computer Science 2019-12-18 Sitan Chen , Jerry Li , Zhao Song

In this paper we study the nonuniform fast Fourier transform with nonequispaced spatial and frequency data (NNFFT) and the fast sinc transform as its application. The computation of NNFFT is mainly based on the nonuniform fast Fourier…

Numerical Analysis · Mathematics 2025-06-09 Melanie Kircheis , Daniel Potts , Manfred Tasche

A compressive sensing (CS) reconstruction method for polynomial phase signals is proposed in this paper. It relies on the Polynomial Fourier transform, which is used to establish a relationship between the observation and sparsity domain.…

Information Theory · Computer Science 2016-11-15 Srdjan Stankovic , Irena Orovic , Ljubisa Stankovic

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

We present a quantum algorithm for simulating the dynamics of Hamiltonians that are not necessarily sparse. Our algorithm is based on the input model where the entries of the Hamiltonian are stored in a data structure in a quantum random…

Quantum Physics · Physics 2020-06-11 Chunhao Wang , Leonard Wossnig

The Fast Fourier Transform (FFT) is an algorithm of paramount importance in signal processing as it allows to apply the Fourier transform in O(n log n) instead of O(n 2) arithmetic operations. Graph Signal Processing (GSP) is a recent…

Numerical Analysis · Computer Science 2017-06-19 Luc Le Magoarou , Rémi Gribonval , Nicolas Tremblay

Nonnegative Matrix Factorization (NMF) with Kullback-Leibler Divergence (NMF-KL) is one of the most significant NMF problems and equivalent to Probabilistic Latent Semantic Indexing (PLSI), which has been successfully applied in many…

Optimization and Control · Mathematics 2016-04-15 Duy Khuong Nguyen , Tu Bao Ho

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

The need to Fourier transform data sets with irregular sampling is shared by various domains of science. This is the case for example in astronomy or sismology. Iterative methods have been developed that allow to reach approximate…

Numerical Analysis · Mathematics 2024-01-23 Guy Perrin

An inverse nonequispaced fast Fourier transform (iNFFT) is a fast algorithm to compute the Fourier coefficients of a trigonometric polynomial from nonequispaced sampling data. However, various applications such as magnetic resonance imaging…

Numerical Analysis · Mathematics 2025-06-09 Melanie Kircheis , Daniel Potts

Computing the convolution $A\star B$ of two length-$n$ integer vectors $A,B$ is a core problem in several disciplines. It frequently comes up in algorithms for Knapsack, $k$-SUM, All-Pairs Shortest Paths, and string pattern matching…

Data Structures and Algorithms · Computer Science 2021-07-19 Karl Bringmann , Nick Fischer , Vasileios Nakos

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

The nonlinear Fourier transform, which is also known as the forward scattering transform, decomposes a periodic signal into nonlinearly interacting waves. In contrast to the common Fourier transform, these waves no longer have to be…

Information Theory · Computer Science 2015-11-24 Sander Wahls , H. Vincent Poor
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