A sample efficient sparse FFT for arbitrary frequency candidate sets in high dimensions

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 high-dimensional sparse fast Fourier transform. In contrast to many other such algorithms, our method works for arbitrary candidate sets and does not make additional structural assumptions on the candidate set. Our transform significantly improves upon the other approaches available for such a general framework in terms of the scaling of the sample complexity. Our algorithm is based on sampling the function along multiple rank-1 lattices with random generators. Combined with a dimension-incremental approach, our method yields a sparse Fourier transform whose computational complexity only grows mildly in the dimension and can hence be efficiently computed even in high dimensions. Our theoretical analysis establishes that any Fourier s-sparse function can be accurately reconstructed with high probability. This guarantee is complemented by several numerical tests demonstrating the high efficiency and versatile applicability for the exactly sparse case and also for the compressible case.

On Performance of Sparse Fast Fourier Transform Algorithms Using the Aliasing Filter

Computing the sparse fast Fourier transform (sFFT) has emerged as a critical topic for a long time because of its high efficiency and wide practicability. More than twenty different sFFT algorithms compute discrete Fourier transform (DFT) by their unique methods so far. In order to use them properly, the urgent topic of great concern is how to analyze and evaluate the performance of these algorithms in theory and practice. This paper mainly discusses the technology and performance of sFFT algorithms using the aliasing filter. In the first part, the paper introduces the three frameworks: the one-shot framework based on the compressed sensing (CS) solver, the peeling framework based on the bipartite graph and the iterative framework based on the binary tree search. Then, we obtain the conclusion of the performance of six corresponding algorithms: the sFFT-DT1.0, sFFT-DT2.0, sFFT-DT3.0, FFAST, R-FFAST, and DSFFT algorithms in theory. In the second part, we make two categories of experiments for computing the signals of different SNRs, different lengths, and different sparsities by a standard testing platform and record the run time, the percentage of the signal sampled, and the L0, L1, and L2 errors both in the exactly sparse case and the general sparse case. The results of these performance analyses are our guide to optimize these algorithms and use them selectively.

Empirical Evaluation of Typical Sparse Fast Fourier Transform Algorithms

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's inherent characteristics that a large number of signals are sparse in the frequency domain. More than ten sFFT lgorithms have been proposed, which can be classfied into many types according to filter, framework, method of location, method of estimation. In this paper, the technology of these algorithms is completely analyzed in theory. The performance of them is thoroughly tested and verified in practice. The theoretical analysis includes the following contents: five operations of ignal, three methods of frequency bucketization, five methods of location, four methods of estimation, two problems caused by bucketization, three methods to solve these two problems, four algorithmic frameworks. All the above technologies and methods are introduced in detail and examples are given to illustrate the above research. After theoretical research, we make experiments for computing the signals of different SNR, N, K by a standard testing platform and record the run time, percentage of the signal sampled and L0;L1;L2 error with eight different sFFT algorithms. The result of experiments satisfies the inferences obtained in theory.

A sparse FFT approach for ODE with random coefficients

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 dimension-incremental sparse fast Fourier transform. Since such algorithms require periodic signals, we discuss periodization strategies and associated necessary deperiodization modifications within the occurring solution steps. The computed approximate solutions of the ODE depend on the spatial variable and on the random variables as well. Certainly, one of the crucial challenges of the high-dimensional approximation process is to rate the influence of each variable on the solution as well as the determination of the relations and couplings within the set of variables. The suggested approach meets these challenges in a full automatic manner with reasonable computational costs, i.e., in contrast to already existing approaches, one does not need to seriously restrict the used set of ansatz functions in advance.

A review on sparse fast fourier transform applications in image processing

Fast Fourier Transform has long been established as an essential tool in signal processing. To address the computational issues while helping the analysis work for multi-dimensional signals in image processing, sparse Fast Fourier Transform model is reviewed here when applied in different applications such as lithography optimization, cancer detection, evolutionary arts and wasterwater treatment. As the demand for higher dimensional signals in various applications especially multimedia appplications, the need for sparse Fast Fourier Transform grows higher.