Simple and practical algorithm for sparse fourier transform
Name
Indyk_Simple and practical.pdf
Size
352.4 KB
Format
Adobe PDF
Checksum (MD5)
7cd00aeaffbbbdb17267e71823733bfd
Author(s)
Hassanieh, Haitham
Indyk, Piotr
Katabi, Dina
Price, Eric C.
Date Issued
January 2012
Journal
Proceedings of the Twenty-Third Annual ACM-SIAM Symposium on Discrete Algorithms
Publisher
Society for Industrial and Applied Mathematics
Citation
Hassanieh, Haitham et al. "Simple and practical algorithm for sparse fourier transform." Proceedings of the Twenty-Third Annual ACM-SIAM Symposium on Discrete Algorithms, January 17-19, 2012, Kyoto, Japan. © 2012 by the Society for Industrial and Applied Mathematics.
Version
Final published version
Abstract
We consider the sparse Fourier transform problem: given a complex vector x of length n, and a parameter k, estimate the k largest (in magnitude) coe fficients of the Fourier transform of x. The problem is of key interest in several areas, including signal processing, audio/image/video compression, and learning theory. We propose a new algorithm for this problem. The algorithm leverages techniques from digital signal processing, notably Gaussian and Dolph-Chebyshev filters.
Unlike the typical approach to this problem, our algorithm is not iterative. That is, instead of estimating "large" coeffi cients, subtracting them and recursing on the reminder, it identifi es and estimates the k largest coeffi cients in "one shot", in a manner akin to sketching/streaming algorithms. The resulting algorithm is structurally simpler than its predecessors. As a consequence, we are able to extend considerably the range of sparsity, k, for which the algorithm is faster than FFT, both in theory and practice.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
http://siam.omnibooksonline.com/2012SODA/index.html
