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Stefan Kunis

Publications and source records attributed to Stefan Kunis.

18 recordsLinked to original sources

Positive quadrature and mobile sampling of multivariate trigonometric polynomials

The geometric properties of quadrature points in one and multiple dimensions are a classical topic in numerical analysis. Recently, generalized quadrature methods, where discrete points and weights are replaced by integration along curves, have attracted growing interest. This paper focuses on positive generalized quadratures that are exact for multivariate trigonometric polynomials. We derive upper bounds on the covering radius of such quadratures using sign-localized test functions, a technique that also extends naturally to algebraic polynomials on intervals, spherical polynomials, and hyperbolic cross trigonometric polynomials. For lower bounds on the length of quadrature curves, we compare two recent approaches in the context of multivariate trigonometric polynomials. The second part of the paper studies a well-known, geometrically simple curve that underlies rank-1 Korobov lattice rules for periodic functions. We prove that these curves are quasi-optimal with respect to multiple optimality criteria and demonstrate its adaptability to the 2-sphere.

math.NA

Real and finite field versions of Chebotarev's theorem

Chebotarev's theorem on roots of unity states that all minors of the Fourier matrix of prime size are non-vanishing. This result has been rediscovered several times and proved via different techniques. We follow the proof of Evans and Isaacs and generalize the original result to a real version and a version over finite fields. For the latter, we are able to remove an order condition between the characteristic of the field and the size of the matrix as well as decrease a sufficient lower bound on the characteristic by Zhang considerably. Direct applications include a specific real phase retrieval problem as well as a recent result for Riesz bases of exponentials.

math.NA

Two-dimensional moment problem and Schur algorithm

We study a truncated two-dimensional moment problem in terms of the Stieltjes transform. The set of the solutions is described by the Schur step-by-step algorithm, which is based on the continued fraction expansion of the solution. In particular, the obtained results are applicable to the two-dimensional moment problem for atomic measures.

math.FA

Two subspace methods for frequency sparse graph signals

We study signals that are sparse in graph spectral domain and develop explicit algorithms to reconstruct the support set as well as partial components from samples on few vertices of the graph. The number of required samples is independent of the total size of the graph and takes only local properties of the graph into account. Our results rely on an operator based framework for subspace methods and become effective when the spectral eigenfunctions are zero-free or linear independent on small sets of the vertices. The latter has recently been adressed using algebraic methods by the first author.

math.NA

Approximation and Interpolation of Singular Measures by Trigonometric Polynomials

Complex signed measures of finite total variation are a powerful signal model in many applications. Restricting to the $d$-dimensional torus, finitely supported measures allow for exact recovery if the trigonometric moments up to some order are known. Here, we consider the approximation of general measures, e.g., supported on a curve, by trigonometric polynomials of fixed degree with respect to the Wasserstein-1 distance. We prove sharp lower bounds for their best approximation and (almost) matching upper bounds for effectively computable approximations when the trigonometric moments of the measure are known. A second class of sum of squares polynomials is shown to interpolate the characteristic function on the support of the measure and to converge to zero outside.

math.NA

Sparse super resolution is Lipschitz continuous

Motivated by the application of neural networks in super resolution microscopy, this paper considers super resolution as the mapping of trigonometric moments of a discrete measure on $[0,1)^d$ to its support and weights. We prove that this map satisfies a local Lipschitz property where we give explicit estimates for the Lipschitz constant depending on the dimension $d$ and the sampling effort. Moreover, this local Lipschitz estimate allows to conclude that super resolution with the Wasserstein distance as the metric on the parameter space is even globally Lipschitz continuous. As a byproduct, we improve an estimate for the smallest singular value of multivariate Vandermonde matrices having pairwise clustering nodes.

math.NA

Multivariate Vandermonde matrices with separated nodes on the unit circle are stable

We prove explicit lower bounds for the smallest singular value and upper bounds for the condition number of rectangular, multivariate Vandermonde matrices with scattered nodes on the complex unit circle. Analogously to the Shannon-Nyquist criterion, the nodes are assumed to be separated by a constant divided by the used polynomial degree. If this constant grows linearly with the spatial dimension, the condition number is uniformly bounded. If it grows only logarithmically with the spatial dimension, the condition number grows slightly stronger than exponentially with the spatial dimension. Both results are quasi optimal and improve over all previously known results of such type.

math.NA

Learning algebraic decompositions using Prony structures

We propose an algebraic framework generalizing several variants of Prony's method and explaining their relations. This includes Hankel and Toeplitz variants of Prony's method for the decomposition of multivariate exponential sums, polynomials (with respect to the monomial and Chebyshev bases), Gaußian sums, spherical harmonic sums, taking also into account whether they have their support on an algebraic set.

math.AC

On the condition number of Vandermonde matrices with pairs of nearly-colliding nodes

We prove upper and lower bounds for the spectral condition number of rectangular Vandermonde matrices with nodes on the complex unit circle. The nodes are "off the grid", pairs of nodes nearly collide, and the studied condition number grows linearly with the inverse separation distance. Such growth rates are known in greater generality if all nodes collide or for groups of colliding nodes. For pairs of nodes, we provide reasonable sharp constants that are independent of the number of nodes as long as non-colliding nodes are well-separated.

math.NA

On the smallest singular value of multivariate Vandermonde matrices with clustered nodes

We prove lower bounds for the smallest singular value of rectangular, multivariate Vandermonde matrices with nodes on the complex unit circle. The nodes are ``off the grid'', groups of nodes cluster, and the studied minimal singular value is bounded below by the product of inverted distances of a node to all other nodes in the specific cluster. By providing also upper bounds for the smallest singular value, this completely settles the univariate case and pairs of nodes in the multivariate case, both including reasonable sharp constants. For larger clusters, we show that the smallest singular value depends also on the geometric configuration within a cluster.

math.NA

A Randomized Multivariate Matrix Pencil Method for Superresolution Microscopy

The matrix pencil method is an eigenvalue based approach for the parameter identification of sparse exponential sums. We derive a reconstruction algorithm for multivariate exponential sums that is based on simultaneous diagonalization. Randomization is used and quantified to reduce the simultaneous diagonalization to the eigendecomposition of a single random matrix. To verify feasibility, the algorithm is applied to synthetic and experimental fluorescence microscopy data.

math.NA

Prony's method under an almost sharp multivariate Ingham inequality

The parameter reconstruction problem in a sum of Dirac measures from its low frequency trigonometric moments is well understood in the univariate case and has a sharp transition of identifiability with respect to the ratio of the separation distance of the parameters and the order of moments. Towards a similar statement in the multivariate case, we present an Ingham inequality which improves the previously best known dimension-dependent constant from square-root growth to a logarithmic one. Secondly, we refine an argument that an Ingham inequality implies identifiability in multivariate Prony methods to the case of commonly used max-degree by a short linear algebra argument, closely related to a flat extension principle and the stagnation of a generalized Hilbert function.

math.NA

Monotonicity of the Sample Range of 3-D Data: Moments of Volumes of Random Tetrahedra

The sample range of uniform random points $X_1, \dots , X_n$ chosen in a given convex set is the convex hull ${\rm conv}[X_1, \dots, X_n]$. It is shown that in dimension three the expected volume of the sample range is not monotone with respect to set inclusion. This answers a question by Meckes in the negative. The given counterexample is the three-dimensional tetrahedron together with an infinitesimal variation of it. As side result we obtain an explicit formula for all even moments of the volume of a random simplex which is the convex hull of three uniform random points in the tetrahedron and the center of one facet.

math.PR

Fast evaluation of real and complex exponential sums

Recently, the butterfly approximation scheme and hierarchical approximations have been proposed for the efficient computation of integral transforms with oscillatory and with asymptotically smooth kernels. Combining both approaches, we propose a certain fast Fourier-Laplace transform, which in particular allows for the fast evaluation of polynomials at nodes in the complex unit disk. All theoretical results are illustrated by numerical experiments.

math.NA

Prony's method on the sphere

Eigenvalue analysis based methods are well suited for the reconstruction of finitely supported measures from their moments up to a certain degree. We give a precise description when Prony's method succeeds in terms of an interpolation condition. In particular, this allows for the unique reconstruction of a measure from its trigonometric moments whenever its support is separated and also for the reconstruction of a measure on the unit sphere from its moments with respect to spherical harmonics. Both results hold in arbitrary dimensions and also yield a certificate for popular semidefinite relaxations of these reconstruction problems.

math.NA

A multivariate generalization of Prony's method

Prony's method is a prototypical eigenvalue analysis based method for the reconstruction of a finitely supported complex measure on the unit circle from its moments up to a certain degree. In this note, we give a generalization of this method to the multivariate case and prove simple conditions under which the problem admits a unique solution. Provided the order of the moments is bounded from below by the number of points on which the measure is supported as well as by a small constant divided by the separation distance of these points, stable reconstruction is guaranteed. In its simplest form, the reconstruction method consists of setting up a certain multilevel Toeplitz matrix of the moments, compute a basis of its kernel, and compute by some method of choice the set of common roots of the multivariate polynomials whose coefficients are given in the second step. All theoretical results are illustrated by numerical experiments.

math.NA

Random Sampling of Sparse Trigonometric Polynomials II - Orthogonal Matching Pursuit versus Basis Pursuit

We investigate the problem of reconstructing sparse multivariate trigonometric polynomials from few randomly taken samples by Basis Pursuit and greedy algorithms such as Orthogonal Matching Pursuit (OMP) and Thresholding. While recovery by Basis Pursuit has recently been studied by several authors, we provide theoretical results on the success probability of reconstruction via Thresholding and OMP for both a continuous and a discrete probability model for the sampling points. We present numerical experiments, which indicate that usually Basis Pursuit is significantly slower than greedy algorithms, while the recovery rates are very similar.

math.CA

Stability Results for Scattered Data Interpolation by Trigonometric Polynomials

A fast and reliable algorithm for the optimal interpolation of scattered data on the torus by multivariate trigonometric polynomials is presented. The algorithm is based on a variant of the conjugate gradient method in combination with the fast Fourier transforms for nonequispaced nodes. The main result is that under mild assumptions the total complexity for solving the interpolation problem at M arbitrary nodes is of order O(M logM). This result is obtained by the use of localised trigonometric kernels where the localisation is chosen in accordance to the spatial dimension d. Numerical examples show the efficiency of the new algorithm.

math.NA