arXiv subjects

Thomas Strohmer

Publications and source records attributed to Thomas Strohmer.

68 records · Page 4Linked to original sources

arXiv2007

A randomized Kaczmarz algorithm with exponential convergence

The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical estimates for its rate of convergence are still scarce. We introduce a randomized version of the Kaczmarz method for consistent, overdetermined linear systems and we prove that it converges with expected exponential rate. Furthermore, this is the first solver whose rate does not depend on the number of equations in the system. The solver does not even need to know the whole system, but only a small random part of it. It thus outperforms all previously known methods on general extremely overdetermined systems. Even for moderately overdetermined systems, numerical simulations as well as theoretical analysis reveal that our algorithm can converge faster than the celebrated conjugate gradient algorithm. Furthermore, our theory and numerical simulations confirm a prediction of Feichtinger et al. in the context of reconstructing bandlimited functions from nonuniform sampling.

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arXiv2006

Quantitative Estimates for the Finite Section Method

The finite section method is a classical scheme to approximate the solution of an infinite system of linear equations. We present quantitative estimates for the rate of the convergence of the finite section method on weighted $\ell ^p$-spaces. Our approach uses recent results from the theory of Banach algebras of matrices with off-diagonal decay. Furthermore, we demonstrate that Banach algebra theory provides a natural framework for deriving a finite section method that is applicable to large classes of non-hermitian matrices. An example from digital communication illustrates the practical usefulness of the proposed theoretical framework.

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arXiv2006

Pseudodifferential Operators on Locally Compact Abelian Groups and Sjoestrand's Symbol Class

We investigate pseudodifferential operators on arbitrary locally compact abelian groups. As symbol classes for the Kohn-Nirenberg calculus we introduce a version of Sjoestrand's class. Pseudodifferential operators with such symbols form a Banach algebra that is closed under inversion. Since "hard analysis" techniques are not available on locally compact abelian groups, a new time-frequency approach is used with the emphasis on modulation spaces, Gabor frames, and Banach algebras of matrices. Sjoestrand's original results are thus understood as a phenomenon of abstract harmonic analysis rather than "hard analysis" and are proved in their natural context and generality.

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arXiv2004

Wilson bases for general time-frequency lattices

Motivated by a recent generalization of the Balian-Low theorem and by new research in wireless communications we analyze the construction of Wilson bases for general time-frequency lattices. We show that orthonormal Wilson bases for $\LtR$ can be constructed for any time-frequency lattice whose volume is $\tfrac12$. We then focus on the spaces $\ell^2(\ZZ)$ and $\CC^L$ which are the preferred settings for numerical and practical purposes. We demonstrate that with a properly adapted definition of Wilson bases the construction of orthonormal Wilson bases for general time-frequency lattices also holds true in these discrete settings. In our analysis we make use of certain metaplectic transforms. Finally we discuss some practical consequences of our theoretical findings.

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arXiv2003

Fast multi-dimensional scattered data approximation with Neumann boundary conditions

An important problem in applications is the approximation of a function $f$ from a finite set of randomly scattered data $f(x_j)$. A common and powerful approach is to construct a trigonometric least squares approximation based on the set of exponentials $\{e^{2πi kx}\}$. This leads to fast numerical algorithms, but suffers from disturbing boundary effects due to the underlying periodicity assumption on the data, an assumption that is rarely satisfied in practice. To overcome this drawback we impose Neumann boundary conditions on the data. This implies the use of cosine polynomials $\cos (πkx)$ as basis functions. We show that scattered data approximation using cosine polynomials leads to a least squares problem involving certain Toeplitz+Hankel matrices. We derive estimates on the condition number of these matrices. Unlike other Toeplitz+Hankel matrices, the Toeplitz+Hankel matrices arising in our context cannot be diagonalized by the discrete cosine transform, but they still allow a fast matrix-vector multiplication via DCT which gives rise to fast conjugate gradient type algorithms. We show how the results can be generalized to higher dimensions. Finally we demonstrate the performance of the proposed method by applying it to a two-dimensional geophysical scattered data problem.

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arXiv2003

Hyperbolic secants yield Gabor frames

We show that $(g_2,a,b)$ is a Gabor frame when $a>0, b>0, ab<1$ and $g_2(t)=({1/2}πγ)^{1/2} (\cosh πγt)^{-1}$ is a hyperbolic secant with scaling parameter $γ>0$. This is accomplished by expressing the Zak transform of $g_2$ in terms of the Zak transform of the Gaussian $g_1(t)=(2γ)^{1/4} \exp (-πγt^2)$, together with an appropriate use of the Ron-Shen criterion for being a Gabor frame. As a side result it follows that the windows, generating tight Gabor frames, that are canonically associated to $g_2$ and $g_1$ are the same at critical density $a=b=1$. Also, we display the ``singular'' dual function corresponding to the hyperbolic secant at critical density.

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arXiv2003

Grassmannian Frames with Applications to Coding and Communication

For a given class ${\cal F}$ of uniform frames of fixed redundancy we define a Grassmannian frame as one that minimizes the maximal correlation $|< f_k,f_l >|$ among all frames $\{f_k\}_{k \in {\cal I}} \in {\cal F}$. We first analyze finite-dimensional Grassmannian frames. Using links to packings in Grassmannian spaces and antipodal spherical codes we derive bounds on the minimal achievable correlation for Grassmannian frames. These bounds yield a simple condition under which Grassmannian frames coincide with uniform tight frames. We exploit connections to graph theory, equiangular line sets, and coding theory in order to derive explicit constructions of Grassmannian frames. Our findings extend recent results on uniform tight frames. We then introduce infinite-dimensional Grassmannian frames and analyze their connection to uniform tight frames for frames which are generated by group-like unitary systems. We derive an example of a Grassmannian Gabor frame by using connections to sphere packing theory. Finally we discuss the application of Grassmannian frames to wireless communication and to multiple description coding.

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arXiv2000

Four short stories about Toeplitz matrix calculations

The stories told in this paper are dealing with the solution of finite, infinite, and biinfinite Toeplitz-type systems. A crucial role plays the off-diagonal decay behavior of Toeplitz matrices and their inverses. Classical results of Gelfand et al. on commutative Banach algebras yield a general characterization of this decay behavior. We then derive estimates for the approximate solution of (bi)infinite Toeplitz systems by the finite section method, showing that the approximation rate depends only on the decay of the entries of the Toeplitz matrix and its condition number. Furthermore, we give error estimates for the solution of doubly infinite convolution systems by finite circulant systems. Finally, some quantitative results on the construction of preconditioners via circulant embedding are derived, which allow to provide a theoretical explanation for numerical observations made by some researchers in connection with deconvolution problems.

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arXiv2000

Approximation of dual Gabor frames, window decay, and wireless communications

We consider three problems for Gabor frames that have recently received much attention. The first problem concerns the approximation of dual Gabor frames in $L_2(R)$ by finite-dimensional methods. Utilizing Wexler-Raz type duality relations we derive a method to approximate the dual Gabor frame, that is much simpler than previously proposed techniques. Furthermore it enables us to give estimates for the approximation rate when the dimension of the finite model approaches infinity. The second problem concerns the relation between the decay of the window function $g$ and its dual $γ$. Based on results on commutative Banach algebras and Laurent operators we derive a general condition under which the dual $γ$ inherits the decay properties of $g$. The third problem concerns the design of pulse shapes for orthogonal frequency division multiplex (OFDM) systems for time- and frequency dispersive channels. In particular, we provide a theoretical foundation for a recently proposed algorithm to construct orthogonal transmission functions that are well localized in the time-frequency plane.

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arXiv2000

Characterization and computation of canonical tight windows for Gabor frames

Let $(g_{nm})_{n,m\in Z}$ be a Gabor frame for $L_2(R)$ for given window $g$. We show that the window $h^0=S^{-1/2} g$ that generates the canonically associated tight Gabor frame minimizes $\|g-h\|$ among all windows $h$ generating a normalized tight Gabor frame. We present and prove versions of this result in the time domain, the frequency domain, the time-frequency domain, and the Zak transform domain, where in each domain the canonical $h^0$ is expressed using functional calculus for Gabor frame operators. Furthermore, we derive a Wiener-Levy type theorem for rationally oversampled Gabor frames. Finally, a Newton-type method for a fast numerical calculation of $\ho$ is presented. We analyze the convergence behavior of this method and demonstrate the efficiency of the proposed algorithm by some numerical examples.

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arXiv2000

A Levinson-Galerkin algorithm for regularized trigonometric approximation

Trigonometric polynomials are widely used for the approximation of a smooth function $f$ from a set of nonuniformly spaced samples $\{f(x_j)\}_{j=0}^{N-1}$. If the samples are perturbed by noise, controlling the smoothness of the trigonometric approximation becomes an essential issue to avoid overfitting and underfitting of the data. Using the polynomial degree as regularization parameter we derive a multi-level algorithm that iteratively adapts to the least squares solution of optimal smoothness. The proposed algorithm computes the solution in at most $\cal{O}(NM + M^2)$ operations ($M$ being the polynomial degree of the approximation) by solving a family of nested Toeplitz systems. It is shown how the presented method can be extended to multivariate trigonometric approximation. We demonstrate the performance of the algorithm by applying it in echocardiography to the recovery of the boundary of the Left Ventricle.

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arXiv2000

Numerical Analysis of the Non-uniform Sampling Problem

We give an overview of recent developments in the problem of reconstructing a band-limited signal from non-uniform sampling from a numerical analysis view point. It is shown that the appropriate design of the finite-dimensional model plays a key role in the numerical solution of the non-uniform sampling problem. In the one approach (often proposed in the literature) the finite-dimensional model leads to an ill-posed problem even in very simple situations. The other approach that we consider leads to a well-posed problem that preserves important structural properties of the original infinite-dimensional problem and gives rise to efficient numerical algorithms. Furthermore a fast multilevel algorithm is presented that can reconstruct signals of unknown bandwidth from noisy non-uniformly spaced samples. We also discuss the design of efficient regularization methods for ill-conditioned reconstruction problems. Numerical examples from spectroscopy and exploration geophysics demonstrate the performance of the proposed methods.

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arXiv1999

A multi-level algorithm for the solution of moment problems

We study numerical methods for the solution of general linear moment problems, where the solution belongs to a family of nested subspaces of a Hilbert space. Multi-level algorithms, based on the conjugate gradient method and the Landweber--Richardson method are proposed that determine the "optimal" reconstruction level a posteriori from quantities that arise during the numerical calculations. As an important example we discuss the reconstruction of band-limited signals from irregularly spaced noisy samples, when the actual bandwidth of the signal is not available. Numerical examples show the usefulness of the proposed algorithms.

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arXiv1999

Rates of convergence for the approximation of dual shift-invariant systems in $l_2(Z)$

A shift-invariant system is a collection of functions $\{g_{m,n}\}$ of the form $g_{m,n}(k) = g_m(k-an)$. Such systems play an important role in time-frequency analysis and digital signal processing. A principal problem is to find a dual system $γ_{m,n}(k) = γ_m(k-an)$ such that each function $f$ can be written as $f = \sum < f, γ_{m,n} > g_{m,n}$. The mathematical theory usually addresses this problem in infinite dimensions (typically in $L_2(R)$ or $l_2(Z)$), whereas numerical methods have to operate with a finite-dimensional model. Exploiting the link between the frame operator and Laurent operators with matrix-valued symbol, we apply the finite section method to show that the dual functions obtained by solving a finite-dimensional problem converge to the dual functions of the original infinite-dimensional problem in $l_2(Z)$. For compactly supported $g_{m,n}$ (FIR filter banks) we prove an exponential rate of convergence and derive explicit expressions for the involved constants. Further we investigate under which conditions one can replace the discrete model of the finite section method by the periodic discrete model, which is used in many numerical procedures. Again we provide explicit estimates for the speed of convergence. Some remarks on tight frames complete the paper.

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