Computational and Applied Math Proseminar

Thursday, January 24, 3:15 p.m. GWC 487

Mark Iwen

University of Michigan, Department of Mathematics

Faster Fourier Transforms via Compressed Sensing

Abstract I will discuss a recently proposed Deterministic sublinear-time Sparse Fourier Transform algorithm (hereafter called DSFT). DSFT can exactly reconstruct the Fourier transform (FT) of an N-bandwidth signal f, consisting of B << N non-zero frequencies, using O(B^2 log^4(N)) time and O(B^2 log^3(N)) f-samples. DSFT works by taking advantage of natural aliasing phenomena to hash a frequency-sparse signal's FT information modulo O(B log (N)) pairwise coprime numbers via O(B log (N)) small Discrete Fourier Transforms. Number theoretic arguments then guarantee the original DFT frequencies/coefficients can be recovered via the Chinese Remainder Theorem. DSFT's usage of primes makes its runtime and signal sample requirements highly dependent on the sizes of sums and products of small primes. Thus, we can use analytic number theoretic techniques to generate (asymptotic) bounds for DSFT. Applications, algorithmic improvements, and implementation issues will also be discussed.

For further information please contact: mittelmann@asu.edu