Results 1  10
of
106
Fast Discrete Curvelet Transforms
, 2005
"... This paper describes two digital implementations of a new mathematical transform, namely, the second generation curvelet transform [12, 10] in two and three dimensions. The first digital transformation is based on unequallyspaced fast Fourier transforms (USFFT) while the second is based on the wrap ..."
Abstract

Cited by 114 (9 self)
 Add to MetaCart
This paper describes two digital implementations of a new mathematical transform, namely, the second generation curvelet transform [12, 10] in two and three dimensions. The first digital transformation is based on unequallyspaced fast Fourier transforms (USFFT) while the second is based on the wrapping of specially selected Fourier samples. The two implementations essentially differ by the choice of spatial grid used to translate curvelets at each scale and angle. Both digital transformations return a table of digital curvelet coefficients indexed by a scale parameter, an orientation parameter, and a spatial location parameter. And both implementations are fast in the sense that they run in O(n 2 log n) flops for n by n Cartesian arrays; in addition, they are also invertible, with rapid inversion algorithms of about the same complexity. Our digital transformations improve upon earlier implementations—based upon the first generation of curvelets—in the sense that they are conceptually simpler, faster and far less redundant. The software CurveLab, which implements both transforms presented in this paper, is available at
Fast Fourier transforms for nonequispaced data: A tutorial
, 2000
"... In this section, we consider approximative methods for the fast computation of multivariate discrete Fourier transforms for nonequispaced data (NDFT) in the time domain and in the frequency domain. In particular, we are interested in the approximation error as function of the arithmetic complexity o ..."
Abstract

Cited by 111 (33 self)
 Add to MetaCart
In this section, we consider approximative methods for the fast computation of multivariate discrete Fourier transforms for nonequispaced data (NDFT) in the time domain and in the frequency domain. In particular, we are interested in the approximation error as function of the arithmetic complexity of the algorithm. We discuss the robustness of NDFTalgorithms with respect to roundoff errors and apply NDFTalgorithms for the fast computation of Bessel transforms.
Nonuniform Fast Fourier Transforms Using MinMax Interpolation
 IEEE Trans. Signal Process
, 2003
"... The FFT is used widely in signal processing for efficient computation of the Fourier transform (FT) of finitelength signals over a set of uniformlyspaced frequency locations. However, in many applications, one requires nonuniform sampling in the frequency domain, i.e.,a nonuniform FT . Several pap ..."
Abstract

Cited by 83 (13 self)
 Add to MetaCart
The FFT is used widely in signal processing for efficient computation of the Fourier transform (FT) of finitelength signals over a set of uniformlyspaced frequency locations. However, in many applications, one requires nonuniform sampling in the frequency domain, i.e.,a nonuniform FT . Several papers have described fast approximations for the nonuniform FT based on interpolating an oversampled FFT. This paper presents an interpolation method for the nonuniform FT that is optimal in the minmax sense of minimizing the worstcase approximation error over all signals of unit norm. The proposed method easily generalizes to multidimensional signals. Numerical results show that the minmax approach provides substantially lower approximation errors than conventional interpolation methods. The minmax criterion is also useful for optimizing the parameters of interpolation kernels such as the KaiserBessel function.
Penalty Methods For American Options With Stochastic Volatility
, 1998
"... The American early exercise constraint can be viewed as transforming the two dimensional stochastic volatility option pricing PDE into a differential algebraic equation (DAE). Several methods are described for forcing the algebraic constraint by using a penalty source term in the discrete equations. ..."
Abstract

Cited by 62 (18 self)
 Add to MetaCart
The American early exercise constraint can be viewed as transforming the two dimensional stochastic volatility option pricing PDE into a differential algebraic equation (DAE). Several methods are described for forcing the algebraic constraint by using a penalty source term in the discrete equations. The resulting nonlinear algebraic equations are solved using an approximate Newton iteration. The solution of the Jacobian is obtained using an incomplete LU (ILU) preconditioned PCG method. Some example computations are presented for option pricing problems based on a stochastic volatility model, including an exotic American chooser option written on a put and call with discrete double knockout barriers and discrete dividends.
Compressive Sensing and Structured Random Matrices
 RADON SERIES COMP. APPL. MATH XX, 1–95 © DE GRUYTER 20YY
"... These notes give a mathematical introduction to compressive sensing focusing on recovery using ℓ1minimization and structured random matrices. An emphasis is put on techniques for proving probabilistic estimates for condition numbers of structured random matrices. Estimates of this type are key to ..."
Abstract

Cited by 59 (13 self)
 Add to MetaCart
These notes give a mathematical introduction to compressive sensing focusing on recovery using ℓ1minimization and structured random matrices. An emphasis is put on techniques for proving probabilistic estimates for condition numbers of structured random matrices. Estimates of this type are key to providing conditions that ensure exact or approximate recovery of sparse vectors using ℓ1minimization.
Generalized FFTs  A Survey Of Some Recent Results
, 1995
"... In this paper we survey some recent work directed towards generalizing the fast Fourier transform (FFT). We work primarily from the point of view of group representation theory. In this setting the classical FFT can be viewed as a family of efficient algorithms for computing the Fourier transform of ..."
Abstract

Cited by 51 (8 self)
 Add to MetaCart
In this paper we survey some recent work directed towards generalizing the fast Fourier transform (FFT). We work primarily from the point of view of group representation theory. In this setting the classical FFT can be viewed as a family of efficient algorithms for computing the Fourier transform of either a function defined on a finite abelian group, or a bandlimited function on a compact abelian group. We discuss generalizations of the FFT to arbitrary finite groups and compact Lie groups.
Computational Strategies for the Riemann Zeta Function
 Journal of Computational and Applied Mathematics
, 2000
"... We provide a compendium of evaluation methods for the Riemann zeta function, presenting formulae ranging from historical attempts to recently found convergent series to curious oddities old and new. We concentrate primarily on practical computational issues, such issues depending on the domain of th ..."
Abstract

Cited by 46 (9 self)
 Add to MetaCart
We provide a compendium of evaluation methods for the Riemann zeta function, presenting formulae ranging from historical attempts to recently found convergent series to curious oddities old and new. We concentrate primarily on practical computational issues, such issues depending on the domain of the argument, the desired speed of computation, and the incidence of what we call "value recycling".
Fast Approximate Fourier Transforms For Irregularly Spaced Data
 SIAM Rev
, 1998
"... Several algorithms for efficiently evaluating trigonometric polynomials at irregularly spaced points are presented and analyzed. The algorithms can be viewed as approximate generalizations of the fast Fourier transform (FFT), and they are compared with regard to their accuracy and their computationa ..."
Abstract

Cited by 46 (0 self)
 Add to MetaCart
Several algorithms for efficiently evaluating trigonometric polynomials at irregularly spaced points are presented and analyzed. The algorithms can be viewed as approximate generalizations of the fast Fourier transform (FFT), and they are compared with regard to their accuracy and their computational efficiency.
Nonuniform fast Fourier transform
 Geophysics
, 1999
"... The nonuniform discrete Fourier transform (NDFT) can be computed with a fast algorithm, referred to as the nonuniform fast Fourier transform (NFFT). In L dimensions, the NFFT requires O(N(ln #) L + ( Q L #=1 M # ) P L #=1 log M # ) operations, where M # is the number of Fourier components ..."
Abstract

Cited by 44 (1 self)
 Add to MetaCart
The nonuniform discrete Fourier transform (NDFT) can be computed with a fast algorithm, referred to as the nonuniform fast Fourier transform (NFFT). In L dimensions, the NFFT requires O(N(ln #) L + ( Q L #=1 M # ) P L #=1 log M # ) operations, where M # is the number of Fourier components along dimension #, N is the number of irregularly spaced samples, and # is the required accuracy. This is a dramatic improvement over the O(N Q L #=1 M # ) operations required for the direct evaluation (NDFT). The performance of the NFFT depends on the lowpass filter used in the algorithm. A truncated Gauss pulse, proposed in the literature, is optimized. A newly proposed filter, a Gauss pulse tapered with a Hanning window, performs better than the truncated Gauss pulse and the Bspline, also proposed in the literature. For small filter length, a numerically optimized filter shows the best results. Numerical experiments for 1D and 2D implementations confirm the theoretically predicted ...
Introduction to RF simulation and its application
 IEEE Journal of SolidState Circuits
, 1999
"... Abstract — RF circuits exhibit several distinguishing characteristics that make them difficult to simulate ..."
Abstract

Cited by 37 (9 self)
 Add to MetaCart
Abstract — RF circuits exhibit several distinguishing characteristics that make them difficult to simulate