205 research outputs found
A fast, simple, and stable Chebyshev-Legendre transform using an asymptotic formula
A fast, simple, and numerically stable transform for converting between Legendre and Chebyshev coefficients of a degree polynomial in operations is derived. The basis of the algorithm is to rewrite a well-known asymptotic formula for Legendre polynomials of large degree as a weighted linear combination of Chebyshev polynomials, which can then be evaluated by using the discrete cosine transform. Numerical results are provided to demonstrate the efficiency and numerical stability. Since the algorithm evaluates a Legendre expansion at an Chebyshev grid as an intermediate step, it also provides a fast transform between Legendre coefficients and values on a Chebyshev grid
Algebraic Signal Processing Theory: Cooley-Tukey Type Algorithms for Polynomial Transforms Based on Induction
A polynomial transform is the multiplication of an input vector x\in\C^n by
a matrix \PT_{b,\alpha}\in\C^{n\times n}, whose -th element is
defined as for polynomials p_\ell(x)\in\C[x] from a list
and sample points \alpha_k\in\C from a list
. Such transforms find applications in
the areas of signal processing, data compression, and function interpolation.
Important examples include the discrete Fourier and cosine transforms. In this
paper we introduce a novel technique to derive fast algorithms for polynomial
transforms. The technique uses the relationship between polynomial transforms
and the representation theory of polynomial algebras. Specifically, we derive
algorithms by decomposing the regular modules of these algebras as a stepwise
induction. As an application, we derive novel general-radix
algorithms for the discrete Fourier transform and the discrete cosine transform
of type 4.Comment: 19 pages. Submitted to SIAM Journal on Matrix Analysis and
Application
Polynomial Tensor Sketch for Element-wise Function of Low-Rank Matrix
This paper studies how to sketch element-wise functions of low-rank matrices.
Formally, given low-rank matrix A = [Aij] and scalar non-linear function f, we
aim for finding an approximated low-rank representation of the (possibly
high-rank) matrix [f(Aij)]. To this end, we propose an efficient
sketching-based algorithm whose complexity is significantly lower than the
number of entries of A, i.e., it runs without accessing all entries of [f(Aij)]
explicitly. The main idea underlying our method is to combine a polynomial
approximation of f with the existing tensor sketch scheme for approximating
monomials of entries of A. To balance the errors of the two approximation
components in an optimal manner, we propose a novel regression formula to find
polynomial coefficients given A and f. In particular, we utilize a
coreset-based regression with a rigorous approximation guarantee. Finally, we
demonstrate the applicability and superiority of the proposed scheme under
various machine learning tasks
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