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    Computing a k-sparse n-length Discrete Fourier Transform using at most 4k samples and O(k log k) complexity

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    Given an nn-length input signal \mbf{x}, it is well known that its Discrete Fourier Transform (DFT), \mbf{X}, can be computed in O(nlogn)O(n \log n) complexity using a Fast Fourier Transform (FFT). If the spectrum \mbf{X} is exactly kk-sparse (where k<<nk<<n), can we do better? We show that asymptotically in kk and nn, when kk is sub-linear in nn (precisely, knδk \propto n^{\delta} where 0<δ<10 < \delta <1), and the support of the non-zero DFT coefficients is uniformly random, we can exploit this sparsity in two fundamental ways (i) {\bf {sample complexity}}: we need only M=rkM=rk deterministically chosen samples of the input signal \mbf{x} (where r<4r < 4 when 0<δ<0.990 < \delta < 0.99); and (ii) {\bf {computational complexity}}: we can reliably compute the DFT \mbf{X} using O(klogk)O(k \log k) operations, where the constants in the big Oh are small and are related to the constants involved in computing a small number of DFTs of length approximately equal to the sparsity parameter kk. Our algorithm succeeds with high probability, with the probability of failure vanishing to zero asymptotically in the number of samples acquired, MM.Comment: 36 pages, 15 figures. To be presented at ISIT-2013, Istanbul Turke
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