Theoretical and Experimental Analysis of a Randomized Algorithm for Sparse Fourier Transform Analysis

We analyze a sublinear RAlSFA (Randomized Algorithm for Sparse Fourier Analysis) that finds a near-optimal B-term Sparse Representation R for a given discrete signal S of length N, in time and space poly(B,log(N)), following the approach given in \cite{GGIMS}. Its time cost poly(log(N)) should be compared with the superlinear O(N log N) time requirement of the Fast Fourier Transform (FFT). A straightforward implementation of the RAlSFA, as presented in the theoretical paper \cite{GGIMS}, turns out to be very slow in practice. Our main result is a greatly improved and practical RAlSFA. We introduce several new ideas and techniques that speed up the algorithm. Both rigorous and heuristic arguments for parameter choices are presented. Our RAlSFA constructs, with probability at least 1-delta, a near-optimal B-term representation R in time poly(B)log(N)log(1/delta)/ epsilon^{2} log(M) such that ||S-R||^{2}<=(1+epsilon)||S-R_{opt}||^{2}. Furthermore, this RAlSFA implementation already beats the FFTW for not unreasonably large N. We extend the algorithm to higher dimensional cases both theoretically and numerically. The crossover point lies at N=70000 in one dimension, and at N=900 for data on a N*N grid in two dimensions for small B signals where there is noise.Comment: 21 pages, 8 figures, submitted to Journal of Computational Physic

FPS-SFT: A Multi-dimensional Sparse Fourier Transform Based on the Fourier Projection-slice Theorem

We propose a multi-dimensional (M-D) sparse Fourier transform inspired by the idea of the Fourier projection-slice theorem, called FPS-SFT. FPS-SFT extracts samples along lines (1-dimensional slices from an M-D data cube), which are parameterized by random slopes and offsets. The discrete Fourier transform (DFT) along those lines represents projections of M-D DFT of the M-D data onto those lines. The M-D sinusoids that are contained in the signal can be reconstructed from the DFT along lines with a low sample and computational complexity provided that the signal is sparse in the frequency domain and the lines are appropriately designed. The performance of FPS-SFT is demonstrated both theoretically and numerically. A sparse image reconstruction application is illustrated, which shows the capability of the FPS-SFT in solving practical problems