Butterfly Factorization

The paper introduces the butterfly factorization as a data-sparse approximation for the matrices that satisfy a complementary low-rank property. The factorization can be constructed efficiently if either fast algorithms for applying the matrix and its adjoint are available or the entries of the matrix can be sampled individually. For an $N \times N$ matrix, the resulting factorization is a product of $O(\log N)$ sparse matrices, each with $O(N)$ non-zero entries. Hence, it can be applied rapidly in $O(N\log N)$ operations. Numerical results are provided to demonstrate the effectiveness of the butterfly factorization and its construction algorithms

A parallel butterfly algorithm

The butterfly algorithm is a fast algorithm which approximately evaluates a discrete analogue of the integral transform \int K(x,y) g(y) dy at large numbers of target points when the kernel, K(x,y), is approximately low-rank when restricted to subdomains satisfying a certain simple geometric condition. In d dimensions with O(N^d) quasi-uniformly distributed source and target points, when each appropriate submatrix of K is approximately rank-r, the running time of the algorithm is at most O(r^2 N^d log N). A parallelization of the butterfly algorithm is introduced which, assuming a message latency of \alpha and per-process inverse bandwidth of \beta, executes in at most O(r^2 N^d/p log N + \beta r N^d/p + \alpha)log p) time using p processes. This parallel algorithm was then instantiated in the form of the open-source DistButterfly library for the special case where K(x,y)=exp(i \Phi(x,y)), where \Phi(x,y) is a black-box, sufficiently smooth, real-valued phase function. Experiments on Blue Gene/Q demonstrate impressive strong-scaling results for important classes of phase functions. Using quasi-uniform sources, hyperbolic Radon transforms and an analogue of a 3D generalized Radon transform were respectively observed to strong-scale from 1-node/16-cores up to 1024-nodes/16,384-cores with greater than 90% and 82% efficiency, respectively.Comment: To appear in SIAM Journal on Scientific Computin

Fast hyperbolic Radon transform represented as convolutions in log-polar coordinates

The hyperbolic Radon transform is a commonly used tool in seismic processing, for instance in seismic velocity analysis, data interpolation and for multiple removal. A direct implementation by summation of traces with different moveouts is computationally expensive for large data sets. In this paper we present a new method for fast computation of the hyperbolic Radon transforms. It is based on using a log-polar sampling with which the main computational parts reduce to computing convolutions. This allows for fast implementations by means of FFT. In addition to the FFT operations, interpolation procedures are required for switching between coordinates in the time-offset; Radon; and log-polar domains. Graphical Processor Units (GPUs) are suitable to use as a computational platform for this purpose, due to the hardware supported interpolation routines as well as optimized routines for FFT. Performance tests show large speed-ups of the proposed algorithm. Hence, it is suitable to use in iterative methods, and we provide examples for data interpolation and multiple removal using this approach.Comment: 21 pages, 10 figures, 2 table

Signal Flow Graph Approach to Efficient DST I-IV Algorithms

In this paper, fast and efficient discrete sine transformation (DST) algorithms are presented based on the factorization of sparse, scaled orthogonal, rotation, rotation-reflection, and butterfly matrices. These algorithms are completely recursive and solely based on DST I-IV. The presented algorithms have low arithmetic cost compared to the known fast DST algorithms. Furthermore, the language of signal flow graph representation of digital structures is used to describe these efficient and recursive DST algorithms having $(n-1)$ points signal flow graph for DST-I and $n$ points signal flow graphs for DST II-IV