Emergent Mind

Deterministic Sparse Fourier Transform with an ell_infty Guarantee

(1903.00995)
Published Mar 3, 2019 in cs.DS , cs.IT , and math.IT

Abstract

In this paper we revisit the deterministic version of the Sparse Fourier Transform problem, which asks to read only a few entries of $x \in \mathbb{C}n$ and design a recovery algorithm such that the output of the algorithm approximates $\hat x$, the Discrete Fourier Transform (DFT) of $x$. The randomized case has been well-understood, while the main work in the deterministic case is that of Merhi et al.\@ (J Fourier Anal Appl 2018), which obtains $O(k2 \log{-1}k \cdot \log{5.5}n)$ samples and a similar runtime with the $\ell2/\ell1$ guarantee. We focus on the stronger $\ell{\infty}/\ell1$ guarantee and the closely related problem of incoherent matrices. We list our contributions as follows. 1. We find a deterministic collection of $O(k2 \log n)$ samples for the $\ell\infty/\ell1$ recovery in time $O(nk \log2 n)$, and a deterministic collection of $O(k2 \log2 n)$ samples for the $\ell\infty/\ell1$ sparse recovery in time $O(k2 \log3n)$. 2. We give new deterministic constructions of incoherent matrices that are row-sampled submatrices of the DFT matrix, via a derandomization of Bernstein's inequality and bounds on exponential sums considered in analytic number theory. Our first construction matches a previous randomized construction of Nelson, Nguyen and Woodruff (RANDOM'12), where there was no constraint on the form of the incoherent matrix. Our algorithms are nearly sample-optimal, since a lower bound of $\Omega(k2 + k \log n)$ is known, even for the case where the sensing matrix can be arbitrarily designed. A similar lower bound of $\Omega(k2 \log n/ \log k)$ is known for incoherent matrices.

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