Deterministic Sparse Sublinear FFT with Improved Numerical Stability (2004.11097v2)

Abstract: In this paper we extend the deterministic sublinear FFT algorithm in Plonka et al. (2018) for fast reconstruction of $M$-sparse vectors ${\mathbf x}$ of length $N= 2^J$, where we assume that all components of the discrete Fourier transform $\hat{\mathbf x}= {\mathbf F}_{N} {\mathbf x}$ are available. The sparsity of ${\mathbf x}$ needs not to be known a priori, but is determined by the algorithm. If the sparsity $M$ is larger than $2^{J/2}$, then the algorithm turns into a usual FFT algorithm with runtime ${\mathcal O}(N \log N)$. For $M^{2} < N$, the runtime of the algorithm is ${\mathcal O}(M^2 \, \log N)$. The proposed modifications of the approach in Plonka et al. (2018) lead to a significant improvement of the condition numbers of the Vandermonde matrices which are employed in the iterative reconstruction. Our numerical experiments show that our modification has a huge impact on the stability of the algorithm. While the algorithm in Plonka et al. (2018) starts to be unreliable for $M>20$ because of numerical instabilities, the modified algorithm is still numerically stable for $M=200$.