论文标题
一种确定性算法,用于构建多个尺寸的多个等级-1晶格
A Deterministic Algorithm for Constructing Multiple Rank-1 Lattices of Near-Optimal Size
论文作者
论文摘要
在本文中,我们介绍了用于构建多个级别1晶格的第一个已知的确定性算法,用于近似许多变量的周期函数。该算法通过将潜在的大型重建单等级1晶格转换为大约$ d $维频率设置$ i \ subset [n]^d $的收藏集,这些等级-1晶格的集合可以准确,有效地重建具有三角综合元素的$ $ $ $ $ $ $ $ $ $ $ $ $ $的三角综合元素的重建。 The total number of sampling points in the resulting multiple rank-1 lattices is theoretically shown to be less than $ \mathcal{O}\left( |I| \log^{ 2 }(N |I|) \right) $ with constants independent of $d$, and by performing one-dimensional fast Fourier transforms on samples of trigonometric polynomials with Fourier support in $ I $ at these points, we obtain exact重建所有傅立叶系数少于$ \ Mathcal {o} \ left(d \,| i | \ log^4(n | i |)\ right)$总操作。 此外,我们提出了第二个多个Rank-1晶格构建算法,该算法构建具有更少采样点的晶格,其成本仅能重建精确的三角多项式多项式,而不是具有额外的理论近似。两种算法都经过数值测试并超过理论界限。值得注意的是,我们观察到过采样因子#样品$/| i | $似乎仅以$ | i |的对数增长。 $对于第一个算法,在第二个算法中出现四个。
In this paper we present the first known deterministic algorithm for the construction of multiple rank-1 lattices for the approximation of periodic functions of many variables. The algorithm works by converting a potentially large reconstructing single rank-1 lattice for some $ d $-dimensional frequency set $ I \subset [N]^d $ into a collection of much smaller rank-1 lattices which allow for accurate and efficient reconstruction of trigonometric polynomials with coefficients in $ I $ (and, therefore, for the approximation of multivariate periodic functions). The total number of sampling points in the resulting multiple rank-1 lattices is theoretically shown to be less than $ \mathcal{O}\left( |I| \log^{ 2 }(N |I|) \right) $ with constants independent of $d$, and by performing one-dimensional fast Fourier transforms on samples of trigonometric polynomials with Fourier support in $ I $ at these points, we obtain exact reconstruction of all Fourier coefficients in fewer than $ \mathcal{O}\left(d\,|I|\log^4 (N|I|)\right) $ total operations. Additionally, we present a second multiple rank-1 lattice construction algorithm which constructs lattices with even fewer sampling points at the cost of only being able to reconstruct exact trigonometric polynomials rather than having additional theoretical approximation. Both algorithms are tested numerically and surpass the theoretical bounds. Notably, we observe that the oversampling factors #samples$/|I|$ appear to grow only logarithmically in $ |I| $ for the first algorithm and appear near-optimally bounded by four in the second algorithm.