Gerlind Plonka

Gerlind Plonka, Yannick Riebe, Annie Cuyt

We present new short exponential sum approximations of length $N$ for $f_1(x)=\frac{1}{a+x}$ with $a>0$ on $[0, \infty)$ and for $f_2(x)= {\mathrm e}^{-x^2/2σ}$ with $σ>0$ on ${\mathbb R}$ with geometric error decay $ρ^{-2N}$ for user-defined $N \ge 2$ and $ρ>1$. The approximations are built over consecutive intervals $[b_j, \, b_{j+1}) \subset [0, \infty)$, $j \in {\mathbb N}_{0}$, with interval lengths that depend on $ρ$ and grow exponentially for $f_1$ and are equidistant for $f_2$. All parameters determining the exponential sum approximations on $[b_j, \, b_{j+1})$ are easily computed from the initial parameters on $[b_0, \, b_{1})$, ensuring numerical stability. Our method is based on Gauss-Laguerre and Gauss-Hermite quadrature, respectively, applied to suitable parametric integral representations of $f_1$ and $f_2$. This technique ensures consistent relative errors across all intervals. Using the obtained exponential sum approximations, we achieve highly accurate approximations of $\log(x)$ on $[1,\infty)$ and of the error function $\mathrm{erf}(x)$ with predictable geometric error decay. Numerical examples for $N=8$ and $N=10$ clearly illustrate the theoretical error estimates.

Robert Beinert, Gerlind Plonka

Considering the ambiguousness of the discrete-time phase retrieval problem to recover a signal from its Fourier intensities, one can ask the question: what additional information about the unknown signal do we need to select the correct solution within the large solution set? Based on a characterization of the occurring ambiguities, we investigate different a priori conditions in order to reduce the number of ambiguities or even to receive a unique solution. Particularly, if we have access to additional magnitudes of the unknown signal in the time domain, we can show that almost all signals with finite support can be uniquely recovered. Moreover, we prove that an analogous result can be obtained by exploiting additional phase information.

Robert Beinert, Gerlind Plonka

In this paper, we show that sparse signals f representable as a linear combination of a finite number N of spikes at arbitrary real locations or as a finite linear combination of B-splines of order m with arbitrary real knots can be almost surely recovered from O(N^2) Fourier intensity measurements up to trivial ambiguities. The constructive proof consists of two steps, where in the first step the Prony method is applied to recover all parameters of the autocorrelation function and in the second step the parameters of f are derived. Moreover, we present an algorithm to evaluate f from its Fourier intensities and illustrate it at different numerical examples.

Gerlind Plonka, Vlada Pototskaia

In this paper, we derive a new method for optimal $\ell^{1}$- and $\ell^2$-approximation of discrete signals on ${\mathbb N}_{0}$ whose entries can be represented as an exponential sum of finite length. Our approach employs Prony's method in a first step to recover the exponential sum that is determined by the signal. In the second step we use the AAK-theory to derive an algorithm for computing a shorter exponential sum that approximates the original signal in the $\ell^{p}$-norm well. AAK-theory originally determines best approximations of bounded periodic functions in Hardy-subspaces. We rewrite these ideas for our purposes and give a proof of the used AAK theorem based only on basic tools from linear algebra and Fourier analysis. The new algorithm is tested numerically in different examples.

Sina Bittens, Gerlind Plonka

In this paper we present a new fast and deterministic algorithm for the inverse discrete cosine transform of type II that reconstructs the input vector $\mathbf{x}\in\mathbb{R}^{N}$, $N=2^{J-1}$, with short support of length $m$ from its discrete cosine transform $\mathbf{x}^{\widehat{\mathrm{II}}}=\mathbf{C}_N^{\mathrm{II}}\mathbf{x}$. The resulting algorithm has a runtime of $\mathcal{O}\left(m\log m\log \frac{2N}{m}\right)$ and requires $\mathcal{O}\left(m\log \frac{2N}{m}\right)$ samples of $\mathbf{x}^{\widehat{\mathrm{II}}}$. In order to derive this algorithm we also develop a new fast and deterministic inverse FFT algorithm that constructs the input vector $\mathbf{y}\in\mathbb{R}^{2N}$ with reflected block support of block length $m$ from $\widehat{\mathbf{y}}$ with the same runtime and sampling complexities as our DCT algorithm.

Sina Bittens, Gerlind Plonka

In this paper we present a new fast and deterministic algorithm for the inverse discrete cosine transform of type II for reconstructing the input vector $\mathbf x\in\mathbb R^N$, $N=2^J$, with short support of length $m$ from its discrete cosine transform $\mathbf x^{\widehat{\mathrm{II}}}=C^{\mathrm{II}}_N\mathbf x$ if an upper bound $M\geq m$ is known. The resulting algorithm only uses real arithmetic, has a runtime of $\mathcal{O}\left(M\log M+m\log_2\frac{N}{M}\right)$ and requires $\mathcal{O}\left(M+m\log_2\frac{N}{M}\right)$ samples of $\mathbf x^{\widehat{\mathrm{II}}}$. For $m,M\rightarrow N$ the runtime and sampling requirements approach those of a regular IDCT-II for vectors with full support. The algorithm presented hereafter does not employ inverse FFT algorithms to recover $\mathbf x$.

Renato Budinich, Gerlind Plonka

We propose a new outline for adaptive dictionary learning methods for sparse encoding based on a hierarchical clustering of the training data. Through recursive application of a clustering method, the data is organized into a binary partition tree representing a multiscale structure. The dictionary atoms are defined adaptively based on the data clusters in the partition tree. This approach can be interpreted as a generalization of a discrete Haar wavelet transform. Furthermore, any prior knowledge on the wanted structure of the dictionary elements can be simply incorporated. The computational complexity of our proposed algorithm depends on the employed clustering method and on the chosen similarity measure between data points. Thanks to the multiscale properties of the partition tree, our dictionary is structured: when using Orthogonal Matching Pursuit to reconstruct patches from a natural image, dictionary atoms corresponding to nodes being closer to the root node in the tree have a tendency to be used with greater coefficients.

Gerlind Plonka, Sebastian Hoffmann, Joachim Weickert

We derive new explicit expressions for the components of Moore-Penrose inverses of symmetric difference matrices. These generalized inverses are applied in a new regularization approach for scattered data interpolation based on partial differential equations. The columns of the Moore-Penrose inverse then serve as elements of a dictionary that allow a sparse signal approximation. In order to find a set of suitable data points for signal representation we apply the orthogonal patching pursuit (OMP) method.