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A deterministic sparse FFT algorithm for vectors with small support (1504.02214v1)
Published 9 Apr 2015 in math.NA and cs.NA
Abstract: In this paper we consider the special case where a discrete signal ${\bf x}$ of length N is known to vanish outside a support interval of length $m < N$. If the support length $m$ of ${\bf x}$ or a good bound of it is a-priori known we derive a sublinear deterministic algorithm to compute ${\bf x}$ from its discrete Fourier transform. In case of exact Fourier measurements we require only ${\cal O}(m \log m)$ arithmetical operations. For noisy measurements, we propose a stable ${\cal O}(m \log N)$ algorithm.