Spectral decomposition of discrepancy kernels on the Euclidean ball, the special orthogonal group, and the Grassmannian manifold (1909.12334v1)

Abstract: To numerically approximate Borel probability measures by finite atomic measures, we study the spectral decomposition of discrepancy kernels when restricted to compact subsets of $\mathbb{R}^d$. For restrictions to the Euclidean ball in odd dimensions, to the rotation group $SO(3)$, and to the Grassmannian manifold $\mathcal{G}{2,4}$, we compute the kernels' Fourier coefficients and determine their asymptotics. The $L_2$-discrepancy is then expressed in the Fourier domain that enables efficient numerical minimization based on the nonequispaced fast Fourier transform. For $SO(3)$, the nonequispaced fast Fourier transform is publicly available, and, for $\mathcal{G}{2,4}$, the transform is derived here. We also provide numerical experiments for $SO(3)$ and $\mathcal{G}_{2,4}$.