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Projection to the Set of Shift Orthogonal Functions (1402.5158v1)

Published 20 Feb 2014 in math.NA, math-ph, math.MP, and math.OC

Abstract: This paper presents a fast algorithm for projecting a given function to the set of shift orthogonal functions (i.e. set containing functions with unit $L2$ norm that are orthogonal to their prescribed shifts). The algorithm can be parallelized easily and its computational complexity is bounded by $O(M\log(M))$, where $M$ is the number of coefficients used for storing the input. To derive the algorithm, a particular class of basis called Shift Orthogonal Basis Functions are introduced and some theory regarding them is developed.

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