A FAST BUTTERFLY ALGORITHM FOR THE COMPUTATION OF FOURIER INTEGRAL OPERATORS

被引:97
|
作者
Candes, Emmanuel [1 ]
Demanet, Laurent [2 ]
Ying, Lexing [3 ,4 ]
机构
[1] CALTECH, Pasadena, CA 91125 USA
[2] Stanford Univ, Dept Math, Stanford, CA 94305 USA
[3] Univ Texas Austin, Dept Math, Austin, TX 78712 USA
[4] Univ Texas Austin, ICES, Austin, TX 78712 USA
来源
MULTISCALE MODELING & SIMULATION | 2009年 / 7卷 / 04期
基金
美国国家科学基金会;
关键词
Fourier integral operators; butterfly algorithm; dyadic partitioning; Lagrange interpolation; separated representation; multiscale computations; FAST MULTIPOLE METHOD; NONEQUISPACED DATA; TRANSFORMS; EQUATIONS; COMPRESSION; DIMENSIONS; SCATTERING; CURVELETS; SPARSE;
D O I
10.1137/080734339
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This paper is concerned with the fast computation of Fourier integral operators of the general form integral(Rd)e(2 pi iota Phi(x,k)) f(k) dk, where k is a frequency variable, Phi(x, k) is a phase function obeying a standard homogeneity condition, and f is a given input. This is of interest, for such fundamental computations are connected with the problem of finding numerical solutions to wave equations and also frequently arise in many applications including reflection seismology, curvilinear tomography, and others. In two dimensions, when the input and output are sampled on N x N Cartesian grids, a direct evaluation requires O(N(4)) operations, which is often times prohibitively expensive. This paper introduces a novel algorithm running in O(N(2) log N) time, i.e., with near-optimal computational complexity, and whose overall structure follows that of the butterfly algorithm. Underlying this algorithm is a mathematical insight concerning the restriction of the kernel e(2 pi iota Phi(x, k)) to subsets of the time and frequency domains. Whenever these subsets obey a simple geometric condition, the restricted kernel is approximately low-rank; we propose constructing such low-rank approximations using a special interpolation scheme, which prefactors the oscillatory component, interpolates the remaining nonoscillatory part, and finally remodulates the outcome. A byproduct of this scheme is that the whole algorithm is highly efficient in terms of memory requirement. Numerical results demonstrate the performance and illustrate the empirical properties of this algorithm.
引用
收藏
页码:1727 / 1750
页数:24
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