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Towards 1ULP evaluation of Daubechies Wavelets

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 Added by Nicholas Thompson
 Publication date 2020
and research's language is English




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We present algorithms to numerically evaluate Daubechies wavelets and scaling functions to high relative accuracy. These algorithms refine the suggestion of Daubechies and Lagarias to evaluate functions defined by two-scale difference equations using splines; carefully choosing amongst a family of rapidly convergent interpolators which effectively capture all the smoothness present in the function and whose error term admits a small asymptotic constant. We are also able to efficiently compute derivatives, though with a smoothness-induced reduction in accuracy. An implementation is provided in the Boost Software Library.



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72 - Susanna Spektor 2020
In the present work we provide the bounds for Daubechies orthonormal wavelet coefficients for function spaces $mathcal{A}_k^p:={f: |(i omega)^khat{f}(omega)|_p< infty}$, $kinmathbf{N}cup{0}$, $pin(1,infty)$.
In this paper we provide a complete and unifying characterization of compactly supported univariate scalar orthogonal wavelets and vector-valued or matrix-valued orthogonal multi-wavelets. This characterization is based on classical results from system theory and basic linear algebra. In particular, we show that the corresponding wavelet and multi-wavelet masks are identified with a transfer function $$ F(z)=A+B z (I-Dz)^{-1} , C, quad z in mathbb{D}={z in mathbb{C} : |z| < 1}, $$ of a conservative linear system. The complex matrices $A, B, C, D$ define a block circulant unitary matrix. Our results show that there are no intrinsic differences between the elegant wavelet construction by Daubechies or any other construction of vector-valued or matrix-valued multi-wavelets. The structure of the unitary matrix defined by $A, B, C, D$ allows us to parametrize in a systematic way all classes of possible wavelet and multi-wavelet masks together with the masks of the corresponding refinable functions.
We demonstrate that Daubechies wavelets can be used to construct a minimal set of optimized localized contracted basis functions in which the Kohn-Sham orbitals can be represented with an arbitrarily high, controllable precision. Ground state energies and the forces acting on the ions can be calculated in this basis with the same accuracy as if they were calculated directly in a Daubechies wavelets basis, provided that the amplitude of these contracted basis functions is sufficiently small on the surface of the localization region, which is guaranteed by the optimization procedure described in this work. This approach reduces the computational costs of DFT calculations, and can be combined with sparse matrix algebra to obtain linear scaling with respect to the number of electrons in the system. Calculations on systems of 10,000 atoms or more thus become feasible in a systematic basis set with moderate computational resources. Further computational savings can be achieved by exploiting the similarity of the contracted basis functions for closely related environments, e.g. in geometry optimizations or combined calculations of neutral and charged systems.
Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases on a hypercube to approximate functions on subsets of that cube. These subsets may have a general shape. This construction is inherently associated with redundancy which leads to severe ill-conditioning, but recent theory shows that nevertheless high accuracy and numerical stability can be achieved using regularization and oversampling. Regularized least squares solvers, such as the truncated singular value decomposition, that are suited to solve the resulting ill-conditioned and skinny linear system generally have cubic computational cost. We compare several algorithms that improve on this complexity. The improvements benefit from the sparsity in and the structure of the discrete wavelet transform. We present a method that requires $mathcal O(N)$ operations in 1-D and $mathcal O(N^{3(d-1)/d})$ in $d$-D, $d>1$. We experimentally show that direct sparse QR solvers appear to be more time-efficient, but yield larger expansion coefficients.
Daubechies wavelets are a powerful systematic basis set for electronic structure calculations because they are orthogonal and localized both in real and Fourier space. We describe in detail how this basis set can be used to obtain a highly efficient and accurate method for density functional electronic structure calculations. An implementation of this method is available in the ABINIT free software package. This code shows high systematic convergence properties, very good performances and an excellent efficiency for parallel calculations.
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