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Prolate spheroidal wave functions provide a natural and effective tool for computing with bandlimited functions defined on an interval. As demonstrated by Slepian et al., the so called generalized prolate spheroidal functions (GPSFs) extend this apparatus to higher dimensions. While the analytical and numerical apparatus in one dimension is fairly complete, the situation in higher dimensions is less satisfactory. This report attempts to improve the situation by providing analytical and numerical tools for GPSFs, including the efficient evaluation of eigenvalues, the construction of quadratures, interpolation formulae, etc. Our results are illustrated with several numerical examples.
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The discrete prolate spheroidal sequences (DPSSs) are a set of orthonormal sequences in $ell_2(mathbb{Z})$ which are strictly bandlimited to a frequency band $[-W,W]$ and maximally concentrated in a time interval ${0,ldots,N-1}$. The timelimited DPSSs (sometimes referred to as the Slepian basis) are an orthonormal set of vectors in $mathbb{C}^N$ whose discrete time Fourier transform (DTFT) is maximally concentrated in a frequency band $[-W,W]$. Due to these properties, DPSSs have a wide variety of signal processing applications. The DPSSs are the eigensequences of a timelimit-then-bandlimit operator and the Slepian basis vectors are the eigenvectors of the so-called prolate matrix. The eigenvalues in both cases are the same, and they exhibit a particular clustering behavior -- slightly fewer than $2NW$ eigenvalues are very close to $1$, slightly fewer than $N-2NW$ eigenvalues are very close to $0$, and very few eigenvalues are not near $1$ or $0$. This eigenvalue behavior is critical in many of the applications in which DPSSs are used. There are many asymptotic characterizations of the number of eigenvalues not near $0$ or $1$. In contrast, there are very few non-asymptotic results, and these dont fully characterize the clustering behavior of the DPSS eigenvalues. In this work, we establish two novel non-asymptotic bounds on the number of DPSS eigenvalues between $epsilon$ and $1-epsilon$. Also, we obtain bounds detailing how close the first $approx 2NW$ eigenvalues are to $1$ and how close the last $approx N-2NW$ eigenvalues are to $0$. Furthermore, we extend these results to the eigenvalues of the prolate spheroidal wave functions (PSWFs), which are the continuous-time version of the DPSSs. Finally, we present numerical experiments demonstrating the quality of our non-asymptotic bounds on the number of DPSS eigenvalues between $epsilon$ and $1-epsilon$.
In order to produce high dynamic range images in radio interferometry, bright extended sources need to be removed with minimal error. However, this is not a trivial task because the Fourier plane is sampled only at a finite number of points. The ensuing deconvolution problem has been solved in many ways, mainly by algorithms based on CLEAN. However, such algorithms that use image pixels as basis functions have inherent limitations and by using an orthonormal basis that span the whole image, we can overcome them. The construction of such an orthonormal basis involves fine tuning of many free parameters that define the basis functions. The optimal basis for a given problem (or a given extended source) is not guaranteed. In this paper, we discuss the use of generalized prolate spheroidal wave functions as a basis. Given the geometry (or the region of interest) of an extended source and the sampling points on the visibility plane, we can construct the optimal basis to model the source. Not only does this gives us the minimum number of basis functions required but also the artifacts outside the region of interest are minimized.
We express the asymptotics of the remainders of the partial sums {s_n} of the generalized hypergeometric function q+1_F_q through an inverse power series z^n n^l sum_k c_k/n^k, where the exponent l and the asymptotic coefficients {c_k} may be recursively computed to any desired order from the hypergeometric parameters and argument. From this we derive a new series acceleration technique that can be applied to any such function, even with complex parameters and at the branch point z=1. For moderate parameters (up to approximately ten) a C implementation at fixed precision is very effective at computing these functions; for larger parameters an implementation in higher than machine precision would be needed. Even for larger parameters, however, our C implementation is able to correctly determine whether or not it has converged; and when it converges, its estimate of its error is accurate.
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial differential equations near fixed points, under a small noise approximation. Key innovation is the efficient solution of a generalized Lyapunov equation using an iterative method involving low-rank approximations. We apply and illustrate the capabilities of the method using a problem in physical oceanography, i.e. the occurrence of multiple steady states of the Atlantic Ocean circulation.
In this note, we show a sublinear nonergodic convergence rate for the algorithm developed in [Bai, et al. Generalized symmetric ADMM for separable convex optimization. Comput. Optim. Appl. 70, 129-170 (2018)], as well as its linear convergence under assumptions that the sub-differential of each component objective function is piecewise linear and all the constraint sets are polyhedra. These remaining convergence results are established for the stepsize parameters of dual variables belonging to a special isosceles triangle region, which aims to strengthen our understanding for convergence of the generalized symmetric ADMM.
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