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Fast Hankel Tensor-Vector Products and Application to Exponential Data Fitting

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 نشر من قبل Yimin Wei
 تاريخ النشر 2014
  مجال البحث
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This paper is contributed to a fast algorithm for Hankel tensor-vector products. For this purpose, we first discuss a special class of Hankel tensors that can be diagonalized by the Fourier matrix, which is called emph{anti-circulant} tensors. Then we obtain a fast algorithm for Hankel tensor-vector products by embedding a Hankel tensor into a larger anti-circulant tensor. The computational complexity is about $mathcal{O}(m^2 n log mn)$ for a square Hankel tensor of order $m$ and dimension $n$, and the numerical examples also show the efficiency of this scheme. Moreover, the block version for multi-level block Hankel tensors is discussed as well. Finally, we apply the fast algorithm to exponential data fitting and the block version to 2D exponential data fitting for higher performance.

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