Abstract
Reconstructing bandlimited functions from random sampling is an important problem in signal processing. Strohmer and Vershynin obtained good results for this problem by using a randomized version of the Kaczmarz algorithm (RK) and assigning to every equation a probability weight proportional to the average distance of the sample from its two nearest neighbors. However, their results are valid only for moderate to high sampling rates; in practice, it may not always be possible to obtain many samples. Experiments show that the number of projections required by RK and other Kaczmarz variants rises seemingly exponentially when the equations/variables ratio (EVR) falls below 5. CGMN, which is a CG acceleration of Kaczmarz, provides very good results for low values of EVR and it is much better than CGNR and CGNE. A derandomization method, based on an extension of the bit-reversal permutation, is combined with the weights and shown to improve the performance of CGMN and the regular (cyclic) Kaczmarz, which even outperforms RK. A byproduct of our results is the finding that signals composed mainly of high-frequency components are easier to recover.
Original language | English |
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Pages (from-to) | 1141-1157 |
Number of pages | 17 |
Journal | Numerical Algorithms |
Volume | 77 |
Issue number | 4 |
DOIs | |
State | Published - 1 Apr 2018 |
Bibliographical note
Publisher Copyright:© 2017, Springer Science+Business Media New York.
Keywords
- Bandlimited functions
- Bit-reversal
- CGMN
- Derandomization
- Extended bit-reversal
- Low sampling rates
- RK
- Randomized Kaczmarz
- Signal processing
ASJC Scopus subject areas
- Applied Mathematics