Fast evaluation of trigonometric polynomials from hyperbolic crosses

Abstract

The discrete Fourier transform in d dimensions with equispaced knots in space and frequency domain can be computed by the fast Fourier transform (FFT) in $${\cal O}(N^d \log N)$$ arithmetic operations. In order to circumvent the ‘curse of dimensionality’ in multivariate approximation, interpolations on sparse grids were introduced. In particular, for frequencies chosen from an hyperbolic cross and spatial knots on a sparse grid fast Fourier transforms that need only $${\cal O}(N \log^d N)$$ arithmetic operations were developed. Recently, the FFT was generalised to nonequispaced spatial knots by the so-called NFFT. In this paper, we propose an algorithm for the fast Fourier transform on hyperbolic cross points for nonequispaced spatial knots in two and three dimensions. We call this algorithm sparse NFFT (SNFFT). Our new algorithm is based on the NFFT and an appropriate partitioning of the hyperbolic cross. Numerical examples confirm our theoretical results.