Questions tagged [convolution]

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4
votes
1answer
120 views

Computation of triple nested loops as a convolution product?

I'm trying to compute efficiently the following \begin{equation} A_j = \sum_{l'=1}^{\infty}\sum_{k= 0}^{K-1} L_{l'}T_ke^{2\pi i \frac{k}{K}j}\epsilon_{l',k} \end{equation} for $j = 0,1, \ldots, K-2,K-...
3
votes
1answer
60 views

Problem implementing convolutions exactly with the FFT

I'm trying to perform convolutions as defined mathematically $f \star g (\tau)= \int_{\mathcal{R}}f(t-\tau)g(t) dt$ in a numerical simulation. Hence, my signal is a sampling of points $f(x_i)$. I ...
3
votes
1answer
92 views

Calculating the Convolution Using DFT (FFT)

I have the following convolution as part of a numerical simulation. $$T(r)=\int \mathrm{d}^3r_2\, p(r_2)f(r_2)\alpha(r-r_2)\, .$$ My problem is that the analytical expressions for $f$ and $p$ do ...
3
votes
0answers
54 views

Levinson Recursion for Non Square Toeplitz Matrices

Given a rectangular Toeplitz Matrix $ H $, how could one solve: $$ y = H x $$ For instance, $ H $ can be Linear Convolution Matrix of the filter $ h $: $$ H = \begin{bmatrix} {h}_{1} & 0 & ...
2
votes
0answers
33 views

Computing convolution of two characteristic function over a 1D Cartesian mesh

I am trying to compute the convolution of two characteristic functions over a Cartesian mesh. First, I define my Cartesian mesh of the interval $[0,1]$ as follows $$ x_{i} = i \Delta x, i = 0, 1, 2\...
1
vote
2answers
57 views

Convolution in Python

I have an integral of a convolution between two functions. How can I calculate this in Python? It is a continuum convolution.
1
vote
1answer
38 views

Accelerating Conjugate Gradients fitting for small localized kernel (like cubic B-spline)

Question: Is there some pre-conditioner for Conjugate-Gradient (CG) cheap enough, that it is worth using even if my operator is very local (i.e. already has a low number of non-zero elements), as it ...
1
vote
0answers
36 views

FFT convolution works only with certain domain length

in my quest to understand how I can use FFT to compute integrals (see my other question click, still no answer there), I came across the fact that a convolution of two functions can be calculated by ...