Constructing finite frames of a given spectrum and set of lengths

When constructing finite frames for a given application, the most important consideration is the spectrum of the frame operator. Indeed, the minimum and maximum eigenvalues of the frame operator are the optimal frame bounds, and the frame is tight precisely when this spectrum is constant. Often, the second-most important design consideration is the lengths of frame vectors: Gabor, wavelet, equiangular and Grassmannian frames are all special cases of equal norm frames, and unit norm tight frame-based encoding is known to be optimally robust against additive noise and erasures. We consider the problem of constructing frames whose frame operator has a given spectrum and whose vectors have prescribed lengths. For a given spectrum and set of lengths, the existence of such frames is characterized by the Schur-Horn Theorem---they exist if and only if the spectrum majorizes the squared lengths---the classical proof of which is nonconstructive. Certain construction methods, such as harmonic frames and spectral tetris, are known in the special case of unit norm tight frames, but even these provide but a few examples from the manifold of all such frames, the dimension of which is known and nontrivial. In this paper, we provide a new method for explicitly constructing any and all frames whose frame operator has a prescribed spectrum and whose vectors have prescribed lengths. The method itself has two parts. In the first part, one chooses eigensteps---a sequence of interlacing spectra---that transform the trivial spectrum into the desired one. The second part is to explicitly compute the frame vectors in terms of these eigensteps; though nontrivial, this process is nevertheless straightforward enough to be implemented by hand, involving only arithmetic, square roots and matrix multiplication.