Spectral Decomposition of Discrepancy Kernels on the Euclidean Ball, the Special Orthogonal Group, and the Grassmannian Manifold

To numerically approximate Borel probability measures by finite atomic measures, we study the spectral decomposition of discrepancy kernels when restricted to compact subsets of $\mathbb{R}^d$. For restrictions to the Euclidean ball in odd dimensions, to the rotation group $SO(3)$, and to the Grassmannian manifold $\mathcal{G}_{2,4}$, we compute the kernels' Fourier coefficients and determine their asymptotics. The $L_2$-discrepancy is then expressed in the Fourier domain that enables efficient numerical minimization based on the nonequispaced fast Fourier transform. For $SO(3)$, the nonequispaced fast Fourier transform is publicly available, and, for $\mathcal{G}_{2,4}$, the transform is derived here. We also provide numerical experiments for $SO(3)$ and $\mathcal{G}_{2,4}$.

[1]  R. Alexander Generalized sums of distances , 1975 .

[2]  Christine Bachoc,et al.  Codes and designs in Grassmannian spaces , 2004, Discret. Math..

[3]  J. Dick,et al.  A simple proof of Stolarsky’s invariance principle , 2011, 1101.4448.

[4]  Christine Bachoc Linear programming bounds for codes in grassmannian spaces , 2006, IEEE Transactions on Information Theory.

[5]  Joaquim Ortega-Cerdà,et al.  Asymptotically optimal designs on compact algebraic manifolds , 2016, 1612.06729.

[6]  Nicolas Chauffert,et al.  A Projection Method on Measures Sets , 2017 .

[7]  Howard S. Cohl,et al.  On a generalization of the generating function for Gegenbauer polynomials , 2011, 1105.2735.

[8]  Michael Gnewuch,et al.  Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces , 2012, J. Complex..

[9]  Aidan Roy,et al.  Bounds for codes and designs in complex subspaces , 2008, 0806.2317.

[10]  Lucy Joan Slater,et al.  Generalized hypergeometric functions , 1966 .

[11]  Ben Adcock,et al.  On the convergence of expansions in polyharmonic eigenfunctions , 2011, J. Approx. Theory.

[12]  F. John The fundamental solution of linear elliptic differential equations with analytic coefficients , 1950 .

[13]  Manuel Gräf,et al.  On the computation of spherical designs by a new optimization approach based on fast spherical Fourier transforms , 2011, Numerische Mathematik.

[14]  Daniel Potts,et al.  A fast algorithm for nonequispaced Fourier transforms on the rotation group , 2009, Numerical Algorithms.

[15]  A. W. Davis Spherical functions on the Grassmann manifold and generalized Jacobi polynomials — Part 2 , 1999 .

[16]  Holger Wendland,et al.  Scattered Data Approximation: Conditionally positive definite functions , 2004 .

[17]  Gabriele Steidl,et al.  Quadrature Errors, Discrepancies, and Their Relations to Halftoning on the Torus and the Sphere , 2012, SIAM J. Sci. Comput..

[18]  Boundary conditions for the volume potential for the polyharmonic equation , 2012 .

[19]  Grady B. Wright,et al.  Scattered Data Interpolation on Embedded Submanifolds with Restricted Positive Definite Kernels: Sobolev Error Estimates , 2010, SIAM J. Numer. Anal..

[20]  D. Potts,et al.  Sampling Sets and Quadrature Formulae on the Rotation Group , 2009 .

[21]  M. M. Skriganov Stolarsky's invariance principle for projective spaces , 2020, J. Complex..

[22]  M. Gräf Efficient Algorithms for the Computation of Optimal Quadrature Points on Riemannian Manifolds , 2013 .

[23]  J. Dick,et al.  A Characterization of Sobolev Spaces on the Sphere and an Extension of Stolarsky’s Invariance Principle to Arbitrary Smoothness , 2012, 1203.5157.

[24]  A Boundary Condition and Spectral Problems for the Newton Potential , 2011 .

[25]  Anna Breger,et al.  Quasi Monte Carlo Integration and Kernel-Based Function Approximation on Grassmannians , 2016, 1605.09165.

[26]  Stefan Kunis,et al.  Fast spherical Fourier algorithms , 2003 .

[27]  N. J. A. Sloane,et al.  Packing Lines, Planes, etc.: Packings in Grassmannian Spaces , 1996, Exp. Math..

[28]  A. G. Constantine,et al.  Generalized Jacobi Polynomials as Spherical Functions of the Grassmann Manifold , 1974 .

[29]  Pierre Weiss,et al.  Optimal Transport Approximation of 2-Dimensional Measures , 2018, SIAM J. Imaging Sci..

[30]  F. Pillichshammer,et al.  Discrepancy Theory and Quasi-Monte Carlo Integration , 2014 .

[31]  Tilmann Gneiting,et al.  Radial Positive Definite Functions Generated by Euclid's Hat , 1999 .

[32]  C. Choirat,et al.  Quadrature rules and distribution of points on manifolds , 2010, 1012.5409.

[33]  Manuel Gräf,et al.  Points on manifolds with asymptotically optimal covering radius , 2016, J. Complex..

[34]  Simon Hubbert,et al.  Radial basis functions for the sphere , 2015 .

[35]  D. Alpay,et al.  Spectral Theory for Gaussian Processes: Reproducing Kernels, Boundaries, and L2-Wavelet Generators with Fractional Scales , 2015 .

[36]  Stefan Kunis,et al.  Using NFFT 3---A Software Library for Various Nonequispaced Fast Fourier Transforms , 2009, TOMS.

[37]  Ian H. Sloan,et al.  QMC designs: Optimal order Quasi Monte Carlo integration schemes on the sphere , 2012, Math. Comput..

[38]  Christine Bachoc,et al.  Designs in Grassmannian Spaces and Lattices , 2002 .