Math 2.0

Harmonic analysis on Euclidean spaces Definition

Lanczos sigma factor

Builds on Fourier seriesFourier coefficient

Definition

Let m≥1m \ge 1 be an integer. Let kk be an integer with ∣k∣<m\abs{k} < m. The Lanczos sigma factor of kk is σm,0=1\sigma_{m,0} = 1 for k=0k = 0, and for k≠0k \ne 0 it is σm,k=sin⁡(πk/m)πk/m.\sigma_{m,k} = \frac{\sin(\pi k / m)}{\pi k / m}. For a 2π2\pi-periodic integrable function ff with Fourier coefficients f^(k)\hat f(k), the sigma approximation of order mm of ff is Σmf(x)=∑∣k∣<mσm,k f^(k)eikx.\Sigma_m f(x) = \sum_{\abs{k} < m} \sigma_{m,k} \, \hat f(k) e^{ikx}.

Remarks

Let Sm−1f(x)=∑∣k∣≤m−1f^(k)eikxS_{m-1} f(x) = \sum_{\abs{k} \le m-1} \hat f(k) e^{ikx} be the partial sum of the Fourier series. Since m2π∫x−π/mx+π/meikt dt=sin⁡(πk/m)πk/meikx\frac{m}{2\pi} \int_{x - \pi/m}^{x + \pi/m} e^{ikt} \, dt = \frac{\sin(\pi k/m)}{\pi k/m} e^{ikx} for k≠0k \ne 0, Σmf(x)=m2π∫x−π/mx+π/mSm−1f(t) dt.\Sigma_m f(x) = \frac{m}{2\pi} \int_{x - \pi/m}^{x + \pi/m} S_{m-1} f(t) \, dt. So the sigma approximation is the moving average of the partial sum over a window of length 2π/m2\pi/m. In the notation sinc⁡u=sin⁡πuπu\operatorname{sinc} u = \frac{\sin \pi u}{\pi u}, the factors are σm,k=sinc⁡(k/m)\sigma_{m,k} = \operatorname{sinc}(k/m).

Example: for m=2m = 2 and f(x)=cos⁡xf(x) = \cos x, the factor is σ2,±1=sin⁡(π/2)π/2=2π\sigma_{2, \pm 1} = \frac{\sin(\pi/2)}{\pi/2} = \frac{2}{\pi}, so Σ2f(x)=2πcos⁡x\Sigma_2 f(x) = \frac{2}{\pi} \cos x. This agrees with the window average 1π∫x−π/2x+π/2cos⁡t dt=2πcos⁡x\frac{1}{\pi} \int_{x - \pi/2}^{x + \pi/2} \cos t \, dt = \frac{2}{\pi} \cos x.

Non-example: the Fejér weights 1−∣k∣/m1 - \abs{k}/m also fade out high frequencies, but they are not the sigma factors; for m=2m = 2 and k=1k = 1 they give 1/21/2, not 2/π2/\pi.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Sigma_approximation
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MSC42A24, 42A10, 65T40
DefinesLanczos sigma factor
UsesFourier series, Fourier coefficient

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