Non-negative Fourier Example (Download Code)

A non-negative signal, with bumps, is created. After a fourier transform and sampling, the signal is recovered via Soft Iterative Thresholding. l1 reconstruction from the low frequencies recreates the originalsignal. The plot below shows the original signal, the fourier transform, and the sampling on the top row. The second row shows the Inverse Fourier Transform and the reconstructed signal.

supported in part by NSF DMS-05-05303.
last updated 27-12-2005 by VCS