On the efficient evaluation of the azimuthal Fourier components of the Green's function for Helmholtz's equation in cylindrical coordinates.

In this paper, we develop an efficient algorithm to evaluate the azimuthal Fourier components of the Green's function for the Helmholtz equation in cylindrical coordinates. A computationally efficient algorithm for this modal Green's function is essential for solvers for electromagnetic scattering from bodies of revolution (e.g.

A FAST SIMPLE ALGORITHM FOR COMPUTING THE POTENTIAL OF CHARGES ON A LINE.

We present a fast method for evaluating expressions of the form where are real numbers, and are points in a compact interval of . This expression can be viewed as representing the electrostatic potential generated by charges on a line in . While fast algorithms for computing the electrostatic potential of general distributions of charges in exist, in a number of situations in computational physics it is useful to have a simple and extremely fast method for evaluating the potential of charges on a line; we present such a method in this paper, and report numerical results for several examples.

A Fast Summation Method for Oscillatory Lattice Sums.

We present a fast summation method for lattice sums of the type which arise when solving wave scattering problems with periodic boundary conditions. While there are a variety of effective algorithms in the literature for such calculations, the approach presented here is new and leads to a rigorous analysis of Wood's anomalies. These arise when illuminating a grating at specific combinations of the angle of incidence and the frequency of the wave, for which the lattice sums diverge.

On the solution of the Helmholtz equation on regions with corners.

In this paper we solve several boundary value problems for the Helmholtz equation on polygonal domains. We observe that when the problems are formulated as the boundary integral equations of potential theory, the solutions are representable by series of appropriately chosen Bessel functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms.

Randomized approximate nearest neighbors algorithm.

We present a randomized algorithm for the approximate nearest neighbor problem in d-dimensional Euclidean space. Given N points {x(j)} in R(d), the algorithm attempts to find k nearest neighbors for each of x(j), where k is a user-specified integer parameter. The algorithm is iterative, and its running time requirements are proportional to T·N·(d·(log d) + k·(d + log k)·(log N)) + N·k(2)·(d + log k), with T the number of iterations performed.

A fast randomized algorithm for overdetermined linear least-squares regression.

We introduce a randomized algorithm for overdetermined linear least-squares regression. Given an arbitrary full-rank m x n matrix A with m >/= n, any m x 1 vector b, and any positive real number epsilon, the procedure computes an n x 1 vector x such that x minimizes the Euclidean norm ||Ax - b || to relative precision epsilon. The algorithm typically requires ((log(n)+log(1/epsilon))mn+n(3)) floating-point operations.

Randomized algorithms for the low-rank approximation of matrices.

We describe two recently proposed randomized algorithms for the construction of low-rank approximations to matrices, and demonstrate their application (inter alia) to the evaluation of the singular value decompositions of numerically low-rank matrices. Being probabilistic, the schemes described here have a finite probability of failure; in most cases, this probability is rather negligible (10(-17) is a typical value). In many situations, the new procedures are considerably more efficient and reliable than the classical (deterministic) ones; they also parallelize naturally.