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HARMONIC ANALYSIS ON GROUPS: SAMPLING THEOREMS AND DISCRETE


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Chapter 10

H ARMONIC A NALYSIS ON G ROUPS : S AMPLING


T HEOREMS AND D ISCRETE F OURIER T RANSFORMS
M. Calixto1∗ and J. Guerrero2
1 Departamento de Matemática Aplicada, Universidad de Granada,

Facultad de Ciencias, Campus de Fuentenueva,


18071 Granada, Spain
2 Departamento de Matemática Aplicada, Universidad de Murcia,

Facultad de Informática, Campus de Espinardo,


30100 Murcia, Spain

Abstract
Classical Fourier analysis can be eventually regarded as a chapter in the representa-
tion theory of commutative groups. This group-theoretical perspective allows us to ex-
tend sampling theorems and discrete Fourier transforms to the non-Abelian case. For
this purpose, we use Coherent State or Wavelet techniques associated to unitary square
integrable (modulo a subgroup, possibly) representations of a Lie group G of motions
on a given manifold X (usually a homogeneous space G/H). Choosing a discrete
(finite or infinite) set of sampling points of X, we construct discrete frames and pro-
vide reconstruction formulas and discrete Fourier transforms for complex bandlimited
functions on X, through a sinc-type kernel, by using left- and right- Moore-Penrose
pseudo-inverses of frame (or sampling) operators. We also study the case where there
are not enough sampling points to completely reconstruct a given complex function on
X ( i.e., undersampling) but a partial reconstruction of it (an “alias”) is still possible
up to a given error.

1 Introduction
Harmonic Analysis is the branch of mathematics which studies the representation of func-
tions or signals as the superposition of basic waves (“harmonics”). It investigates and gen-
eralizes the notions of Fourier series and Fourier transforms. In the past two centuries, it has
become a vast subject with applications in areas as diverse as signal processing, quantum
∗ E-mail addresses: calixto@ugr.es, juguerre@um.es
312 M. Calixto and J. Guerrero

mechanics, number theory (viz, quadratic reciprocity law, Galois group, modular forms,
etc), ergodic theory (viz, equality of space and time averages in statistical mechanics), prob-
ability theory, the theory of automorphic functions, neuroscience, etc. It is perhaps with the
advent of the great electrical revolution when the applications of Fourier analysis to signal
processing achieved its greatest splendor. Filters, noise, discretization and sampling theo-
rems (like Nyquist-Shanon’s) constitute cornerstones in the fields of Telecommunications
and space exploration technologies.
Large sections of some of these subjects may be looked upon as nearly identical with
certain branches of the theory of group representations. They were Hermann Weyl and Fritz
Peter in 1927 who pointed out and emphasized the (still insufficiently appreciated) fact that
classical Fourier analysis can be illuminatingly regarded as a chapter in the representation
theory of compact commutative Lie groups. From this point of view, abstract harmonic
analysis can be also understood as the theory of group representations and their decompo-
sition into irreducibles. The theory for Abelian locally compact groups is called Pontryagin
duality and it is considered to be in a satisfactory state. Harmonic Analysis studies the prop-
erties of that duality and attempts to extend those features to different settings, for instance
to the case of non-Abelian Lie groups, where no general satisfactory theory is currently
known.
In the first part of this chapter, we shall review the Harmonic Analysis on a general
Abelian group G, as a natural extension of the standard Fourier Analysis on the real line
G = R. Useful concepts and definitions like the periodization ΠH and sampling ΞH oper-
ators, for a given discrete subgroup H of G, will be essential in the definition of sampling
theorems and discrete Fourier Transforms. See e.g. Figure 1 for the intertwining of Fourier
transforms and series in continuous and discrete time trough periodization and sampling
theorems acting on different representation spaces and (sub)groups. We address the inter-
ested reader to other Refs. like [1–3] for related expositions.
In the second part of this chapter, we shall address the study of sampling techniques
on non-Abelian groups and their homogeneous spaces. Our approach here will rely heav-
ily upon coherent states (see e.g. [4–6]), frames and discretizations. The notion of coherent
states is deeply rooted in quantum physics and its relationship to classical physics. The term
“coherent” itself originates in the current language of quantum optics (for instance, coher-
ent radiation). It was introduced in the 1960s by Glauber [7]. They were Aslaksen and
Klauder [8] who first studied the one-dimensional affine group, for the purely quantum me-
chanical purpose of generalizing the standard uncertainty relations “position-momentum”
(or time-frequency), for the Heisenberg group, to “dilation-translation”. Alex Grossmann
and collaborators [9], discovered the crucial link between the representations of the affine
group and an intriguing technique in signal analysis developed by the geophysicist Jean
Morlet, currently known as “wavelet analysis”. The same scheme can be extended to any
group of motions G, containing dilations, acting on a manifold X. In Section 3 we shall
report on this general framework discretization techniques. Finally, we shall conclude with
Section 4 devoted to some comments, useful references and applications.
Harmonic Analysis on Groups 313

G=R ΠZ G/Z = S1
Fourier Transform - Fourier Series
continuous time ΞZ⊥ continuous time
Ĝ = R d = Z⊥ = 2πZ
G/Z

ΞZ ΠZ⊥ ΞZN ΠZ⊥N

? ?

Shannon Z ZN = Z/NZ
Sampling ΠNZ
Theorem Fourier Series - Fourier Transform
discrete time Ξ(NZ)⊥ discrete time
Ẑ = Ĝ/Z⊥ = S1 ẐN = ZN
FFT

Figure 1. Sampling Ξ and periodization Π operators intertwine classical Fourier transforms


and series in continuous and discrete time as a particular case of harmonic analysis on the
Abelian group G = R.

2 Fourier Analysis and Sampling Theorems on Abelian Groups:


a Survey
We shall use the language of group theory to unify the concept of Fourier analysis on a
group G. We shall start by considering locally compact Abelian (LCA for short) groups, for
which natural generalizations of the Poisson summation formula and Shannon’s sampling
theorem exist, and postpone the more involved non-Abelian case until we introduce the
notion of coherent states. The composition group law, g00 = g0 ◦ g (or, simply g00 = g0 g),
for a general group, will be written additively, g00 = g0 + g, when we particularize to LCA
groups. We shall also denote by µG (or, more specifically µLG ), the (let us say, left-invariant)
Haar measure on G. When G is discrete, µG is naturally the counting measure, and discrete
versions of relations that we shall define on the whole group G will then hold. To avoid
unnecessary technicalities, we consider mostly only groups that can be written as a finite
direct product of groups out of the set

{Rn , Zn , Tn , ZnN }

where
T = {eiθ , θ ∈ [0, 2π[}

denotes the 1-dimensional torus (the unit circle S1 , or the multiplicative unitary group U(1)
of complex numbers of modulus one, or the special orthogonal group SO(2) of rotations in
314 M. Calixto and J. Guerrero

two dimensions) and its discrete version, the finite or discretized circle:

ZN ≡ Z/NZ = {ei N k , k = 1, 2 . . . , N − 1},

the multiplicative group of the N roots of unity or the additive group of remainders modulo
N. The elementary functions or basic waves (harmonics) of Fourier analysis over Abelian
groups are the so-called characters.

Definition 2.1. A character χ (of a one-dimensional representation) of an Abelian group


G is a continuous homomorphism between G and T, that is, a continuous complex function
χ : G → C such that:

χ(g + g0 ) = χ(g)χ(g0 ), |χ(g)| = 1, ∀g, g0 ∈ G.

The characters χ form an Abelian group themselves under point-wise multiplication

(χ1 ◦ χ2 )(g) = χ1 (g)χ2 (g), ∀g ∈ G.

This group of characters is called the (Pontryagin) dual group of G and we denote it by Ĝ

Example 2.2. Consider G = R. All characters are given by the pure oscillations

χω (t) = eiωt , t ∈ R, ω ∈ R̂ = R.

For G = T we have
χn (θ) = einθ , θ ∈ [0, π[, n ∈ T̂ = Z.
Finally, the Pontryagin dual of G = ZN is the finite circle itself:
n
χn (k) = ei N k , k ∈ ZN , n ∈ ẐN = ZN .

Theorem 2.3. (Pontryagin) The dual group of Ĝ is G.

Example 2.4. We know that T̂ = Z and, by duality, we have that

Ẑ = {χθ (n) = einθ , θ ∈ [0, π[} = T.

2.1 Fourier transform


The characters are a complete set of functions over G in L1 (G). Moreover, for compact
groups –since Ĝ is discrete– it follows that the characters are a complete orthogonal set:
Z 
0 0 |G| if χ = χ0
hχ|χ i = χ̄(g)χ (g)dµG = (1)
G 0 otherwise,

where |G| stands for the total measure µG (G) of G. Arbitrary square integrable complex
functions over G, Ψ : G → C, Ψ ∈ L2 (G, dµG ), may be expanded into superpositions of
characters Z
Ψ(g) = Ψ̂(χ)χ(g)dµĜ (χ) (2)

Harmonic Analysis on Groups 315

where dµĜ stands for the usual (dual) Haar measure on Ĝ. The coefficients Ψ̂(χ) are square
integrable functions over the dual group Ĝ, i.e. Ψ̂ ∈ L2 (Ĝ, dµĜ ), and are called the Fourier
transform Ψ̂ ≡ FG Ψ of Ψ. They can be calculated by taking the scalar product with all
characters Z
FG Ψ(χ) = Ψ̂(χ) = hχ|ΨiG = Ψ(g)χ̄(g)dµG (g). (3)
G
The measure dµĜ can be normalized such that the following Plancherel-Parseval formula
holds: Z Z
|Ψ̂(χ)| dµĜ (χ) = |Ψ(g)|2 dµG (g),
2
(4)
Ĝ G
which states that the Fourier transform map FG : L2 (G) → L2 (Ĝ), Ψ 7→ Ψ̂ is an isometry
and hence “conserves energy”.
Example 2.5. The standard example is G = SO(2) ' S1 = T = U(1) with Haar measure
dθ/2π and Ĝ = Z, so that the harmonic analysis on G = SO(2) is nothing other than the
standard theory of Fourier series. In the same way, harmonic analysis on G = R and G = Z
gives the standard Fourier transform in continuous and discrete time, respectively. For
G = ZN we have Fourier series in discrete time (see Figure 1).

2.2 Group translations


The left action Lg : G → G, Lg (g0 ) = g ◦ g0 = g + g0 of G on itself induces a group translation
operator
UgL : L2 (G, dµG ) → L2 (G, dµG ), Ψ(g0 ) 7→ (UgL Ψ)(g0 ) = Ψ(g−1 ◦ g0 ) = Ψ(g0 − g), (5)
which is unitary for every g ∈ G. The mapping g 7→ UgL is the standard left-regular (re-
ducible, in general) representation of G on L2 (G, dµG ). Similarly, one can define a right-
regular representation g 7→ UgR , with (UgR Ψ)(g0 ) = Ψ(g0 ◦ g), acting on L2 (G, dµRG ), where
dµRG is the right-invariant Haar measure. ∗ There is a natural isometric map relating both
representations:
˜: L2 (G, dµLG ) → L2 (G, dµRG ), Ψ(g) 7→ Ψ̃(g) = Ψ̄(g−1 ), (6)
since left- and right-invariant measures are related (in general) via µLG (A−1 ) = µRG (A) for all
measurable sets A ⊂ G. Indeed, we have, upon replacing A by A ◦ g for every g ∈ G, the
expression
µLG ((A ◦ g)−1 ) = µLG (g−1 ◦ A−1 ) = µLG (A−1 )
which shows the right-invariance of µRG . For example, we have Ψ̃(t) = Ψ̄(−t) (“temporal
inversion” and conjugation) for G = R and µ the usual Lebesgue measure.
The dual group translation operator
ÛgL : L2 (Ĝ, dµĜ ) → L2 (Ĝ, dµĜ ), Ψ̂(χ) 7→ (ÛgL Ψ̂)(χ) = χ̄(g)Ψ̂(χ) (7)
defines again a representation g 7→ ÛgL of G, this time with carrier space L2 (Ĝ, dµĜ ), which
is equivalent to g 7→ UgL , with the Fourier transform FG as the intertwining operator, that is,
FGUgL = ÛgL FG . (8)
∗ As we shall be concerned mostly with the left-regular representation, we shall omit the index “L” except
where it is needed to avoid ambiguity.
316 M. Calixto and J. Guerrero

2.3 Group convolutions


Given two functions Ψ, Φ ∈ L2 (G, dµG ) we define their left- and right-convolution prod-
uct by:
Z
Ψ ∗L Φ(g0 ) = hUgL0 Ψ̃|ΦiL2 (G,dµLG ) = Ψ(g−1 ◦ g0 )Φ(g)dµLG (g),
G
Z
0
Ψ ∗R Φ(g ) = hΨ̃|UgR0 ΦiL2 (G,dµRG ) = Ψ(g0 ◦ g−1 )Φ(g)dµRG (g).
G

Both convolution products are associative, but, in general, non-commutative for non-
Abelian groups. Instead, we have always Ψ ∗L Φ = Φ ∗R Ψ. For Abelian groups, both
left- and right-convolution products coincide and acquire the familiar form:
Z
Ψ ∗ Φ(g0 ) = Ψ(g0 − g)Φ(g)dµG (g).
G

In Fourier space the convolution product is simply given by pointwise multiplication. More
precisely:

Theorem 2.6 (Convolution theorem). Let Ψ̂, Φ̂ ∈ L2 (Ĝ, dµĜ ) the Fourier transform of
Ψ, Φ ∈ L2 (G, dµG ), respectively. Then we have that:

\
FG (Ψ ∗ Φ)(χ) = Ψ ∗ Φ(χ) = Ψ̂(χ)Φ̂(χ), , ∀χ ∈ Ĝ.

Proof. By the isometry property (4) and the intertwining property (8) of the Fourier trans-
form we have
Z
Ψ ∗ Φ(g) = hUgL0 Ψ̃|ΦiG = hFGUgL0 Ψ̃|FG ΦiĜ = hÛgL0 FG Ψ̃|FG ΦiĜ = Ψ̂(χ)Φ̂(χ)χ(g)dµĜ .

By the inversion formula of the Fourier transform (2), the theorem is proved.

2.4 Lattices, sampling and Poisson summation formula


2.4.1 Lattices and Periodization
Let H be a discrete subgroup of a LCA group G. We shall define its annihilator H ⊥ ∈ Ĝ as:

H ⊥ = {χ ∈ Ĝ / χ(h) = 1 ∀h ∈ H}. (9)

Example 2.7. Let G = R and H = Z. The characters χω ∈ Z⊥ satisfy

χω (n) = eiωn = 1, ∀n ∈ Z ⇒ ω = 2πm, m ∈ Z.

d = 2πZ (see later on theorem 2.8 for the general


Therefore, we can identify Z⊥ = T̂ = R/Z
case).

A complex function Ψ on the group G is said to be H-periodic if, for every g ∈ G,

Ψ(h ◦ g) = Ψ(g), ∀h ∈ H,
Harmonic Analysis on Groups 317

that is, if Ψ is invariant (fixed point, UhL Ψ = Ψ) under the action of H. This definition coin-
cides with the usual one of a periodic function with period T ∈ R, Ψ(t + nT ) = Ψ(t), ∀t ∈
R, ∀n ∈ Z, when G = R and H = Z. Because an H-periodic function depends only on clases,
ġ ≡ g mod H, we may identify the set of H-periodic functions with functions on the quotient
group G/H. For example, standard periodic functions on R, can be identified with func-
tions on the circle T = R/Z. There is a natural map from functions over the whole group G
to H-periodic functions. It is given by the periodization operator:

ΠH : L1 (G, dµG ) → L1 (G/H, dµG/H )


Ψ(g) 7→ ΨH (ġ) = ∑ UhL Ψ(g) = ∑ Ψ(g + h), (10)
h∈H h∈H

where dµG/H is the natural invariant measure on G/H inherited from G. Note that we can
write formally (in the sense of distributions) the periodization operator as a convolution
product ΠH Ψ(g) = δH ∗ Ψ(g) with δH (g) = ∑h∈H δ(g − h) the so called delta-comb. Note
that H ⊥ is exactly the set of H-periodic characters. Indeed, for χ ∈ H ⊥ , g ∈ G, h ∈ H we
have χ(g ◦ h) = χ(g)χ(h) = χ(g). Moreover, since the property χ(h) = 1, which defines
the annihilator H ⊥ in the equation (9), is preserved under multiplication and division of
characters, the set H ⊥ is actually a closed subgroup of Ĝ. We always have H ⊂ (H ⊥ )⊥ ,
and the reverse inclusion is true if H is itself a closed subgroup of G. There is a remarkable
duality between subgroups and quotient groups of a LCA group, as stated in the following
theorem, which extends the theorem 2.3.

Theorem 2.8 (Pontryagin duality). Let H be a closed subgroup of a LCA group G and
define
[ → H ⊥ and ι2 : Ĝ/H ⊥ → Ĥ
ι1 : G/H
by ι1 (η) = η ◦ π, ι2 (χH ⊥ ) = χ|H , where π : G → G/H is the canonical projection. Then ι1
and ι2 are isomorphisms of topological groups.†

Let us suppose that G/H is compact. In this case, we shall call H a lattice. Let us
denote by |G/H| the lattice size (the measure of a fundamental domain of H in G or just,
the “period”).

Lemma 2.9 (Weil’s formula). The periodization operator ΠH allows us to write the scalar
product of an H-periodic function Ψ with an arbitrary function Φ over G as a scalar product
over G/H. More precisely:
hΨ|ΦiG = hΨ|ΠH ΦiG/H , (11)
for Ψ H-periodic. More explicitly:
Z Z

G
Ψ̄(g)Φ(g)dµG (g) =
G/H
dµG/H (g)Ψ̄(g) ∑ Φ(g + h).
h∈H
S
Proof. The key is to cover G as a disjoint union of fundamental domains G = h∈H (h +
G/H) and use that Ψ is H-periodic. See e.g. [2] for the complete proof.
† Note that the surjectivity of ι2 yields a sort of Hahn-Banach theorem for LCA groups, in the sense that
every character of H extends to a character of G.
318 M. Calixto and J. Guerrero

Example 2.10. For G = R and H = Z we have G/H = T, and the Weil formula reads:
Z ∞ ∞ Z 2π(n+1)
hΨ|ΦiR =
−∞
Ψ̄(t)Φ(t)dt = ∑ Ψ̄(t)Φ(t)dt
n=−∞ 2πn
∞ Z 2π
= ∑ Ψ̄(t + 2πn)Φ(t + 2πn)dt
n=−∞ 0
Z 2π ∞
=
0
dt Ψ̄(t) ∑ Φ(t + 2πn) = hΨ|ΠH ΦiT .
n=−∞

2.4.2 Generalized Shanon’s sampling theorems


We have seen that the periodization operator ΠH provides a map from L1 (G) into L1 (G/H).
Now, there is also a natural map (perfect sampling operator) defined by:

ΞH : C(G) ∩ L2 (G) → L2 (H), ΞH Ψ = Ψ|H . (12)

In general, Ψ could be any function for which point values on H make sense. We could also
consider an imperfect sampling operator Ξ∆H associated to some filter ∆ ∈ L2 (G) as:

Ξ∆H : L2 (G) → L2 (H), Ξ∆H Ψ(h) = hUhL ∆|ΨiL2 (G) , (13)

which coincides with ΞH for ∆ = δ (the Dirac delta). Note also that one could formally
write Ξ∆H Ψ = ΞH (∆˜ ∗ Ψ), which means that the imperfect sampling is obtained by sampling
a smoothed version of Ψ perfectly. We are now ready to state the Poisson summation
formula, which links sampling to periodization via the Fourier transform.
Theorem 2.11 (Poisson summation formula). Let H ⊂ G be a lattice. On L1 (G, dµG ) ∩
FG−1 L1 (Ĝ, dµĜ ). We have:
ΞH ⊥ FG = FG/H ΠH , |G/H|FH ΞH = ΠH ⊥ FG . (14)

More explicitly, this can be written as:


1
∑ Ψ(g + h) = ∑⊥ Ψ̂(η)η(g),
|G/H| η∈H
h∈H

∑ Ψ̂(χ · η) = |G/H| ∑ Ψ(h)χ(h).


η∈H ⊥ h∈H

Proof. Let η ∈ H ⊥ . Then η is H-periodic. Using the Weil formula (11), we may write

ΞH ⊥ FG Ψ(η) = ΞH ⊥ Ψ̂(η) = hη|ΨiG = hη|ΠH ΨiG/H = FG/H ΠH Ψ(η). (15)

(The second formula is dual of the first.) More explicitly, the Fourier expansion of ΠH Ψ in
L2 (G/H) is given by:
1
ΠH Ψ(g) = ∑ Ψ(g + h) = |G/H| ∑ hη|ΠH ΨiG/H η(g).
h∈H η∈H ⊥

Now, the Weil formula, hη|ΠH ΨiG/H = hη|ΨiG = Ψ̂(η), completes the proof.
Harmonic Analysis on Groups 319

ΠH ΞH
(G) - (G/H) (G) - (H)

FG FG/H FG |G/H|FH
? ? ? ?
ΞH ⊥ ΠH ⊥
(Ĝ) - (H ⊥ ) (Ĝ) - (Ĝ/H ⊥ )

Figure 2. Commutative diagrams defining the Poisson summation formula, where (G), (H),
etc, denote some suitable space of functions over G, H, etc, respectively.

Graphically, the Poisson summation formula (15) states that the diagrams of Figure 2
are commutative, where (G), (H), etc, denote some suitable space of functions over G, H,
etc, respectively.

Example 2.12. For example, for G = R and H = {t = nT, n ∈ Z}, for some period T ∈ R,
the Poisson summation formula states that, periodizing in the time representation (resp.
frequency representation) is equivalent to sampling in frequency space (resp. time rep-
resentation). More precisely, the following identity holds in the sense of a distributional
(Dirac delta) equality:
∞  
2π ∞ 2πk
∑ −inT ω
e = ∑ δ ω− T .
T k=−∞
(16)
n=−∞

In general, neither the perfect nor the imperfect sampling operator has an inverse. How-
ever, there are subspaces on which the sampling operator may be inverted, that is, there are
functions on G which can be reconstructed from its samples on H ⊂ G. We shall give the
following definition

Definition 2.13. A subspace LH 2 (G) of L2 (G) is called a perfect H-sampling space if the
2 (G)
perfect sampling operator restricted to LH

ΞH : LH
2
(G) → L2 (H)

is an isomorphism and if, in addition, UhL ΞH = ΞH UhL for all h ∈ H ⊂ G. The same definition
applies to the imperfect sampling operator Ξ∆H : Ψ 7→ ΞH (∆˜ ∗ Ψ) with respect to some ∆ ∈
L2 (G).

The best known example is the space LZ2 (R) = Ξ−1 2


Z (L (Z)) of band- or strip-limited
functions, for which the well known Shanon’s sampling theorem holds. We recall that
a function Ψ ∈ L2 (R) is band-limited iff support(Ψ̂) ⊂ [a, b], a finite interval. Shanon’s
sampling theorem can be seen as an application of the Poisson summation formula and can
be stated as follows:
320 M. Calixto and J. Guerrero

Theorem 2.14. (Whittaker-Shannon’s Sampling Theorem) If Ψ ∈ L2 (R) is such that


support(Ψ̂) ⊂ [−π/T, π/T ], it follows that Ψ(t) is defined by its values at the points t =
nT, n ∈ Z. An explicit reconstruction is given by:
t  sin(πx)
Ψ(t) = ∑ Ψ(n) sinc − n , sinc(x) ≡ .
n∈Z T πx

The convergence of the sum is in L2 (R).


The Poisson summation formula (16) turns out to be essential for proving this theorem
(see e.g. [3]).

3 Noncommutative Harmonic Analysis: Coherent States,


Frames and Discretization
The extension of sampling and discretization techniques from Abelian to non Abelian
groups is by no means straightforward. For non-Abelian, compact groups, the Peter-Weyl
theorem [10] generalizes the results of Frobenius and Schur about the decomposition of the
regular representation into irreducibles (2).
For non-Abelian, non-compact groups, no general satisfactory theory is currently
known. By “satisfactory” one would mean, for example, to have the equivalent of
Plancherel formula (4). However, many specific cases have been analyzed, namely the
extension of the Plancherel theorem for spherical functions to the representation theory of
semisimple Lie groups, due in its final form to Harish-Chandra. Moreover, Selberg trace
formula generalizes the Poisson summation formula (14) to non-Abelian groups with com-
pact quotients G/H [11] with important applications in number theory and the theory of
automorphic forms.
In this Section we shall report on the construction of frames and their discretization in
an attempt to formulate sampling theorems on manifolds X other than R. The procedure is
based on the notion of “coherent state” and is related to wavelet analysis. As we said at the
Introduction, Aslaksen and Klauder [8] studied the one-dimensional affine group

G = SIM(1) = R o R+ = {g = (b, a)/ b ∈ R, a ∈ R+ },

with group law (g00 = g0 g):


a00 = a0 a,
b00 = b0 + a0 b,
for the purely quantum mechanical purpose of generalizing the standard uncertainty rela-
tions “position-momentum” (or time-frequency), for the Heisenberg group, to “dilation-
translation”. Alex Grossmann and collaborators [9], discovered the crucial link between
the representations of the affine group and the wavelet analysis of Jean Morlet. Since this
pioneer work, several extensions of the standard Continuous Wavelet Transform (CWT) on
R (traditionally based on the affine group, see e.g. [3,12]) to general manifolds X have been
constructed (see e.g. [6, 13] for general reviews and [14, 15] for recent papers on wavelet
transforms and Gabor systems on homogeneous manifolds). Let us briefly report on these
type of constructions.
Harmonic Analysis on Groups 321

The usual CWT on the real line R is derived from the natural unitary representation of
the affine group G = SIM(1)

t −b
[U(a, b)ψ](t) = a−1/2 ψ(t 0 ) ≡ ψa,b (t), t0 = (17)
a
in the Hilbert space L2 (R, dt) of finite energy signals ψ ∈ H . The same scheme applies to
the CWT on a general manifold X, subject to the transitive action, x → x0 = gx, g ∈ G, x ∈ X,
of some group G of motions on X (which can also contain dilations). If the measure dx
is G-invariant (i.e. d(gx) = dx), then the natural left action of G on the Hilbert space
(H , h·|·i) = L2 (X, dx) given by:

[U(g)ψ](x) = ψ(g−1 x), g ∈ G, ψ ∈ L2 (X, dx), (18)

defines a unitary representation, that is:


Z
hU(g)ψ|U(g)φi = hψ|φi ≡ ψ̄(x)φ(x)dx. (19)
X

When dx is not strictly invariant (i.e. d(gx) = λ(g, x)dx), we have to introduce a multiplier
(Radon-Nikodym derivative of the quasi-invariant measure)

[U(g)ψ](x) = λ(g, x)1/2 ψ(g−1 x), g ∈ G, ψ ∈ L2 (X, dx), (20)

in order to keep unitarity (such is the case of the affine group). The fact that U(g2 )U(g1 ) =
U(g2 g1 ) (i.e., U is a representation of G) implies cohomology conditions for multipliers,
that is:
λ(g2 g1 , x) = λ(g2 , x)λ(g1 , g−1
2 x). (21)
Consider also the space L2 (G, dg) of square-integrable complex functions Ψ on G,
where dg = d(g0 g), ∀g0 ∈ G, stands for the left-invariant Haar measure, which defines the
scalar product Z
(Ψ|Φ) = Ψ̄(g)Φ(g)dg. (22)
G

For example, the left-invariant Haar measure of G = SIM(1) is:

1
dg = da db.
a2
A non-zero function γ ∈ H is called admissible (or a fiducial vector) if Γ(g) ≡ hU(g)γ|γi ∈
L2 (G, dg), that is, if
Z Z
cγ = Γ̄(g)Γ(g)dg = |hU(g)γ|γi|2 dg < ∞. (23)
G G

A unitary representation for which admissible vector exists is called square integrable.
For a square integrable representation, besides Eq. (23) the following property holds
(see [9]): Z
|hU(g)γ|ψi|2 dg < ∞ , ∀ψ ∈ H . (24)
G
322 M. Calixto and J. Guerrero

Let us assume that the representation U is irreducible, and that there exists a function γ
admissible, then a system of Coherent States (CS) of H associated to (or indexed by) G is
defined as the set of functions in the orbit of γ under G

γg = U(g)γ, g ∈ G. (25)

There are representations without admissible vectors, since the integration with respect
to some subgroup diverges. In this case, or even for convenience when admissible vectors
exist, we can restrict ourselves to a suitable homogeneous space Q = G/H, for some closed
subgroup H. Then, the non-zero function γ is said to be admissible mod(H, σ) (with σ : Q →
G a Borel section‡ ), and the representation U square integrable mod(H, σ), if the condition
Z
|hU(σ(q))γ|ψi|2 dq < ∞, ∀ψ ∈ H (26)
Q

holds, where dq is a measure on Q “projected” from the left-invariant measure dg on the


whole G (see [16]). Note that this more general definition of square integrability includes
the previous one for H = {e} and σ the identity function since Eq. (26) reduces to Eq. (24),
and this implies the square integrability condition (23). The notions of square integrability
and admissibility mod(H, σ) were introduced in [17] (see also [6]).
The coherent states indexed by Q are defined as γσ(q) = U(σ(q))γ, q ∈ Q, and they form
an overcomplete set in H .
The condition (26) could also be written as an “expectation value”
Z
0< |hU(σ(q))γ|ψi|2 dq = hψ|Aσ |ψi < ∞, ∀ψ ∈ H , (27)
Q
R
where Aσ = Q |γσ(q) ihγσ(q) |dq is a positive, bounded, invertible operator.§
If the operator A−1
σ is also bounded, then the set Sσ = {|γσ(q) i, q ∈ Q} is called a frame
(see [19] for details on frames), and a tight frame if Aσ is a positive multiple of the identity,
Aσ = λI, λ > 0.
To avoid domain problems in the following, let us assume that γ generates a frame (i.e.,
that A−1
σ is bounded). The CS map is defined as the linear map

Tγ : H −→ L2 (Q, dq)
hγσ(q) |ψi (28)
ψ 7−→ Ψγ (q) = [Tγ ψ](q) = √
cγ .

Its range Lγ2 (Q, dq) ≡ Tγ (H ) is complete with respect to the scalar product (Φ|Ψ)γ ≡

Φ|Tγ A−1 −1
σ Tγ Ψ Q and Tγ is unitary from H onto Lγ (Q, dq). Thus, the inverse map Tγ
2 −1

yields the reconstruction formula


Z
ψ = Tγ−1 Ψγ = Ψγ (q)A−1
σ γσ(q) dq, Ψγ ∈ Lγ2 (Q, dq), (29)
Q

H
‡A section ρ : Q → G of the fibre bundle G → Q with base Q and fibre H is said to be a Borel section if it is
measurable with respect to the Borel σ-algebras of Q and G.
§ In this paper we shall extensively use the Dirac notation in terms of “bra” and “kets” (see e.g. [6, 18]).

The Dirac notation is justified by the Riesz Representation Theorem, and is valid in more general settings than
Hilbert spaces of square integrable functions .
Harmonic Analysis on Groups 323

which expands ψ in terms of CS A−1 σ γσ(q) with coefficients Ψγ (q) = [Tγ ψ](q). These formu-
las acquire a simpler form when Aσ is a multiple of the identity, as is for the case considered
in this article. R
When it comes to numerical calculations, the integral Aσ = Q |γσ(q) ihγσ(q) |dq has to
be discretized, which means to restrict ourself to a discrete subset Q ⊂ Q. The question is
whether this restriction will imply a loss of information, that is, whether the set S = {|qk i ≡
|γσ(qk ) i, qk ∈ Q } constitutes a discrete frame itself, with resolution operator

A= ∑ |qk ihqk |. (30)


qk ∈Q

The operator A need not coincide with the original Aσ . In fact, a continuous tight frame
might contain discrete non-tight frames.
Let us assume that S generates a discrete frame, that is, there are two positive constants
0 < b < B < ∞ (frame bounds) such that the admissibility condition

bkψk2 ≤ ∑ |hqk |ψi|2 ≤ Bkψk2 (31)


qk ∈Q

holds ∀ψ ∈ H . To discuss the properties of a frame, it is convenient to define the frame


(or sampling) operator T : H → `2 given by T (ψ) = {hqk |ψi, qk ∈ Q }. Then we can write
A = T ∗ T , and the admissibility condition (31) now adopts the form

bI ≤ T ∗ T ≤ BI, (32)

where I denotes the identity operator in H . This implies that A is invertible. If we define
the dual frame {|q̃i ≡ A −1 |qi}, one can easily prove that the expansion (reconstruction
formula)
|ψi = ∑ Ψk |q̃k i (33)
qk ∈Q

where Ψk ≡ hqk |ψi, converges strongly in H , that is, the expression

Tl + T = ∑ |q̃k ihqk | = T ∗ (Tl + )∗ = ∑ |qk ihq̃k | = I (34)


qk ∈Q qk ∈Q

provides a resolution of the identity, where Tl + ≡ (T ∗ T )−1 T ∗ is the (left) pseudoinverse


(see, for instance, [20]) of T (see e.g. [1,6] for a proof, where they introduce the dual frame
operator T̃ = (Tl + )∗ instead).
It is interesting to note that the operator P = T Tl + acting on `2 is an orthogonal projector
onto the range of T .
From (33) the function Ψ(q) can be obtained

Ψ(q) ≡ hq|ψi = ∑ Sk (q)Ψk (35)


qk ∈Q

from its samples Ψk = hqk |ψi, through some “sinc-type” kernel

Sk (q) = hq|q̃k i (36)


324 M. Calixto and J. Guerrero

fulfilling Sk (ql ) = Plk . A projector is obtained, instead of the identity, to account for the fact
that an arbitrary set of overcomplete data {Ψk } ∈ `2 , can be incompatible with |ψi ∈ H , and
therefore they are previously projected (note that an overdetermined system of equations is
being solved).
This case will be named oversampling, since there are more data than unknowns (see
[21]). In other contexts, when eq. (31) holds, the set Q is said to be sampling for the space
H [13].
We shall be mainly interested in cases where there are not enough points to completely
reconstruct a given function ψ, i.e., undersampling, but a partial reconstruction is still pos-
sible. In these cases S does not generate a discrete frame, and the resolution operator A
would not be invertible. But we can construct another operator from T , B = T T ∗ , acting
on `2 .
The matrix elements of B are
Bkl = hqk |ql i , (37)
therefore B is the discrete reproducing kernel operator. If the set S is linearly independent,
the operator B will be invertible and a (right) pseudoinverse can be constructed for T ,
Tr+ ≡ T ∗ (T T ∗ )−1 , in such a way that T Tr+ = I`2 . As in the previous case there is another
operator, PS = Tr+ T acting on H which is an orthogonal projector onto the subspace H S
spanned by S . A pseudo-dual frame can be defined as

|q̃k i = ∑ (B −1 )lk |ql i (38)


ql ∈Q

providing a resolution of the projector PS ,

Tr+ T = ∑ |q̃k ihqk | = T ∗ (Tr+ )∗ = ∑ |qk ihq̃k | = PS (39)


qk ∈Q qk ∈Q

Using this, a partial reconstruction (an “alias”) ψ̂ of ψ is obtained,

Ψ̂(q) = hq|ψ̂i = ∑ Lk (q)Ψk , (40)


qk ∈Q

from its samples Ψk = hqk |ψi, through some “Lagrange-like”interpolating functions

Lk (q) = hq|q̃k i (41)

fulfilling Lk (ql ) = δkl . The alias ψ̂ is the orthogonal projection of ψ onto the subspace H S ,
that is, |ψ̂i = PS |ψi. The relative (normalized) distance from the exact ψ to the recon-
structed function ψ̂ is given by the relative error function:
s
kψ − ψ̂k hψ|I − PS |ψi
Eψ (H S ) = = (42)
kψk hψ|ψi

As mentioned above, we shall denote this case by undersampling, since there are not
enough data to fully reconstruct ψ. In other contexts, a set Q is said to be interpolating if,
for an arbitrary set of data {Ψk } there exists a |ψi ∈ H such that hqk |ψi = Ψk [13]. This
condition is satisfied in this case since Lk (ql ) = δkl .
Harmonic Analysis on Groups 325

The two operators A and B are intertwined by the frame operator T , T A = BT . If T


were invertible, then both A and B would be invertible and Tr+ = Tl + = T −1 . This case
would correspond to critical sampling, where both operators A and B can be used to fully
reconstruct the function ψ. However, in many cases it is not possible to find a set of points
Q such that both A and B are invertible, that is, there is no critical sampling, or there are not
sets Q which are sampling and interpolating at the same time. The most common example
is the Bargmann-Fock space of analytical functions on C, where one can find rectangular
lattices which are sampling (and therefore A is invertible), or which are interpolating (and
thus B is invertible), but not both simultaneously [4, 13]. Examples of critical sampling are
given by the space of band limited functions on R and the set Z, which is both sampling and
interpolating, and the space of functions on the Riemann sphere (or rather its stereographic
projection onto the complex plane) with fixed angular momentum s and the set of N th -roots
of unity, with N = 2s + 1 [21].
It should be noted that in the case in which there is a finite number N of sampling points
qk , the space `2 should be substituted by CN , and the operator B can be identified with its
matrix once a basis has been chosen.
Interesting cases are those where the overlapping kernel operator B has a circulant
matrix structure, Bkl = Ck−l , more precisely,
 
C0 C1 . . . CN−1
 CN−1 C0 . . . CN−2  N−1
 
B = circ(C0 , C1 , . . . , CN−1 ) = 

..
.
..
.
..
.
..
.
=
 ∑ C j Π j ≡ Pc (Π), (43)
j=0
C1 C2 ... C0

where
 
0 1 ... 0
 .. .. . . .. 
 . . . . 
Π=
 .. ..

 (ΠN = IN , Πt = Π∗ = Π−1 = ΠN−1 ),
 . . ... 1 
1 0 ... 0

is the generating matrix of the circulant matrices and Pc (t) is the representative polynomial
of the circulant (we put Π0 ≡ IN ). This structure allows for a straightforward diagonalization
and inversion. Indeed, according to the general theory (see e.g. [22]), every circulant matrix
is diagonalizable, with a factorization B = FN DFN∗ given in terms of the discrete Fourier
matrix
1
(FN )nm = √ e−i2πnm/N , m, n = 0, 1, . . . , N − 1 . (44)
N

and the diagonal matrix D = diag(λ̂0 , . . . , λ̂N−1 ), whose eigenvalues λk can be computed
through its representative polynomial as

N−1
λk = Pc (z̄k ) = ∑ Cl z̄lk , zk = e2πik/N , k = 0, . . . , N − 1. (45)
l=0
326 M. Calixto and J. Guerrero

4 Comments and applications


The development of Continuous Wavelet Transforms (CWT) on general manifolds X and
their discretization is an active field of research in Applied Harmonic Analysis. See e.g.
[6, 13] for general reviews and [14, 15] for recent papers on Wavelet Transforms and Gabor
systems on homogeneous manifolds. Particular interesting examples are the construction
of CWT on spheres SN−1 , by means of an appropriate unitary representation of the Lorentz
group in N + 1 dimensions SO(N, 1) [23–25]. The case N = 2 was analyzed in [18], pro-
viding a group-theoretical unified treatment of wavelets on the circle S1 and the real line.
These constructions have important applications in, for example, the analysis of astrophys-
ical data in the celestial sphere. There are also constructions of CWT on the upper sheet
H2+ of the two-sheeted hyperboloid H2 [26], or its stereographical projection onto the open
unit disk
D1 = SO(1, 2)/SO(2) = SU(1, 1)/U(1). (46)
Completeness criteria for CS subsystems related to discrete subgroups of SU(1, 1) have
been proved using the theory of Automorphic Forms (see e.g. [4]). In [27] we followed
a different approach. Working in the open unit disk (46), we chose as sampling points
for analytic functions inside D1 (carrying a unitary irreducible representation of SU(1, 1)
of Bargmann index s) a set of N equally distributed points on a circumference of radius
r < 1. For bandlimited holomorphic functions on D1 of bandlimit M < N and index s,
the resolution operator A turns out to be diagonal, providing a reconstruction formula by
means of a (left) pseudoinverse. The Fourier coefficients can be obtained by means of the
(filtered) Fourier transform of the data, allowing for a straightforward fast extension of the
reconstruction algorithm. The reconstruction of arbitrary (band-unlimited) functions is not
exact for a finite number N of samples. However, for fast-decaying, or “quasi-bandlimited”,
functions it is still possible to give partial reconstruction formulas and to analyze the accu-
racy of the approximation in terms of N, the radius r and the index s, this time through the
sampled CS overlap (or reproducing kernel) B which exhibits a “circulant” structure and
can be easily inverted using the properties of the Rectangular Fourier Matrices (RFM) and
the theory of Circulant Matrices [22]. This helped us to provide a reconstruction formula
accomplished through an eigen-decomposition B = F DF −1 of B , where F turns out to
be the standard discrete Fourier transform matrix.
As already said, the basic ingredient in all these constructions is a group of transforma-
tions G which contains motions (and dilations) on X, together with a transitive action of G
on X. Of special interest are the groups SU(2) and SU(1, 1) of motions of the sphere and
the Lobachevsky plane, respectively. Both, SU(2) and SU(1, 1), appear as the underlying
symmetry groups of many physical systems for which they constitute a powerful compu-
tational and classification tool. In fact, Angular Momentum Theory proves to be essential
when studying systems exhibiting rotational invariance (isotropy). In the same manner, the
representation theory of SU(1, 1) or SL(2, R) is useful when dealing with systems bearing
conformal invariance, specially in two dimensions, where this finite-dimensional symmetry
can be promoted to an infinite-dimensional one (the Virasoro group). Furthermore, SU(2)
and SU(1, 1) Coherent States, generalizing canonical CS of the Heisenberg-Weyl group
(Gabor frames), find a great variety of applications, mainly in the study of quantum me-
chanical systems and their classical limit (see e.g. [4, 8, 28]). For example, ground states of
Harmonic Analysis on Groups 327

superconductors and superfluids (like Bose-Einstein condensates) are coherent states. Like-
wise, the Lowest Landau Level (LLL) wavefunctions in Quantum Hall Effect (characterized
by a quantization of the Hall conductance in two-dimensional electron systems subjected
to low temperatures and strong magnetic fields) are coherent states; the formulation of such
interesting effect on the hyperboloid SU(1, 1)/U(1) has been recently considered in [29]
(see also references therein for the extension to other geometries) and we believe that the
construction of discrete frames and sampling theorems on homogeneous spaces X = G/H
can be useful when considering numerical simulations of these systems. Here the dis-
cretization process turns out to be essential for computational applications. We hope that
the establishment of new sampling theorems for harmonic analysis on non-Abelian groups
and their homogeneous spaces will be of importance for numerical study and simulation of
those physical systems bearing that symmetries. Actually, there are some important general
results about sampling and efficient computation of Fourier transforms for compact groups
(see e.g. [30, 31]). However, a comprehensive study of the non-compact case is far more
involved, although there is a quite well developed theory of sampling on Riemannian man-
ifolds (see Refs. from [32] to [33]) with reconstruction formulas for bandlimited functions
on homogeneous spaces. Other results in this direction have been obtained for specific
groups (see e.g. [6] for a survey). For instance, we would like to point out Ref. [34] for
the motion group and its engineering applications [35] (namely in robotics [36]), Ref. [37]
for discrete frames of the Poincaré group and Ref. [38] for the formulation of Wavelets on
the 3+1 dimensional conformal group SO(4, 2), the last two cases with important potential
applications to Relativity Theory.

Acknowledgements
Work partially supported by the Fundación Séneca, Spanish MICINN and Junta de An-
dalucı́a under projects [08816/PI/08, 08814/PI/08], FIS2008-06078-C03-01 and FQM219,
respectively.

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