A fast algorithm for multilinear operators

Abstract

This paper introduces a fast algorithm for computing multilinear integrals which are defined through Fourier multipliers. The algorithm is based on generating a hierarchical decomposition of the summation domain into squares, constructing a low-rank approximation for the multiplier function within each square, and applying an FFT based fast convolution algorithm for the computation associated with each square. The resulting algorithm is accurate and has a linear complexity, up to logarithmic factors, with respect to the number of the unknowns in the input functions. Numerical results are presented to demonstrate the properties of this algorithm.