Minkowski plane

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In linear algebra, a frame of a vector space V with an inner product can be seen as a generalization of the idea of a basis to sets which may be linearly dependent. Frames were introduced by Duffin and Schaeffer in their study on nonharmonic Fourier series. They remained obscure until Mallat, Daubechies, and others used them to analyze wavelets in the 1980s. Some practical uses of frames today include robust coding and design and analysis of filter banks.

The key issue related to the construction of a frame appears when we have a sequence of vectors {ek}, with each ekV and we want to express an arbitrary element vV as a linear combination of the vectors {ek}:

v=kckek

and want to determine the coefficients ck. If the set {ek} does not span V, then these coefficients cannot be determined for all such v. If {ek} spans V and also is linearly independent, this set forms a basis of V, and the coefficients ck are uniquely determined by v: they are the coordinates of v relative to this basis. If, however, {ek} spans V but is not linearly independent, the question of how to determine the coefficients becomes less apparent, in particular if V is of infinite dimension.

Given that {ek} spans V and is linearly dependent, it may appear obvious that we should remove vectors from the set until it becomes linearly independent and forms a basis. There are some problems with this strategy:

  1. By removing vectors randomly from the set, it may lose its possibility to span V before it becomes linearly independent.
  2. Even if it is possible to devise a specific way to remove vectors from the set until it becomes a basis, this approach may become infeasible in practice if the set is large or infinite.
  3. In some applications, it may be an advantage to use more vectors than necessary to represent v. This means that we want to find the coefficients ck without removing elements in {ek}.

In 1952, Duffin and Schaeffer gave a solution to this problem, by describing a condition on the set {ek} that makes it possible to compute the coefficients ck in a simple way. More precisely, a frame is a set {ek} of elements of V which satisfy the so-called frame condition:

There exist two real numbers, A and B such that 0<AB< and
Av2k|vek|2Bv2 for all vV.
This means that the constants A and B can be chosen independently of v: they only depend on the set {ek}.

The numbers A and B are called lower and upper frame bounds.

It can be shown that the frame condition entails the existence of a set of dual frame vectors {e~k} with the property that

kve~kek=kveke~k=v

for any vV. This implies that a frame together with its dual frame has the same property as a basis and its dual basis in terms of reconstructing a vector from scalar products.

Relation to bases

If the set {ek} is a frame of V, it spans V. Otherwise there would exist at least one non-zero vV which would be orthogonal to all ek. If we insert v into the frame condition, we obtain

Av20Bv2;

therefore A0, which is a violation of the initial assumptions on the lower frame bound.

If a set of vectors spans V, this is not a sufficient condition for calling the set a frame. As an example, consider V=2 and the infinite set {ek} given by

{(1,0),(0,1),(0,12),(0,13),}.

This set spans V but since kek|(0,1)|2=0+1+12+13+= we cannot choose B<. Consequently, the set {ek} is not a frame.

Types of frames

Tight frames

A frame is tight if the frame bounds A and B are equal. This means that the frame obeys a generalized Parseval's identity. For example, the union of k orthonormal bases of a vector space forms a tight frame with A=B=k. If A=B=1, then a frame is either called normalized or Parseval. However, some of the literature refers to a frame for which kek=c where c is a constant independent of k (see uniform below) as a normalized frame.

Uniform frames

A frame is uniform if each element has the same norm: kek=c where c is a constant independent of k. A uniform normalized tight frame with c=1 is an orthonormal basis.

The dual frame

The frame condition is both sufficient and necessary for allowing the construction of a dual or conjugate frame, {e~k}, relative the original frame, {ek}. The duality of this frame implies that

kve~kek=kveke~k=v

is satisfied for all vV. In order to construct the dual frame, we first need the linear mapping: S:VV defined as

Sv=kvekek

From this definition of S and linearity in the first argument of the inner product, it now follows that

Svv=k|vek|2

which can be inserted into the frame condition to get

Av2SvvBv2 for all vV

The properties of S can be summarised as follows:

  1. S is self-adjoint, positive definite, and has positive upper and lower bounds. This leads to
  2. the inverse S1 of S exists and it, too, is self-adjoint, positive definite, and has positive upper and lower bounds.

The dual frame is defined by mapping each element of the frame with S1:

e~k=S1ek

To see that this makes sense, let vV be arbitrary and set

u=kveke~k

It is then the case that

u=kvek(S1ek)=S1(kvekek)=S1Sv=v

which proves that

v=kveke~k

Alternatively, we can set

u=kve~kek

By inserting the above definition of e~k and applying known properties of S and its inverse, we get

u=kvS1ekek=kS1vekek=S(S1v)=v

which shows that

v=kve~kek

This derivation of the dual frame is a summary of section 3 in the article by Duffin and Schaeffer. They use the term conjugate frame for what here is called dual frame.

See also

References

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