Fast Approximate Fourier Transforms for Irregularly Spaced Data

DOI10.1137/S003614459731533XMaRDI QIDQ4229430zbMATH OpenOpenAlexFDO

Authors Antony Ware

Publication date 22 February 1999

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s003614459731533x

zbMATH Keywords

Boyd's Euler sumcomplex exponentialscubic spline interpolationfast Fourier transformsirregularly spaced dataLagrange polynomial interpolationlocal Chebyshev approximationlocal Taylor expansionmultipole methodnumerical results

Mathematics Subject Classification ID

Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16) Numerical methods for discrete and fast Fourier transforms (65T50)

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Cited in

(29)

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• Fast computation of real discrete Fourier transform for any number of data points
• Efficient calculations of 3-D FFTs on spiral contours
• A nonuniform fast Fourier transform based on low rank approximation
• The Fourier approximation of smooth but non-periodic functions from unevenly spaced data
• A Parallel Nonuniform Fast Fourier Transform Library Based on an “Exponential of Semicircle" Kernel
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• Fast ewald summation based on NFFT with mixed periodicity
• Fast and accurate polar Fourier transform
• A sublinear algorithm for the recovery of signals with sparse Fourier transform when many samples are missing
• On the computation of the polar FFT
• Numerical solution of two asset jump diffusion models for option valuation
• Asymptotic properties of discrete Fourier transforms for spatial data

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