Fouriertransform on sparse grids with hierarchical bases (Q1203427)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fouriertransform on sparse grids with hierarchical bases |
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Fouriertransform on sparse grids with hierarchical bases (English)
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8 February 1993
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An algorithm for the trigonometric interpolation of functions of \(n\) variables on a sparse grid is described. This discrete Fourier transform based on the fast Fourier transform has a greatly reduced complexity in comparison to the Fourier transform on a regular grid whereas the approximation quality in only slightly reduced if the function belongs to a Korobov space. The transformation is also easily invertible.
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algorithm
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trigonometric interpolation
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sparse grid
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discrete Fourier transform
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fast Fourier transform
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reduced complexity
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Korobov space
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