A comparison of numerical algorithms for Fourier extension of the first, second, and third kinds (Q1601548)
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English | A comparison of numerical algorithms for Fourier extension of the first, second, and third kinds |
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A comparison of numerical algorithms for Fourier extension of the first, second, and third kinds (English)
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26 November 2002
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The author compares in a fairly suggestive way several methods which work when one tries to extend a given nonperiodic function to a periodic one on a larger interval. The best extension requires a singular value decomposition with iterative refinements. This achieves accuracy close to machine precision.
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local Fourier basis
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wavelets
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pseudospectral algorithms
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Fourier extension
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inhomogeneous Poisson equation
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homogeneous boundary value problem
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singular value decomposition
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iterative refinements
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