The calculation of trigonometric Fourier coefficients (Q2265791)

A method for the numerical evaluation of trigonometric Fourier coefficients \[ \frac{2}{B-A} \int^{B}_{A} f(x) {\cos\atop\sin} \left( \frac{2\pi r(x-A)}{B-A}\right) dx, \quad r=0,1,2,\ldots \] is described in terms of equally spaced function values \[ f(A+j(B-A)/m), \quad j=0,1,2,\ldots,m. \] The method is suitable for functions f which are sufficiently smooth on the fundamental interval [A,B]. The method is a modification of the standard approach and also employs trapezoidal rule sums and optionally the fast Fourier transform to calculate these. Some aspects of the material of this elegant paper has been investigated by the author before [Math. Comput. 28, 81-123 (1974; Zbl 0271.41006) and the Technical Memorandum 370, Applied Mathematics Division, Argonne National Laboratory (1981)]. ''However, here the author concentrates on the underlying ideas and, particularly, on relating these to practical techniques for gauging the accuracy of the numerical approximations and the cost in terms of function values of attaining a specified accuracy''.