A ``multigrid'' extension of the \(FFT\) for the numerical inversion of Fourier and Laplace transforms (Q2366654)

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A ``multigrid'' extension of the \(FFT\) for the numerical inversion of Fourier and Laplace transforms
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    A ``multigrid'' extension of the \(FFT\) for the numerical inversion of Fourier and Laplace transforms (English)
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    28 November 1993
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    This paper computes inversions of slowly convergent Fourier transforms \(f(\omega)\) in a prescribed accuracy by interpolating \(f(\omega)\) on an equidistant logarithmic grid. According to this algorithm, the number of arithmetic operations per computed function value is about twice as large as that for implementing ordinary algorithms for the fast Fourier transform.
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    inverse Fourier transforms
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    inverse Laplace transforms
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    cubic spline interpolation
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    equidistant logarithmic grid
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    fast Fourier transform
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