On a fast and accurate method for computing Fourier transforms

DOI10.1007/BF01955868MaRDI QIDQ1334992zbMATH OpenFDO

Authors P. C. Chakravarti, Mauricio A. Barrientos

Publication date 27 September 1995

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01955868

zbMATH Keywords

correction termEuler-Maclaurin formulafast Fourier transformFourier integralsnumerical examplestrapezoidal sum

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Euler-Maclaurin formula in numerical analysis (65B15) Numerical methods for trigonometric approximation and interpolation (65T40)

Review text

A method for fast approximate computation of Fourier integrals is presented. The higher accuracy of this formula is achieved by applying corrections to the classical trapezoidal sum computed by fast Fourier transform. The correction term is based on a generalized Euler-Maclaurin formula and can be determined efficiently, too. Numerical examples are given.

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Cites work

• An Algorithm for the Machine Calculation of Complex Fourier Series
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• scientific article; zbMATH DE number 3584892 (Why is no real title available?)
• scientific article; zbMATH DE number 3376602 (Why is no real title available?)

Cited in

(27)

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• A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula
• Fast Computation of Multidimensional Fourier Integrals
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• Rapid Computation of the Discrete Fourier Transform
• Accuracy of the Discrete Fourier Transform and the Fast Fourier Transform
• Efficient Fourier transforms for transverse momentum dependent distributions

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