Error control of a numerical formula for the Fourier transform by Ooura's continuous Euler transform and fractional FFT

DOI10.1016/j.cam.2014.01.006zbMath1293.65178arXiv1306.0631OpenAlexW2056855684MaRDI QIDQ2511304

Ken'ichiro Tanaka

Publication date: 5 August 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.0631

zbMATH Keywords

Fourier transformerror controlcontinuous Euler transformfractional FFT

Mathematics Subject Classification ID

Numerical methods for discrete and fast Fourier transforms (65T50)

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Spherical Bessel transform via exponential sum approximation of spherical Bessel function, Maximum likelihood estimation of the Fisher-Bingham distribution via efficient calculation of its normalizing constant

Uses Software

• Sinc-Pack

Cites Work

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• A double exponential formula for the Fourier transforms
• Efficient Options Pricing Using the Fast Fourier Transform
• The Fractional Fourier Transform and Applications
• A continuous Euler transformation and its application to the Fourier transform of a slowly decaying function