The fast Gauss transform with complex parameters

DOI10.1016/J.JCP.2004.07.020MaRDI QIDQ706837zbMATH OpenOpenAlexFDO

Authors Fredrik Andersson, Gregory Beylkin

Publication date 9 February 2005

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2004.07.020

zbMATH Keywords

chirped Gaussiandiscrete Fourier transformfast algorithmfast Gauss transformnonequally spaced fast Fourier transform

Mathematics Subject Classification ID

Special integral transforms (Legendre, Hilbert, etc.) (44A15) Numerical methods for integral transforms (65R10) Numerical methods for discrete and fast Fourier transforms (65T50)

Review text

For given coefficients \(q_k \in {\mathbb C}\) and source knots \(s_k \in [-1/2,\,1/2]\) \((k=1,\dots,N)\), the authors evaluate approximately the sum \[ G(x)=\sum_{k=1}^N q_k \, \exp(-\alpha | x-s_k| ^2) \] at the target knots \(x_j \in [-1/2,\, 1/2]\) \((j=1,\dots, M)\), where \(\alpha = a - \text{ i}b\) \((a>0,\, b\in {\mathbb R})\) is a complex parameter. Such sums appear in numerical computation of integrals \[ Q(x)=\int q(s)\, \exp(-\alpha | x-s| ^2)\, \text{ d}s. \] Using a fast algorithm of discrete Fourier transform for nonequally spaced knots, this paper presents a fast Gauss transform with \({\mathcal O}(N\,\log N + M)\) flops. Remark of the reviewer: The general fast summation algorithm developed by \textit{D. Potts, G. Steidl} and \textit{A. Nieslony} [Numer. Math. 98, 329--351 (2004; Zbl 1056.65146)] can be specified for the Gaussian kernel with complex parameter \(\alpha\) to obtain a fast Gauss transform with \({\mathcal O}(N+M)\) flops.

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Cites work

• A new version of the fast Gauss transform
• Fast Fourier Transforms for Nonequispaced Data
• Fast wavelet transforms and numerical algorithms I
• Grassmannian frames with applications to coding and communication
• Numerical operator calculus in higher dimensions
• On the fast Fourier transform of functions with singularities
• The Fast Gauss Transform
• The Fast Gauss Transform with Variable Scales

Cited in

(11)

• A remark on the fast Gauss transform
• Algorithms for unequally spaced fast Laplace transforms
• Complex valued spectral Hermite approximations for the actively mode-locked laser
• The fast generalized Gauss transform
• scientific article; zbMATH DE number 4151731 (Why is no real title available?)
• A Kronecker Product Representation of the Fast Gauss Transform
• A New Error Estimate of the Fast Gauss Transform
• Fast Reciprocal Jacket Transform With Many Parameters
• The Fast Gauss Transform
• Fast Gauss transforms with complex parameters using NFFTs
• A sharp error estimate for the fast Gauss transform

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