An algorithm for the rapid evaluation of special function transforms

Autor: Vladimir Rokhlin, Michael O'Neil, Franco Woolfe
Jazyk: angličtina
Předmět:
Zdroj: Applied and Computational Harmonic Analysis. (2):203-226
ISSN: 1063-5203
DOI: 10.1016/j.acha.2009.08.005
Popis: We introduce a new class of fast algorithms for the application to arbitrary vectors of certain special function transforms. The scheme is applicable to a number of transforms, including the Fourier–Bessel transform, the non-equispaced Fourier transform, transforms associated with all classical orthogonal polynomials, etc.; it requires order O ( n log ( n ) ) operations to apply an n × n matrix to an arbitrary vector. The performance of the algorithm is illustrated by several numerical examples.
Databáze: OpenAIRE