A “multigrid” extension of theFFT for the numerical inversion of Fourier and Laplace Transforms

An algorithm for accurate numerical inversion of slowly convergent Fourier and Laplace Transforms is studied. It makes use of several equidistant grids with the same number of points, covering different symmetric intervals of the time and frequency axes. Typically, the number of operations per computed function value is about twice as large as for an ordinary FFT. The distribution of points is, however, for many applications much more adequate because, globally, the union of the grids is an approximately equidistant point set on a logarithmic scale.Dedicated to Gene H. Golub on the occasion of his 60'th birthday