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On a fast and accurate method for computing Fourier transforms
Authors:P C Chakravarti  M Barrientos
Institution:(1) Department of Mathematics & Statistics, McMasters University, L8N 3Z5 Hamilton, Ontario, Canada;(2) Intestinal Disease Research Unit and Department of Electrical & Comp. Engineering, McMasters University, L8N 3Z5 Hamilton, Ontario, Canada
Abstract:In this paper, a variable order method for the fast and accurate computation of the Fourier transform is presented. The increase in accuracy is achieved by applying corrections to the trapezoidal sum approximations obtained by the FFT method. It is shown that the additional computational work involved is of orderK(2m+2), wherem is a small integer andKlen. Analytical expressions for the associated error is also given.
Keywords:41A10  42A08  65B15  65D15
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