Algorithms for Unequally Spaced Fast Laplace Transforms
نویسندگان
چکیده
Vol. 1 (2013) pp. 37-46. ALGORITHMS FOR UNEQUALLY SPACED FAST LAPLACE TRANSFORMS FREDRIK ANDERSSON⇤ Abstract. We develop fast algorithms for unequally spaced discrete Laplace transforms with complex parameters, which are approximate up to prescribed choice of computational precision. The algorithms are based on modifications of algorithms for unequally spaced fast Fourier transforms using Gaussians. Various configurations of sums with equally and unequally spaced points cant be dealt with. Numerical experiments show that the computational time is similar to that for computing ordinary discrete Fourier transforms by means of FFT. Results are given for the one-dimensional case, but it is straightforward to generalize them to arbitrary dimensions.
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