4 code implementations • 17 Jan 2017 • Diego Ruiz-Antolin, Alex Townsend
By viewing the nonuniform discrete Fourier transform (NUDFT) as a perturbed version of a uniform discrete Fourier transform, we propose a fast, stable, and simple algorithm for computing the NUDFT that costs $\mathcal{O}(N\log N\log(1/\epsilon)/\log\!\log(1/\epsilon))$ operations based on the fast Fourier transform, where $N$ is the size of the transform and $0<\epsilon <1$ is a working precision.
Numerical Analysis