An Algorithm for the Rapid Evaluation of Special Function Transforms
Abstract
We introduce a fast algorithm for the numerical application to arbitrary vectors of several special function transforms. The algorithm requires O(n log(n)) operations to apply to an arbitrary vector any n n matrix such that the rank of any p q contiguous submatrix is bounded by a constant times pq/n. These rank bounds are proven here for the case of the Fourier-Bessel transform. Numerical experiments demonstrate a much wider applicability. The performance of the algorithm is illustrated via several numerical examples.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 15, 2008
- Accession Number
- ADA482145
Entities
People
- Franco Woolfe
- Michael O'Neil
- Vladimir Rokhlin, Jr.
Organizations
- Yale University