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 andK≤n. Analytical expressions for the associated error is also given.
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Chakravarti, P.C., Barrientos, M. On a fast and accurate method for computing Fourier transforms. BIT 34, 205–214 (1994). https://doi.org/10.1007/BF01955868
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DOI: https://doi.org/10.1007/BF01955868