Numerical Analysis and Scientific Computing Seminar

An Algorithm for the Rapid Evaluation of Special Function Transforms

Speaker: Michael O'Neil, CIMS

Location: Warren Weaver Hall 1302

Date: Nov. 5, 2010, 10 a.m.

Synopsis:

In this talk we will introduce a new class of fast algorithms for the application of certain special function transforms to arbitrary vectors. The scheme is applicable to a number of transforms, including the Fourier–Bessel transform, the non-equispaced Fourier transform, transforms associated with all classical orthogonal polynomials, etc. The complexity of the scheme is O(n log n), and we illustrate the performance via several numerical examples.