[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: [Help-gsl] Does anybody know how to use FFT to compute numerical int
Re: [Help-gsl] Does anybody know how to use FFT to compute numerical integration?
Thu, 28 Jun 2007 04:40:38 -0700
It doesn't seem to be efficient to me? Will the interpolation be fast?
How do you handle it? Thanks!
On 6/28/07, Evgeny Kurbatov <address@hidden> wrote:
> Moreover, is there a better adaptive quadature based "smart" integration
> method that can help me deal with the above situation efficiently? I am
> thinking of doing a cache for the Fourier Transform of g(t), which is
> FT[g(t)](v), since adaptive quadature based integration may sample
> point of FT[g(t)](v) each time... but perhaps the overhead introduced in
> cache may outweigh the smart adaptive integration itself...
If I understood your question right... you can interpolate precalculated
FT[g](v) between nodes of the grid of 'v' variable. In GSL this can be
done with 'gsl_spline_...' class of functions.