
From:  Michael 
Subject:  Re: [Helpgsl] Does anybody know how to use FFT to compute numerical integration? 
Date:  Thu, 28 Jun 2007 19:46:02 0700 
Thanks! I probably have to do a smarter FFT... otherwise I don't think a plain discretization of the function and then take FFT I will be able to obtain a good Fourier integral. Fourier integral are hard integrals and I have met with enough numerical instability and difficulties... I am really looking for smarter FFT to do the numerical integration. Thanks a lot! On 6/28/07, Evgeny Kurbatov <address@hidden> wrote:
The sufficient example of interpolation is on http://www.gnu.org/software/gsl/manual/html_node/Interpolation.html But you can realize your own minimal and efficient linear interpolation on the grid with given mappings v(i) and i(v). If the mapping i(v) is known, you will not need for lookup of index 'i' by variable 'v', so it will be fast... Michael wrote: > It doesn't seem to be efficient to me? Will the interpolation be fast? > How do you handle it? Thanks!
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