Re: [Help-gsl] Does anybody know how to use FFT to compute numerical integration?

[Evgeny Kurbatov]

Hi, Michael.

> 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
> different
> point of FT[g(t)](v) each time... but perhaps the overhead introduced in
> the
> 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.

Best witches,
Evgeny