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

[Michael]

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!