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Re: [Help-gsl] Does anybody know how to use FFT to compute numerical int
From: |
Evgeny Kurbatov |
Subject: |
Re: [Help-gsl] Does anybody know how to use FFT to compute numerical integration? |
Date: |
Thu, 28 Jun 2007 11:07:37 +0400 |
User-agent: |
Icedove 1.5.0.12 (X11/20070607) |
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