Franklin, Joel (1990) Analytic Continuation by the Fast Fourier Transform. SIAM Journal of Scientific and Statistical Computing, 11 (1). pp. 112-122. ISSN 0196-5204 http://resolver.caltech.edu/CaltechAUTHORS:FRAsiamjssc90
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Abstract
The ill-posed problem of analytic continuation is regularized by a prescribed bound. A simple computer algorithm is given that is based on the fast Fourier transform. The algorithm computes $m$ complex values and a positive error bound with time complexity $O(m\log m)$. As a function of the data errors and the prescribed bound, the numerical error is shown to be consistent with that prescribed by the three-circles principle of Hadamard.
| Item Type: | Article |
|---|---|
| Additional Information: | ©1990 Society for Industrial and Applied Mathematics Received by the editors November 2, 1987; accepted for publication (in revised form) January 24, 1989. |
| Subject Keywords: | analytic continuation, fast Fourier transform, ill posed |
| Record Number: | CaltechAUTHORS:FRAsiamjssc90 |
| Persistent URL: | http://resolver.caltech.edu/CaltechAUTHORS:FRAsiamjssc90 |
| Alternative URL: | http://dx.doi.org/10.1137/0911007 |
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. |
| ID Code: | 4869 |
| Collection: | CaltechAUTHORS |
| Deposited By: | Archive Administrator |
| Deposited On: | 11 Sep 2006 |
| Last Modified: | 26 Dec 2012 09:02 |
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