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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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.
|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|
|Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Archive Administrator|
|Deposited On:||11 Sep 2006|
|Last Modified:||26 Dec 2012 09:02|
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