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  2. FFTW - Wikipedia

    en.wikipedia.org/wiki/FFTW

    The Fastest Fourier Transform in the West (FFTW) is a software library for computing discrete Fourier transforms (DFTs) developed by Matteo Frigo and Steven G. Johnson at the Massachusetts Institute of Technology. [2] [3] [4] FFTW is one of the fastest free software implementations of the fast Fourier transform (FFT).

  3. Harmonic analysis - Wikipedia

    en.wikipedia.org/wiki/Harmonic_analysis

    Harmonic analysis is a branch of mathematics concerned with investigating the connections between a function and its representation in frequency.The frequency representation is found by using the Fourier transform for functions on unbounded domains such as the full real line or by Fourier series for functions on bounded domains, especially periodic functions on finite intervals.

  4. Spectral method - Wikipedia

    en.wikipedia.org/wiki/Spectral_method

    Compute the Fourier transform (b j,k) of g.Compute the Fourier transform (a j,k) of f via the formula ().Compute f by taking an inverse Fourier transform of (a j,k).; Since we're only interested in a finite window of frequencies (of size n, say) this can be done using a fast Fourier transform algorithm.

  5. Split-step method - Wikipedia

    en.wikipedia.org/wiki/Split-step_method

    The part of this equation involving ^ can be computed directly using the wave function at time , but to compute the exponential involving ^ we use the fact that in frequency space, the partial derivative operator can be converted into a number by substituting for , where is the frequency (or more properly, wave number, as we are dealing with a ...

  6. Fejér kernel - Wikipedia

    en.wikipedia.org/wiki/Fejér_kernel

    In mathematics, the Fejér kernel is a summability kernel used to express the effect of Cesàro summation on Fourier series. It is a non-negative kernel, giving rise to an approximate identity . It is named after the Hungarian mathematician Lipót Fejér (1880–1959).

  7. Multitaper - Wikipedia

    en.wikipedia.org/wiki/Multitaper

    The multitaper method overcomes some of the limitations of non-parametric Fourier analysis. When applying the Fourier transform to extract spectral information from a signal, we assume that each Fourier coefficient is a reliable representation of the amplitude and relative phase of the corresponding component frequency. This assumption, however ...

  8. Multidimensional transform - Wikipedia

    en.wikipedia.org/wiki/Multidimensional_transform

    An example of a weakly nonlinear circuit. The inverse multidimensional Laplace transform can be applied to simulate nonlinear circuits. This is done so by formulating a circuit as a state-space and expanding the Inverse Laplace Transform based on Laguerre function expansion.

  9. Fast Fourier transform - Wikipedia

    en.wikipedia.org/wiki/Fast_Fourier_transform

    An example FFT algorithm structure, using a decomposition into half-size FFTs A discrete Fourier analysis of a sum of cosine waves at 10, 20, 30, 40, and 50 Hz. A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT).