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Quantitative Estimates: How Well Does the Discrete Fourier Transform Approximate the Fourier Transform on R?

delete2026-01-01
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PRE
AI
E
Ehler, Martin *
G
Groechenig, Karlheinz
K
Klotz, Andreas
DOI:10.1137/24M1650399delete
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Abstract

Abstract

En 中文
In order to compute the Fourier transform of a function f on the real line numerically, one samples f on a grid and then takes the discrete Fourier transform. We derive exact error estimates for this procedure in terms of the decay and smoothness of f. The analysis provides an asymptotically optimal recipe for how to relate the number of samples, the sampling interval, and the grid size.
Keywords:
discrete Fourier transform
FFT
approximation rate
weight function
amalgam space

Journal

SIAM Review cover
SIAM Review
IF:
6.1
Papers:
888
Citations:
1.2W

Organization

U
university of vienna
Scholars:
2.3K
Papers: 1.2K
Citations: 0
A
Austrian Academy of Sciences
Scholars:
4.9K
Papers: 3.9K
Citations: 8.2K
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