A direct solution to the interpolative inverse non-uniform fast Fourier transform problem for spectral analyses of non-equidistant time-series data
Numerical Analysis
2024-02-28 v3 Numerical Analysis
Abstract
A simple least-squares optimisation enables the determination of the spectrum for irregularly sampled data that is readily reconstructed using an adjoint transformation of the Non-Uniform Fast Fourier Transform (NFFT). This is an improvement upon previously reported iterative methods for such problems, and is competitive in terms of time complexity with more recently proposed direct NFFT inversions when considering comparable matrix pre-computation steps. The software is highly portable, and available as a convenient Python package using standard libraries. Given its mathematical simplicity however, it can be easily implemented on any platform.
Keywords
Cite
@article{arxiv.2310.15310,
title = {A direct solution to the interpolative inverse non-uniform fast Fourier transform problem for spectral analyses of non-equidistant time-series data},
author = {Michael Sorochan Armstrong and José Carlos Pérez-Girón and José Camacho and Regino Zamora},
journal= {arXiv preprint arXiv:2310.15310},
year = {2024}
}
Comments
13 pages, 5 figures