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The nonuniform fast Fourier transform (NUFFT) generalizes the FFT to off-grid data. Its many applications include image reconstruction, data analysis, and the numerical solution of differential equations. We present FINUFFT, an efficient…

Numerical Analysis · Mathematics 2019-04-10 Alex H. Barnett , Jeremy F. Magland , Ludvig af Klinteberg

Efficient estimators of Fourier-space statistics for large number of objects rely on Fast Fourier Transforms (FFTs), which are affected by aliasing from unresolved small scale modes due to the finite FFT grid. Aliasing takes the form of a…

Cosmology and Nongalactic Astrophysics · Physics 2017-10-09 Emiliano Sefusatti , Martin Crocce , Roman Scoccimarro , Hugh Couchman

Computing the Sparse Fast Fourier Transform(sFFT) of a K-sparse signal of size N has emerged as a critical topic for a long time. There are mainly two stages in the sFFT: frequency bucketization and spectrum reconstruction. Frequency…

Signal Processing · Electrical Eng. & Systems 2020-11-12 Bin Li , Zhikang Jiang , Jie Chen

Non-uniform fast Fourier Transform (NUFFT) and inverse NUFFT (INUFFT) algorithms, based on the Fast Multipole Method (FMM) are developed and tested. Our algorithms are based on a novel factorization of the FFT kernel, and are implemented…

Numerical Analysis · Computer Science 2016-11-30 Nail A. Gumerov , Ramani Duraiswami

The non-equidistant fast Fourier transform (NFFT) is an extension of the famous fast Fourier transform (FFT), which can be applied to non-equidistantly sampled data in time/space or frequency domain. It is an approximative algorithm that…

Mathematical Software · Computer Science 2023-01-31 Tobias Knopp , Marija Boberg , Mirco Grosser

We present a fast algorithm for computing the diffracted field from arbitrary binary (sharp-edged) planar apertures and occulters in the scalar Fresnel approximation, for up to moderately high Fresnel numbers ($\lesssim 10^3$). It uses a…

Instrumentation and Methods for Astrophysics · Physics 2020-12-18 Alex H. Barnett

One of the main computational bottlenecks when working with kernel based learning is dealing with the large and typically dense kernel matrix. Techniques dealing with fast approximations of the matrix vector product for these kernel…

Machine Learning · Computer Science 2024-04-29 Theresa Wagner , Franziska Nestler , Martin Stoll

We implement and test kernel averaging Non-Uniform Fast Fourier Transform (NUFFT) methods to enhance the performance of correlation and covariance estimation on asynchronously sampled event-data using the Malliavin-Mancino Fourier…

Computational Finance · Quantitative Finance 2020-11-11 Patrick Chang , Etienne Pienaar , Tim Gebbie

In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…

Numerical Analysis · Mathematics 2021-07-09 Awanish Kumar Tiwari , Ambuj Pandey , Jagabandhu Paul , Akash Anand

The Discrete Fourier Transform (DFT) is central to the analysis of uniformly sampled signals, yet many practical applications involve non-uniform sampling, requiring the Non-Uniform Discrete Fourier Transform (NUDFT). While quantum…

Quantum Physics · Physics 2026-03-18 Junaid Aftab , Yuehaw Khoo , Haizhao Yang

Resampling by interpolation is the traditional method to process interferograms from non-uniformly sampled Fourier transform spectrometers. The non-uniform fast Fourier transform (NUFFT) is an alternative approach that has been mostly…

Instrumentation and Detectors · Physics 2024-12-10 Muqian Wen , John Houlihan

Nonuniform Fourier data are routinely collected in applications such as magnetic resonance imaging, synthetic aperture radar, and synthetic imaging in radio astronomy. To acquire a fast reconstruction that does not require an online inverse…

Numerical Analysis · Mathematics 2016-10-05 Anne Gelb , Guohui Song

Numerical simulation of Fresnel diffraction with fast Fourier transform (FFT) is widely used in optics, especially computer holography. Fresnel diffraction with FFT cannot set different sampling rates between source and destination planes,…

Nonuniformly sampled signals are prevalent in real-world applications. However, estimating their power spectra from finite samples poses a significant challenge. The optimal solution-Bronez Generalized Prolate Spheroidal Sequence (GPSS) by…

Signal Processing · Electrical Eng. & Systems 2025-12-24 Jie Cui , Benjamin H. Brinkmann , Gregory A. Worrell

We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse…

Numerical Analysis · Mathematics 2022-09-05 Lutz Kämmerer , Daniel Potts , Fabian Taubert

In this paper, we study the error behavior of the nonequispaced fast Fourier transform (NFFT). This approximate algorithm is mainly based on the convenient choice of a compactly supported window function. So far, various window functions…

Numerical Analysis · Mathematics 2021-08-25 Daniel Potts , Manfred Tasche

We present a new version of the fast Gauss transform (FGT) for discrete and continuous sources. Classical Hermite expansions are avoided entirely, making use only of the plane-wave representation of the Gaussian kernel and a new…

Numerical Analysis · Mathematics 2023-05-15 Leslie Greengard , Shidong Jiang , Manas Rachh , Jun Wang

We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…

Computation · Statistics 2023-05-19 Philip Greengard , Manas Rachh , Alex Barnett

In this paper, we study the error behavior of the nonequispaced fast Fourier transform (NFFT). This approximate algorithm is mainly based on the convenient choice of a compactly supported window function. Here we consider the continuous…

Numerical Analysis · Mathematics 2021-08-25 Daniel Potts , Manfred Tasche

Scalar diffraction calculations such as the angular spectrum method (ASM) and Fresnel diffraction, are widely used in the research fields of optics, X-rays, electron beams, and ultrasonics. It is possible to accelerate the calculation using…

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