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Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(online) ISSN 0025-5718(print)

 

A fast Laplace transform based on Laguerre functions


Author: John Strain
Journal: Math. Comp. 58 (1992), 275-283
MSC: Primary 44A10; Secondary 33C45, 44-04, 65R10
MathSciNet review: 1106983
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Abstract: In this paper, we present a fast algorithm which evaluates a discrete Laplace transform with N points at M arbitrarily distributed points in $ C(N + M)$ work, where C depends only on the precision required. Our algorithm breaks even with the direct calculation at $ N = M = 20$, and achieves a speedup of 1000 with 10000 points. It is based on a geometric divide and conquer strategy, combined with the manipulation of Laguerre expansions via a dilation formula for Laguerre functions.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0025-5718-1992-1106983-2
PII: S 0025-5718(1992)1106983-2
Keywords: Laplace transform, fast algorithms, Laguerre polynomials
Article copyright: © Copyright 1992 American Mathematical Society