A fast Laplace transform based on Laguerre functions
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- by John Strain PDF
- Math. Comp. 58 (1992), 275-283 Request permission
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.References
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- V. Rokhlin, A fast algorithm for the discrete Laplace transformation, J. Complexity 4 (1988), no. 1, 12–32. MR 939693, DOI 10.1016/0885-064X(88)90007-6 G. Szegö, Orthogonal polynomials, 4th ed., Amer. Math. Soc. Colloq. Publ., vol. 23, Amer. Math. Soc., Providence, RI, 1975.
Additional Information
- © Copyright 1992 American Mathematical Society
- Journal: Math. Comp. 58 (1992), 275-283
- MSC: Primary 44A10; Secondary 33C45, 44-04, 65R10
- DOI: https://doi.org/10.1090/S0025-5718-1992-1106983-2
- MathSciNet review: 1106983