Date:       April 10, 2008

Speaker:  Franco Woolfe, Yale University

Where: Room 200 AKW 04:15pm

 

Title: An algorithm for the rapid evaluation of special function transforms

 

Abstract:

We introduce a fast algorithm for the numerical application to arbitrary vectors of several special function transforms, including the Fourier-Bessel and Legendre transforms. The algorithm requires O(n log(n)) operations to apply to an arbitrary vector any n by n matrix such that the rank of any contiguous submatrix is bounded by a constant times the number of entries in the submatrix. The performance of the algorithm is illustrated via several numerical examples.