1990
DOI: 10.1137/0911007
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Analytic Continuation by the Fast Fourier Transform

Abstract: Abstract. The ill-posed problem of analytic continuation is regularized by a prescribed bound. A simple computer algorithm is given that is based on the fast Fourier transform. The algorithm computes m complex values and a positive error bound with time complexity O(rn log rn). As a function of the data errors and the prescribed bound, the numerical error is shown to be consistent with that prescribed by the three-circles principle of Hadamard.

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Cited by 25 publications
(18 citation statements)
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“…More information on analytic continuation can be found in [1], [4], [23], [25], [35], [41]- [42], [50], [54]- [55], [69], [70], [74], [75], [81], [88], [124], [125], [130], [126], [149]- [150], [152], [187], [192], [194], [211], [215], [221], [223], [226]. 3.3.…”
Section: 2mentioning
confidence: 99%
“…More information on analytic continuation can be found in [1], [4], [23], [25], [35], [41]- [42], [50], [54]- [55], [69], [70], [74], [75], [81], [88], [124], [125], [130], [126], [149]- [150], [152], [187], [192], [194], [211], [215], [221], [223], [226]. 3.3.…”
Section: 2mentioning
confidence: 99%
“…, m). Note that to (numerically) compute (3.13), the regularization technique developed by Franklin in [13] can be used.…”
Section: The Svd Of the Msr Matrixmentioning
confidence: 99%
“…The analytic continuation is a classical problem in complex analysis, which is frequently encountered in many practical applications [6,15,19,22], while the stable numerical analytic continuation is a rather difficult problem. In general, this problem is severely ill-posed.…”
Section: Introductionmentioning
confidence: 99%
“…However, it seems that there are few applications of modern theory of regularization methods which have been developed intensively in the last few decades. A simple computer algorithm was given in [6] that is based on the fast Fourier transform. In [2,24], a hypergeometric summation method was used to reconstruct some analytic functions from exponentially spaced samples, where the approximation errors and stability estimates were obtained.…”
Section: Introductionmentioning
confidence: 99%