Book contents
- Frontmatter
- Contents
- Preface
- Acknowledgements
- Symbols
- Part I Numerical Linear Algebra
- Part II Constructive Approximation Theory
- 9 Polynomial Interpolation
- 10 Minimax Polynomial Approximation
- 11 Polynomial Least Squares Approximation
- 12 Fourier Series
- 13 Trigonometric Interpolation and the Fast Fourier Transform
- 14 Numerical Quadrature
- Part III Nonlinear Equations and Optimization
- Part IV Initial Value Problems for Ordinary Differential Equations
- Part V Boundary and Initial Boundary Value Problems
- Appendix A Linear Algebra Review
- Appendix B Basic Analysis Review
- Appendix C Banach Fixed Point Theorem
- Appendix D A (Petting) Zoo of Function Spaces
- References
- Index
13 - Trigonometric Interpolation and the Fast Fourier Transform
from Part II - Constructive Approximation Theory
Published online by Cambridge University Press: 29 September 2022
- Frontmatter
- Contents
- Preface
- Acknowledgements
- Symbols
- Part I Numerical Linear Algebra
- Part II Constructive Approximation Theory
- 9 Polynomial Interpolation
- 10 Minimax Polynomial Approximation
- 11 Polynomial Least Squares Approximation
- 12 Fourier Series
- 13 Trigonometric Interpolation and the Fast Fourier Transform
- 14 Numerical Quadrature
- Part III Nonlinear Equations and Optimization
- Part IV Initial Value Problems for Ordinary Differential Equations
- Part V Boundary and Initial Boundary Value Problems
- Appendix A Linear Algebra Review
- Appendix B Basic Analysis Review
- Appendix C Banach Fixed Point Theorem
- Appendix D A (Petting) Zoo of Function Spaces
- References
- Index
Summary
This chapter begins with the study of trigonometric interpolation and the discrete Fourier transform. As a first application, the numerical integration of periodic functions is discussed. More detailed topics, like existence and uniqueness of trigonometric interpolants, as well as alias as convergence of trigonometric interpolation are discussed. An important practical tool, the fast Fourier transform (FFT) is then introduced. With this at hand the most rudimentary ideas of signal processing are presented.
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- Classical Numerical AnalysisA Comprehensive Course, pp. 345 - 371Publisher: Cambridge University PressPrint publication year: 2022