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High-Dimensional FFT

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Part of the book series: Applied and Numerical Harmonic Analysis ((ANHA))

Abstract

In this chapter, we discuss methods for the approximation of d-variate functions in high dimension \(d\in \mathbb N\) based on sampling along rank-1 lattices and we derive the corresponding fast algorithms. In contrast to Chap. 4, our approach to compute the Fourier coefficients of d-variate functions is no longer based on tensor product methods.

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Plonka, G., Potts, D., Steidl, G., Tasche, M. (2018). High-Dimensional FFT. In: Numerical Fourier Analysis. Applied and Numerical Harmonic Analysis. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-04306-3_8

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