Fast Gauss transforms with complex parameters using NFFT

This library of C functions computes approximations of sums of the following form. Given complex coefficients ${\alpha }_k\in \mathbb{C}$ and source knots $x_k\in [-\frac{1}{4},\frac{1}{4}]$, our goal consists in the fast evaluation of the sum $$f(y)=\sum _{k=1}^N{\alpha }_k{\mathrm{e}}^{-\sigma |\mathrm{y}-{\mathrm{x}}_{\mathrm{k}}{|}^2}$$ at the target knots $y_j\in [-\frac{1}{4},\frac{1}{4}]$, $j=1,\dots ,M$, where $\sigma =a+\mathrm{i}b$, $a>0,b\in \mathbb{R}$ denotes a complex parameter.
 

The algorithms are implemented by Stefan Kunis in ./applications/fastgauss. Related paper are

Kunis, S., Potts, D. and Steidl, G.
Fast Gauss transforms with complex parameters using NFFTs.
J. Numer. Math. 14, 295-303.   (full paper ps, pdf),   2006