Nonequispaced fast Fourier transform
Fast Gauss transform
Fast Gauss transforms with complex parameters using NFFT

# 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 $f(y)=\sum_{k=1}^N \alpha_k \rm {e}^{-\sigma|y-x_k|^2}$ at the target knots $$y_j \in [-\frac{1}{4},\frac{1}{4}]$$, $$j=1,\dots,M$$, where $$\sigma = a + {\rm i} b$$, $$a>0,b\in \mathbb{R}$$ 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