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