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[Help-gsl] Re: unevenly spaced functions & FFT


From: Heiko Bauke
Subject: [Help-gsl] Re: unevenly spaced functions & FFT
Date: Tue, 17 Mar 2009 13:02:42 +0100

Hi,

On Tue, 17 Mar 2009 11:14:15 +0200
Shuman Serle <address@hidden> wrote:

> If I have an unevenly spaced complex dataset (its generated by an
> adaptive ODE solver), can I use it with the FFT transforms, OR do I
> need to apply an interpolation method in order to retrieve evenly
> spaced points first. The documentation examples don't make this
> clear. Next question is how do I re-pack the array to allow the FFT
> algorithm to work.

all standard DFT routines require evenly spaced data. If your data is
unevenly spaced then you have to apply a Non-uniform Discrete Fourier
Transform (NDFT), see for example
http://www-user.tu-chemnitz.de/~potts/nfft/

Interpolating the data is probably not a good idea.


        Heiko

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