FINUFFT

FINUFFT is a set of libraries to compute efficiently three types of nonuniform fast Fourier transform (NUFFT) to a specified precision, in one, two, or three dimensions, on a multi-core shared-memory machine. The library has a very simple interface, does not need any precomputation step, is written in C++ (using OpenMP and FFTW), and has wrappers to C, fortran, MATLAB, octave, and python. As an example, given M arbitrary real numbers \( {x_j} \) and complex numbers \( {c_j} \), with j=1,…,M, and a requested integer number of modes N, the 1D type-1 (aka “adjoint”) transform evaluates the N numbers.

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