FourierSeriesEvaluators.jl
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This package provides multi-dimensional Fourier interpolants for arrays of Fourier coefficients. Its documented features include:
- Support for arbitrary coefficient types and coefficients with offset indices
- Inplace evaluation of (multiple) series at real and complex arguments
- Arbitrary orders of derivatives of series
- Memory management intended for parallel workloads
These Fourier series are efficient to evaluate in the sense that they have been carefully optimized. The algorithm they implement is equivalent to multiplying a row of a DFT matrix against the column vector of coefficients. Thus this code is preferrable to FFTs only when the number of evaluation points is somewhat larger than the number of Fourier coefficients, or when interpolation on non-equispace grids is needed.
Author and Copyright
FourierSeriesEvaluators.jl was written by Lorenzo Van Muñoz, and is free/open-source software under the MIT license.