How Can You Implement the Numerical Fourier Transform in MATLAB or FORTRAN?

[zetafunction]

hi, i would need some info on how can implement in MATLAB or FORTRAN (g90) the Numerical evaluation of the integral

\int_{-\infty}^{\infty}dxf(x)exp(iux)

and the evaluation of the ivnerse Fourier transform

\int_{-\infty}^{\infty}du\frac{F(u))}{\int_{-\infty}^{\infty}g(x)exp(iux)dx}

the idea is to implement some numerical tool to evaluate Fourier transform integral, in order to apply them to solve Wiener-Hopf equation.

 

[junglebeast]

It's not possible to implement the complete Fourier transform numerically because it has infinite domain and range. You need to use the Discrete Fourier Transform instead.