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Numerical Fourier transform

  1. May 17, 2009 #1
    hi, i would need some info on how can implement in MATLAB or FORTRAN (g90) the Numerical evaluation of the integral

    [tex] \int_{-\infty}^{\infty}dxf(x)exp(iux) [/tex]

    and the evaluation of the ivnerse Fourier transform

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

    the idea is to implement some numerical tool to evaluate Fourier transform integral, in order to apply them to solve Wiener-Hopf equation.
  2. jcsd
  3. May 18, 2009 #2
    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.
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