A sharp error estimate for the fast Gauss transform

  • Authors:
  • Xiaoliang Wan;George Em Karniadakis

  • Affiliations:
  • Division of Applied Mathematics, Brown University, Providence, RI;Division of Applied Mathematics, Brown University, Providence, RI

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2006

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Abstract

We report an error estimate of the multi-dimensional fast Gauss transform (FGT), which is much sharper than that previously reported in the literature. An application to the Karhunen-Loeve decomposition in the three-dimensional physical space is also presented that shows savings of three orders of magnitude in time and memory compared to a direct solver.