BibTeX
@MISC{Strain90thefast,
author = {John Strain},
title = {The Fast Gauss Transform with Variable Scales},
year = {1990}
}
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Abstract
This paper presents a fast algorithm which evaluates a d-dimensional Gaussian convolution sum with scales which vary from point to point. This algorithm evaluates the sum of N Gaussians at M arbitrarily distributed points in C(N + M) work, where C depends only on the precision required and the essential minimum of the scales. It achieves a speedup of 1776 with d = 2, N = M = 100; 000 random uniformly distributed points in [0; 1] 2 , and scales bounded below by 1/100, and breaks even at less than 50 points.
