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FFT algorithm for a logarithmically-sampled time series

Started by Andrei Makeev January 29, 2010
Hello,

is there a C/C++, Fortran, or Python library for
calculating a Fourier Transform of a logarithmically-binned
times series? Unfortunately FFTW C-library is only good
for uniformly-spaced time series.

Thank you!
~Andrei.
On 29/01/2010 2:50 PM, Andrei Makeev wrote:
> Hello, > > is there a C/C++, Fortran, or Python library for > calculating a Fourier Transform of a logarithmically-binned > times series? Unfortunately FFTW C-library is only good > for uniformly-spaced time series. > > Thank you! > ~Andrei.
Not that I know of, but you may wish to take a look at a 1998 paper which describes how to implement a logarithmic fourier transform: http://www.dias.ie/~ajones/papers/28.pdf Since it was written by researchers at the Geological Survey of Canada, I would bet that you could possibly request source code in either FORTRAN or C from this organization. You *may* have to write this yourself, since such a library may not exist. IMHO, the paper is clearly written.