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A fast Laplace transform based on Laguerre functions
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https://doi.org/10.1090/s0025-5718-1992-1106983-2Abstract
In this paper, we present a fast algorithm which evaluates a discrete Laplace transform with N points at M arbitrarily distributed points in C(N + M) work, where C depends only on the precision required. Our algorithm breaks even with the direct calculation at N = M = 20, and achieves a speedup of 1000 with 10000 points. It is based on a geometric divide and conquer strategy, combined with the manipulation of Laguerre expansions via a dilation formula for Laguerre functions. © 1992 American Mathematical Society.
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