Abstract
We introduce a new approach to the rapid numerical application to arbitrary vectors of certain types of linear operators. Inter alia, our scheme is applicable to many classical integral transforms, and to the expansions associated with most families of classical special functions; among the latter are Bessel functions, Legendre, Hermite, and Laguerre polynomials, Spherical Harmonics, Prolate Spheroidal Wave functions, and a number of others. In all these cases, the CPU time requirements of our algorithm are of the order O (n log n), where n is the size of the matrix to be applied. The performance of our algorithm is illustrated via a number of numerical examples.
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