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Fast Power Spectrum Estimation

Ue-Li Pen
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Abstract

We present a new algorithm to rapidly and optimally compute power spectra. This new algorithm is based on a generalization of iterative multigrid, and has computational cost O(N log N), compared to the standard brute force approach which costs O(N^3). The procedure retains this speed on the full sky and for ill-conditioned matrices. It is applicable to galaxy power spectra, CMB, polarization and weak lensing data. We present a mathematical convergence analysis, and performance results.

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Ue-Li Pen. 2003-04-29. Fast Power Spectrum Estimation. https://doi.org/10.1046/j.1365-2966.2003.07118.x

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