The Fourier approximation of smooth but non-periodic functions from unevenly spaced data

We develop an algorithm to extend, to the nonequispaced case, a recently-introduced fast algorithm for constructing spectrally-accurate Fourier approximations of smooth, but nonperiodic, data. Fast Fourier continuation algorithms, which allow for the Fourier approximation to be periodic in an extended domain, are combined with the underlying ideas behind nonequispaced fast Fourier transform (NFFT) algorithms. The result is a method which allows for the fast and accurate approximation of unevenly sampled nonperiodic multivariate data by Fourier series. A particular contribution of the proposed method is that its formulation avoids the difficulties related to the conditioning of the linear systems that must be solved in order to construct a Fourier continuation. The efficiency, essentially equivalent to that of an NFFT, and accuracy of the algorithm is shown through a number of numerical examples. Numerical results demonstrate the spectral rate of convergence of this method for sufficiently smooth functions. The accuracy, for sufficiently large data sets, is shown to be improved by several orders of magnitudes over previously published techniques for scattered data interpolation.