Fast Power Spectrum Estimation
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(N3). 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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