# Fast power spectrum estimation

@article{Pen2003FastPS,
title={Fast power spectrum estimation},
author={Ue-li Pen},
journal={Monthly Notices of the Royal Astronomical Society},
year={2003},
volume={346},
pages={619-626}
}
• U. Pen
• Published 29 April 2003
• Physics
• Monthly Notices of the Royal Astronomical Society
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, cosmic microwave background (CMB), polarization and weak lensing data. We present a mathematical convergence analysis…

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