Split the generator as . One Strang splitting step isThe two potential half-steps are componentwise multiplications. The circulant matrix is diagonalized by the discrete Fourier transform; its eigenvalues areThus the middle step consists of a Fast Fourier transform, multiplication of Fourier coefficient by , and an inverse transform. Its cost is and every factor is unitary, so the implementation preserves the discrete norm exactly up to roundoff.
Articles by others on the same topic
There are currently no matching articles.