Making approximate 2D Continuous Fourier Transform (CFT) efficient

Hi there!

I have a matrix that represents a certain 2D function in a frequency domain calculated on a regular grid, and I want to find it on a certain pre-defined 2D grid in time domain, that is to find the values of .

Right now I do it using the "trapz()" function to approximate the continuous integral, and it works. However, if the input matrix size () is large or the mesh in time is too fine, it takes a very long time to find it. For example, for input in frequency domain of size [500x100] and time domain grid of size [300x300] it takes something on the order of tens of minutes!

Is there any other way to do it efficiently?

[Paul]

Hi Stranger,

You might get more traction if you post code with some example data for F_w and the area of integration for the doulbe integral.