BERNARD SHAW, Heartbreak House
Let the values of f(x) be specified for n equally spaced values of x, namely,
Denote f(xr) briefly by fr; we wish to determine coefficients Cs so that
These are n equations in n unknowns. Multiply the rth equation by exp( –irmλ), where m is one of 0, 1, …, n – 1, and add for all values of r. We get
Now if s ≠ ...