Fast Multipole Method based filtering of non-uniformly sampled data

Non-uniform fast Fourier Transform (NUFFT) and inverse NUFFT (INUFFT) algorithms, based on the Fast Multipole Method (FMM) are developed and tested. Our algorithms are based on a novel factorization of the FFT kernel, and are implemented with attention to data structures and error analysis. Note: This unpublished manuscript was available on our web pages and has been referred to by others in the literature. To provide a proper archival reference we are placing it on arXiv.