An $\mathcal{O}\left(1\right)$ algorithm for the numerical evaluation of the Sturm-Liouville eigenvalues of the spheroidal wave functions of order zero

TL;DR

This paper introduces an $ ext{O}(1)$ algorithm for efficiently computing Sturm-Liouville eigenvalues of order zero spheroidal wave functions, enabling faster evaluation of prolate spheroidal wave functions.

Contribution

The paper presents a novel $ ext{O}(1)$ algorithm that significantly reduces computation time for eigenvalues, independent of bandlimit and characteristic exponent.

Findings

Algorithm achieves constant-time complexity for eigenvalue evaluation.

Numerical experiments demonstrate improved performance over standard methods.

Component of a fast scheme for spheroidal wave function evaluation.

Abstract

In addition to being the eigenfunctions of the restricted Fourier operator, the angular spheroidal wave functions of the first kind of order zero and nonnegative integer characteristic exponents are the solutions of a singular self-adjoint Sturm-Liouville problem. The running time of the standard algorithm for the numerical evaluation of their Sturm-Liouville eigenvalues grows with both bandlimit and characteristic exponent. Here, we describe a new approach whose running time is bounded independent of these parameters. Although the Sturm-Liouville eigenvalues are of little interest themselves, our algorithm is a component of a fast scheme for the numerical evaluation of the prolate spheroidal wave functions developed by one of the authors. We illustrate the performance of our method with numerical experiments.