Computing the Hilbert transform on the real line
J. A. C. Weideman · Mathematics of Computation · 1995
We introduce a new method for computing the Hilbert transform on the real line. It is a collocation method, based on an expansion in rational eigenfunctions of the Hilbert transform operator, and implemented through the Fast Fourier Transform. An error analysis is given, and convergence rates for some simple classes of functions are established. Numerical tests indicate that the method compares favorably with existing methods.