Description: FASTLOMB caculates the Lomb normalized periodogram (aka Lomb-Scargle, Gauss-Vanicek or Least-Squares spectrum) of a vector x with coordinates in t.
The coordinates need not be equally spaced. In fact if they are, it is probably preferable to use PWELCH or SPECTRUM. For more details on the Lomb normalized periodogram, see the excellent section 13.8 in [1], pp. 569-577.
This code is a transcription of the Fortran subroutine fasper in [1] (pp.575-577), so it is a really fast (albeit not really exact) implementation of the Lomb periodogram. Also Matlab s characteristics have been taken into account in order to make it even faster for Matlab. For an exact calculation of the Lomb periodogram use LOMB, which is however about 100 times slower.
File list (Check if you may need any files):
Lomb-Scargle
............\.DS_Store
__MACOSX
........\Lomb-Scargle
........\............\._.DS_Store
Lomb-Scargle\fastlomb.m
............\lomb.m