Can anyone suggest a book on Fourier Analysis containing many good problems I am taking a basic course in Fourier Analysis in my undergrad Analysis class and I know the theory and related theorems. However, this is a relatively new zone for me and I would like a book that contains many good problems (solved/unsolved). I have been currently reading Rudin but its major problem is that there is practically no solved example. 
What I want is a book/pdf that has many problems which will help strengthen my mathematical stronghold on the subject. Please note that I am not a physics student: I am essentially a pure maths student.
Thank you!!
 A: I used Katznelson "An Introduction to Harmonic Analysis". It is a standard text on Fourier Series and Harmonic Analysis, with a set of good exercises after each section. It has been updated to cover even more topics since I used it 34 years ago.
A: You could try Analysis by Lieb and Loss, Chapter 5, its easier to read than most fourier analysis texts.
Rudin is pretty much a standard text though.
A: You can try Fourier Analysis by Stein and Shakarchi
A: If you're so proudly a pure mathematics student-which is self-defeatingly narrow in my opinion, but ok-you might want to bypass Fourier analysis in favor of the general subject of abstract harmonic analysis, for which Fourier analysis is a special case. The classic textbooks in this regard are Katznelson, Loomis and the more recent one by Folland. There's also the overview volume by Krantz and the books that take a real analysis perspective, such as Stein and Torchinsky. 
A: I got this book: Fourier Series since it was really cheap. Haven't read through it yet, but it has great reviews.
