# Numerical computation of continuous Fourier transform

Are there any algorithms that numerically compute the continuos Fourier transform of a given function f? I find plenty of implementations of the discrete Fourier transform, using FFT, but, if I´m not mistaken, DFT is not a discrete approximation of the continuous Fourier transform, but a different, although related, concept.

• The GSL has oscillatory integration schemes that do the integration. You could do the integration with any quadrature of your choosing, really. – Cameron Williams Jul 14 '13 at 19:35