In this post, I will give a brief description of real valued Fourier series in higher dimensions, with some neat plots. I started reading about Fourier series because in the 1D case they are useful for extracting periodic patterns from time series data. However, I ended up fascinated by the pretty pictures one could get by plotting random 2D series, or by the periodic videos made by “walking” along a 3D space “painted”" with a Fourier series.

I built a webapp that implements the solution for simplifying payments described in my previous post. It is written in Javascript and uses the LALOLib library for linear algebra and solving the linear program.

Update: I have built a demo webapp implementing the solution presented here. You should try it!