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Accurate covariance matrices for two-point functions are critical for inferring cosmological parameters in likelihood analyses of large-scale structure surveys. Among various approaches to obtaining the covariance, analytic computation is much faster and less noisy than estimation from data or simulations. However, the transform of covariances from Fourier space to real space involves integrals with two Bessel integrals, which are numerically slow and easily affected by numerical uncertainties. Inaccurate covariances may lead to significant errors in the inference of the cosmological parameters. In this paper, we introduce a 2D-FFTLog algorithm for efficient, accurate and numerically stable computation of non-Gaussian real space covariances for both 3D and projected statistics. The 2D-FFTLog algorithm is easily extended to perform real space bin-averaging. We apply the algorithm to the covariances for galaxy clustering and weak lensing for a Dark Energy Survey Year 3-like and a Rubin Observatorys Legacy Survey of Space and Time Year 1-like survey, and demonstrate that for both surveys, our algorithm can produce numerically stable angular bin-averaged covariances with the flat sky approximation, which are sufficiently accurate for inferring cosmological parameters. The code CosmoCov for computing the real space covariances with or without the flat sky approximation is released along with this paper.
Angular two-point statistics of large-scale structure observables are important cosmological probes. To reach the high accuracy required by the statistical precision of future surveys, some of these statistics may need to be computed without the comm
Upcoming weak lensing surveys will probe large fractions of the sky with unprecedented accuracy. To infer cosmological constraints, a large ensemble of survey simulations are required to accurately model cosmological observables and their covariances
Measurements of the redshift-space galaxy clustering have been a prolific source of cosmological information in recent years. Accurate covariance estimates are an essential step for the validation of galaxy clustering models of the redshift-space two
Weak gravitational lensing of background galaxies provides a direct probe of the projected matter distribution in and around galaxy clusters. Here we present a self-contained pedagogical review of cluster--galaxy weak lensing, covering a range of top
We compare predictions for galaxy-galaxy lensing profiles and clustering from the Henriques et al. (2015) public version of the Munich semi-analytical model of galaxy formation (SAM) and the IllustrisTNG suite, primarily TNG300, with observations fro