We give an overview of recent developments in the problem of reconstructing a
band-limited signal from non-uniform sampling from a numerical analysis view
point. It is shown that the appropriate design of the finite-dimensional model
plays a key role in the numerical solution of the non-uniform sampling problem.
In the one approach (often proposed in the literature) the finite-dimensional
model leads to an ill-posed problem even in very simple situations. The other
approach that we consider leads to a well-posed problem that preserves
important structural properties of the original infinite-dimensional problem
and gives rise to efficient numerical algorithms. Furthermore a fast multilevel
algorithm is presented that can reconstruct signals of unknown bandwidth from
noisy non-uniformly spaced samples. We also discuss the design of efficient
regularization methods for ill-conditioned reconstruction problems. Numerical
examples from spectroscopy and exploration geophysics demonstrate the
performance of the proposed methods