This paper investigates an efficient way of computing the beamforming weights for a MIMO OFDM system. It is shown that computing the weights incrementally across correlated channels can significantly reduce the complexity. An additional benefit of this technique is that it provides a "smooth" beamformer, i.e., it does not significantly change the correlation of the beamformed channel, which makes it suitable for advanced channel estimation techniques. We evaluate its performance in the OFDM-based IEEE802.11n system, where the computations are done across the subcarriers, and show that significant gains from channel smoothing at the receiver are possible due to the smooth beamformer. We also show that linear interpolation of beamforming matrices between subcarriers can be used, which only has a small degradation compared to optimal interpolation but a much simple implementation.