An error analysis of Goertzel's (Watt's) method for computing Fourier coefficients
Open Access
- 1 February 1969
- journal article
- Published by Oxford University Press (OUP) in The Computer Journal
- Vol. 12 (2) , 160-164
- https://doi.org/10.1093/comjnl/12.2.160
Abstract
Goertzel's method, also known as Watt's algorithm, is one of the three standard methods of computing Fourier coefficients, and is especially commonly used when only a small number of coefficients is desired for a given sequence. This paper gives a floating-point error analysis of the technique, and shows why it should be avoided, particularly for low frequencies.Keywords
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