Roundoff Error Analysis of the Fast Fourier Transform
- 1 October 1971
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 25 (116) , 757-768
- https://doi.org/10.2307/2004342
Abstract
This paper presents an analysis of roundoff errors occurring in the floating-point computation of the fast Fourier transform. Upper bounds are derived for the ratios of the root-mean-square (RMS) and maximum roundoff errors in the output data to the RMS value of the output data for both single and multidimensional transformations. These bounds are compared experimentally with actual roundoff errors.Keywords
This publication has 4 references indexed in Scilit:
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