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Roundoff error analysis of the fast Fourier transform
1971
Mathematics of Computation
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This paper presents an analysis of roundoff errors occurring in the floatingpoint 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. 2. Matrix Factorization and the Fast Fourier Transform. In 1958, a matrix factorization for an
doi:10.1090/s0025-5718-1971-0300488-0
fatcat:drybtkeee5gpfcahezdlrlxubm