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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

A stochastic roundoff error analysis for the fast Fourier transform
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by Daniela Calvetti PDF
Math. Comp. 56 (1991), 755-774 Request permission

Abstract:

We study the accuracy of the output of the Fast Fourier Transform by estimating the expected value and the variance of the accompanying linear forms in terms of the expected value and variance of the relative roundoff errors for the elementary operations of addition and multiplication. We compare the results with the corresponding ones for the direct algorithm for the Discrete Fourier Transform, and we give indications of the relative performances when different rounding schemes are used. We also present the results of numerical experiments run to test the theoretical bounds and discuss their significance.
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Additional Information
  • © Copyright 1991 American Mathematical Society
  • Journal: Math. Comp. 56 (1991), 755-774
  • MSC: Primary 65T20; Secondary 65G05
  • DOI: https://doi.org/10.1090/S0025-5718-1991-1068824-0
  • MathSciNet review: 1068824