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Roundoff error analysis of the fast Fourier transform

Author: George U. Ramos
Journal: Math. Comp. 25 (1971), 757-768
MSC: Primary 65T05
MathSciNet review: 0300488
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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.

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Keywords: Fast Fourier transform, floating-point, roundoff errors
Article copyright: © Copyright 1971 American Mathematical Society