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Mathematics of Computation

Published by the American Mathematical Society, the Mathematics of Computation (MCOM) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

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

The 2020 MCQ for Mathematics of Computation is 1.98.

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Roundoff error analysis of the fast Fourier transform
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by George U. Ramos PDF
Math. Comp. 25 (1971), 757-768 Request permission

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.
References
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Additional Information
  • © Copyright 1971 American Mathematical Society
  • Journal: Math. Comp. 25 (1971), 757-768
  • MSC: Primary 65T05
  • DOI: https://doi.org/10.1090/S0025-5718-1971-0300488-0
  • MathSciNet review: 0300488