Roundoff error analysis of the fast Fourier transform

[摘要] 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 input data for both single and multidimensional transformations. These bounds are compared experimentally with actual roundoff errors.

[学科分类] 计算机科学（综合）