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Worst and Average Case Roundoff Error Analysis for FFT

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Abstract

This paper presents both worst case and average case analysis of roundoff errors occuring in the floating point computation of fast Fourier transform (FFT) with precomputed twiddle factors and shows the strong influence of precomputation errors on the numerical stability of FFT. Numerical tests confirm the theoretical results.

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Tasche, M., Zeuner, H. Worst and Average Case Roundoff Error Analysis for FFT. BIT Numerical Mathematics 41, 563–581 (2001). https://doi.org/10.1023/A:1021923430250

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  • DOI: https://doi.org/10.1023/A:1021923430250

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