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Worst and Average Case Roundoff Error Analysis for FFT |
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| Authors: | Manfred Tasche Hansmartin Zeuner |
| Affiliation: | (1) Department of Mathematics, University of Rostock, D-18051 Rostock, Germany;(2) Institute of Mathematics, Medical University of Lübeck, Wallstrasse 40, D-23560 Lübeck, Germany |
| 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.This revised version was published online in October 2005 with corrections to the Cover Date. |
| Keywords: | Roundoff error analysis worst case study average case study precomputed twiddle factors fast Fourier transform |
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