Report Number: CS-TR-70-146
Institution: Stanford University, Department of Computer Science
Title: Roundoff error analysis of the fast Fourier transform
Author: Ramos, George U.
Date: February 1970
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 input data for both
single and multidimensional transformations. These bounds are
compared experimentally with actual roundoff errors.