The equivalence of decimation in time and decimation in frequency in FFT computations
The author extends his data and error complexity concepts in real division-free floating-point computations [IEEE Trans. Comput. C-30, 758- 771 (1981; Zbl 0464.68047)] to complex floating-point computations inclusively matrix-vector products and applies them to the analysis of round-off error propagation in two different power-of-2 fast Fourier transform (FFT) algorithms - the decimation in time FFT and the decimation in frequency FFT. Both algorithms are shown to be ``equivalent (they produce the same error characteristics on output) under the assumption that all components of the input vector are ``equivalent as well. This theoretical result is very well evidenced with several numerical experiments and reaffirms previous conclusions based on statistical mean error behaviour.
- A Stochastic Roundoff Error Analysis for the Fast Fourier Transform
- Floating point error analysis of two-dimensional, fast Fourier transform algorithms
- An improved fast Fourier transform algorithm using mixed frequency and time decimations
- Some results in fixed point error analysis of the Bruun-FTT algorithm
- Fast and precise Fourier transforms
- A Generalized Asymptotic Upper Bound on Fast Polynomial Evaluation and Interpolation
- A Round-Off Error Model with Applications to Arithmetic Expressions
- Accumulation of Round-Off Error in Fast Fourier Transforms
- An Algorithm for the Machine Calculation of Complex Fourier Series
- Error Complexity Analysis of Algorithms for Matrix Multiplication and Matrix Chain Product
- Fast Algorithms for Partial Fraction Decomposition
- scientific article; zbMATH DE number 1024452 (Why is no real title available?)
- Roundoff Error Analysis of the Fast Fourier Transform
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