Numerical stability of nonequispaced fast Fourier transforms

被引:14
|
作者
Potts, Daniel [1 ]
Tasche, Manfred [2 ]
机构
[1] Tech Univ Chemnitz, Dept Math, D-09107 Chemnitz, Germany
[2] Univ Rostock, Inst Math, D-18051 Rostock, Germany
关键词
Fast Fourier transform; Nonequispaced data; Nonequispaced FFT; Numerical stability; Roundoff error; Approximation error; Sampling of trigonometric polynomials;
D O I
10.1016/j.cam.2007.12.025
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper presents some new results Oil numerical stability for multivariate fast Fourier transform of no nonequispaced data (NFFT). In contrast to last Fourier transform (of equispaced data), the NFFT is all approximate algorithm. In a worst case study, we show that both approximation error and roundoff error have I strong influence Oil the numerical stability of NFFT. Numerical tests confirm the theoretical estimates of numerical stability. (C) 2007 Elsevier B.V All rights reserved.
引用
收藏
页码:655 / 674
页数:20
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