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Keywords:
discrete convolution; fast Fourier transform; analysis of the roundoff errors; stochastic model
discrete convolution; fast Fourier transform; analysis of the roundoff errors; stochastic model
Summary:
The efficient evaluation of a discrete convolution is usually carried out as a repated evaluation of a discrete convolution of a special type with the help of the fast Fourier transform. The paper is concerned with the analysis of the roundoff errors in the fast computation of this convolution. To obtain a comparison, the roundoff errors in the usual (direct) computation of this convolution are also considered. A stochastic model of the propagation of roundoff errors. is employed. The theoretical results are compared with the actual roundoff errors is employed. The theoretical results are compared with the actual roundoff errors occurring in the evaluation of a simple model discrete convolution.
References:
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