Published May 18, 2020 | Version v1
Journal article Open

Error Analysis of Some Operations Involved in the Cooley-Tukey Fast Fourier Transform

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Description

We are interested in obtaining error bounds for the classical Cooley-Tukey FFT algorithm in floating-point arithmetic, for the 2-norm as well as for the infinity norm. For that purpose we also give some results on the relative error of the complex multiplication by a root of unity, and on the largest value that can take the real or imaginary part of one term of the FFT of a vector $x$, assuming that all terms of $x$ have real and imaginary parts less than some value $b$.

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