Roundoff errors in the fast computation of discrete convolutions
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...