Accuracy of the Discrete Fourier Transform and the Fast Fourier Transform
James C. Schatzman · SIAM Journal on Scientific Computing · 1996
Fast Fourier transform (FFT)-based computations can be far more accurate than the slow transforms suggest. Discrete Fourier transforms computed through the FFT are far more accurate than slow transforms, and convolutions computed via FFT are far more accurate than the direct results. However, these results depend critically on the accuracy of the FFT software employed, which should generally be considered suspect. Popular recursions for fast computation of the sine/cosine table (or twiddle factors) are inaccurate due to inherent instability. Some analyses of these recursions that have appeared heretofore in print, suggesting stability, are incorrect. Even in higher dimensions, the FFT is remarkably stable.