An error analysis of Goertzel's (Watt's) method for computing Fourier coefficients
W. Morven Gentleman · The Computer Journal · 1969
Goertzel's method, also known as Watt's algorithm, is one of the three standard methods of computing Fourier coefficients, and is especially commonly used when only a small number of coefficients is desired for a given sequence. This paper gives a floating-point error analysis of the technique, and shows why it should be avoided, particularly for low frequencies.