Accumulated error in iterative use of FFT

Sasa, Narimasa; Yamada, Susumu; Machida, Masahiko; Imamura, Toshiyuki*

Nonlinear Theory and Its Applications, IEICE (Internet), 7(3), p.354 - 361, 2016/07

http://doi.org/10.1587/nolta.7.354

A round off error accumulation in iterative use of the FFT is discussed. By using numerical simulations of partial differential equations, we numerically show that the round off error in iterative use of the FFT tend to be accumulated. To avoid a lack of precision, we give numerical simulations by using a quadruple precision floating point number, which ensure a sufficient precision against the round off errors by the FFT.