Accurate pairwise convolutions of non-negative vectors via FFT

DOI10.1016/J.CSDA.2016.03.010zbMath1466.62215OpenAlexW2317041509MaRDI QIDQ1659087

Huon Wilson, Uri Keich

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.03.010

zbMATH Keywords

convolutionfast Fourier transformroundoff erroraccuracy-speed tradeoffdistribution on a lattice

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Uses Software

• FFTW
• StatXact
• SciPy
• NumPy
• BRENT
• sFFT

Cites Work

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• Handbook of Floating-Point Arithmetic
• Accuracy of the Discrete Fourier Transform and the Fast Fourier Transform
• An Algorithm for the Machine Calculation of Complex Fourier Series
• Worst and average case roundoff error analysis for FFT

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