Numerical Stability of DFT Computation for Signals with Structured Support
Signal Processing
2024-12-03 v1
Abstract
We consider the problem of building numerically stable algorithms for computing Discrete Fourier Transform (DFT) of - length signals with known frequency support of size . A typical algorithm, in this case, would involve solving (possibly poorly conditioned) system of equations, causing numerical instability. When is a power of 2, and the frequency support is a random subset of , we provide an algorithm that has (a possibly optimal) complexity to compute the DFT while solving system of equations that are in size.
Cite
@article{arxiv.2401.16044,
title = {Numerical Stability of DFT Computation for Signals with Structured Support},
author = {Charantej Reddy Pochimireddy and Aditya Siripuram and Brad Osgood},
journal= {arXiv preprint arXiv:2401.16044},
year = {2024}
}
Comments
16 page, 12 figures