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Accumulation of roundoff errors in floating point FFT

โœ Scribed by Tran Thong; Liu, B.


Book ID
117913879
Publisher
IEEE
Year
1977
Weight
973 KB
Volume
24
Category
Article
ISSN
0098-4094

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We consider the extent to which Markov chain convergence properties are a ected by the presence of computer oating-point roundo error. Both geometric ergodicity and polynomial ergodicity are considered. This paper extends previous work of Roberts et al. (J. Appl. Probab. 35 (1998) 1) to the case of