On the stability of the hyperbolic cross discrete Fourier transform

A straightforward discretisation of problems in high dimensions often leads to an exponential growth in the number of degrees of freedom. Sparse grid approximations allow for a severe decrease in the number of used Fourier coefficients to represent functions with bounded mixed derivatives and the fast Fourier transform (FFT) has been adapted to this thin discretisation. We show that this so called hyperbolic cross FFT suffers from an increase of its condition number for both increasing refinement and increasing spatial dimension.