[SciPy-user] fft numerical precision
Robert Kern
robert.kern at gmail.com
Wed Dec 21 11:38:17 EST 2005
Darren Dale wrote:
> I am running into problems related, I think, to numerical precision of fast
> Fourier transforms. If I Fourier transform a gaussian distribution:
>
> absolute(fft(stats.norm.pdf(linspace(-10,10,512), loc=0, scale=1)))
>
> I find a floor of about 1e-16. Does anyone know of a way to improve the
> precision?
1e-16 is the best you can do with double precision.
--
Robert Kern
robert.kern at gmail.com
"In the fields of hell where the grass grows high
Are the graves of dreams allowed to die."
-- Richard Harter
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