Dec. 21, 2005
4:38 p.m.
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@gmail.com "In the fields of hell where the grass grows high Are the graves of dreams allowed to die." -- Richard Harter