Dec. 21, 2005
4:33 p.m.
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? Thanks, Darren