[Numpy-discussion] 'norm' keyword for FFT functions

[Joseph Martinot-Lagarde]

I have an old PR [1] to fix #2142 [2]. The idea is to have a new keyword
for all fft functions to define the normalisation of the fft:
- if 'norm' is None (the default), the normalisation is the current one:
fft() is not normalized ans ifft is normalized by 1/n.
- if norm is "ortho", the direct and inverse transforms are both
normalized by 1/sqrt(n). The results are then unitary.

The keyword name and value is consistent with scipy.fftpack.dct.

Do you feel that it should be merged ?

Joseph

      [1] https://github.com/numpy/numpy/pull/3883
      [2] https://github.com/numpy/numpy/issues/2142