[SciPy-user] fft numerical precision

[Ryan Krauss]

I have run into this as well.  1e-16 seems large to me for double
precision.  Robert can you explain this a bit more please.  Is there
an IEEE spec or something that specifies how much of the 64bits is for
exponent and how much is for the mantissa (I think that is the right
word)?   I was playing with some FORTRAN code and it seems like there
was a big difference with complex vs. double complex.  It seems like
1e-16 was the magnitude floor of complex and double complex was
better.

Ryan

On 12/21/05, Robert Kern <robert.kern at gmail.com> wrote:
> 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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