[SciPy-Dev] Accuracy of single-precision FFT
Thu Jun 24 14:03:22 CDT 2010
Thu, 24 Jun 2010 13:41:01 -0400, Anne Archibald wrote:
> We can't use FFTW, unfortunately, but it's clear that prime-size FFTs
> can do much better than we are. (Though what exactly is the definition
> of the errors, below?)
>From Ralf's test program:
x = np.random.randn(size).astype(np.float32)
err = abs(x - ifft(fft(x))).max()
It's anyway in the order of magnitude of the rms error in this case.
Since 2**n FFTs have a much better accuracy, the problem is probably
indeed in FFTPACK.
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