[SciPy-user] fft numerical precision

Darren Dale dd55 at cornell.edu
Wed Dec 21 10:33:03 CST 2005


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



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