[SciPy-user] fft numerical precision

Robert Kern robert.kern at gmail.com
Wed Dec 21 10:38:17 CST 2005


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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