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fft
From: |
Heber Farnsworth |
Subject: |
fft |
Date: |
Sat, 16 May 1998 21:45:06 -0400 (EDT) |
This may not be an octave question so much as a question about how the FFT
library works. I've never used it before but when I try it on simple
functions for which I know the fourier transform (heaviside, gaussian,
triangle, etc) I don't get anything like what I get analytically. For
instance try a gaussian
exp(-t.^2)/sqrt(2*pi)
Since this function is even you should get a real transform and, in fact,
it should be another gaussian. Instead you get something who's real and
imaginary parts both oscillate very fast and which look a lot different at
the ends than in the middle. What do I not understand here?
_____________________________________________________
Heber K. Farnsworth phone: (614) 292-3092
Assistant Professor of Finance FAX: (614) 292-2418
Fisher College of Business
the Ohio State University
_____________________________________________________