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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
_____________________________________________________



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