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Re: why does invert fft not work?


From: macy
Subject: Re: why does invert fft not work?
Date: Thu, 25 Nov 2010 00:21:23 -0800
User-agent: SquirrelMail/1.4.21

Thanks to all who replied.

ARRRGGGHHH!

What I missed are the small mathematical errors.
Since start with a real function, must come full circle to a real function.

b=sqrt(2)*fft(sn)/1000;
c=1000*ifft(b)/sqrt(2);
then the following 'rounds' off the mathematical errors
c=real(c);

and the process does recreate sn



> On 24-Nov-2010, address@hidden wrote:
>
> | why doesn't the invert fft work?
> |
> | for example:
> | s=sqrt(2)*cos(2*pi()*[1:1000]/1000);
> | sn=s+.001*sqrt(1000/2)*randn(1,1000);
> | b=sqrt(2)*fft(sn)/1000;
> |
> | invoking
> | snew=ifft(b);
> |
> | does NOT reproduce sn or s in any way shape or form!
> |
> | What is going on?
>
> Why should it produce sn or s?  Given your calculation for b above,
> isn't ifft(b) the same as
>
>   ifft(sqrt(2)*fft(sn)/1000)
>
> or
>
>   ifft(fft(sqrt(2)*sn/1000))
>
> ?  So if you want to compare to sn, I think you need to compare sn to
> 1000*snew/sqrt(2), or snew to sqrt(2)*sn/1000.
>
> Here is what I see with Octave 3.2.4:
>
>   octave:1> s=sqrt(2)*cos(2*pi()*[1:1000]/1000);
>   octave:2> sn=s+.001*sqrt(1000/2)*randn(1,1000);
>   octave:3> b=sqrt(2)*fft(sn)/1000;
>   octave:4> snew=ifft(b);
>   octave:5> max (abs (1000*snew/sqrt(2)-sn))
>   ans =  1.5735e-15
>   octave:6> max (abs (snew-sqrt(2)*sn/1000))
>   ans =  2.1689e-18
>
> jwe
>




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