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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
>