Re: [eigen] Eigen/FFT

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2009/6/23 Tim Hutt <tdhutt@xxxxxxxxx>:
>>> I think the default behavior of Eigen/FFT should favor correctness and generality over speed.
>>> 1) Scaling:
>>> Other libraries (FFTW,IMKL,KISSFFT)  do not perform scaling, so there is a constant gain incurred after the forward&inverse transforms , so IFFT(FFT(x)) = Kx;  this is done to avoid a vector-by-value multiply.  The downside is that algorithms that worked correctly in Matlab/octave don't behave the same way once implemented in C++.
> Simple solution, have FFT(x) and FFT_unscaled(x). That way people
> won't be surprised by the results but they can still be optimised



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