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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Eigen/FFT
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Tue, 23 Jun 2009 07:59:41 -0400
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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
+1
Benoit