Re: [eigen] Eigen/FFT

[ Thread Index | Date Index | More Archives ]

>> 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.

Mail converted by MHonArc 2.6.19+