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why does invert fft not work?
From: |
John W. Eaton |
Subject: |
why does invert fft not work? |
Date: |
Wed, 24 Nov 2010 22:40:28 -0500 |
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