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authorNils Becker <nilsc.becker@gmail.com>2018-02-18 20:43:20 +0100
committerNils Becker <nilsc.becker@gmail.com>2018-02-20 12:27:26 +0100
commitf3eb7abe10719d2fbc5ee3db497f3b30ce0b8641 (patch)
tree635a1daf4645bd2f58c6724f714ccf7b1039f0e7 /numpy/lib/tests/test_utils.py
parent7ed541ce3a91eeeb951d9e5b000cd68ebbda794c (diff)
downloadnumpy-f3eb7abe10719d2fbc5ee3db497f3b30ce0b8641.tar.gz
BUG: Improving the accuracy of the FFT implementation
Previously, the numerical constants in the FFT code were not provided at full double precision which led to a loss of accuracy in the FFT operation. Additionally this commit improves the accuracy of the twiddle factor calculation by reducing the argument of exp(2j*pi*m/n) to the first octant before calling the library function. On average the commit lowers the remaining numerical error in the FFT by a factor of ten.
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