Often, one does an FFT on real data, and then an inverse FFT of some
transformation of the FFT, where it is known that the outcome is real
again. The option inverse=2 relates to this situation.
The inverse FFT can be done more efficiently if it is known that the
result is real (see, e.g., Numerical Recipes in C).
Jurgen.
sercan atalik wrote:
>
> Dear Ox-User,
>
> What is the meaning of "real inverse Fourier transform" in OX DOC ; i
> believe that,it is not the real part of inverse FFT, are there any
> additional reference for this algorithm used in OX?
> Thanks..
>
> from the OX DOC...
> fft(const ma, const inverse);
> /Return value/
> If only one argument is used, the return value is a 2 x /s/ matrix
> which holds the Fourier transform.
> If inverse equals 1, the return value is a 2 x /s/ matrix which
> holds the inverse Fourier transform.
> If inverse equals 2, the return value is a 1 x /s/ matrix which
> holds the real inverse Fourier transform.
>
> *----------------------
> *A. Sercan Atalik
> [log in to unmask] <mailto:[log in to unmask]>
> -------------------
>
--
oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox
oxoxoxox 3rd OxMetrics user conference August 2005
oxoxoxox Cass Business School, London
oxoxoxox Dates still to be announced
oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox
Dr Jurgen A Doornik
Nuffield College, Oxford OX1 1NF, UK
tel. UK: +44-1865-278610 fax +44-1865-278621
http://www.doornik.com
http://www.oxmetrics.net
oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox
|