You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
version of czt: 0.0.7, issue was found when using google colab.
To reproduce the issue:
import numpy as np
import czt as czt
for n in [1000,10000]:
x = np.linspace(-4,4,n)
y = np.exp(-x**2)
yhat = czt.czt(y,simple=False)
yphi = czt.iczt(yhat,simple=False)
print(np.any(np.isnan(yhat)),np.any(np.isnan(yphi)))
outputs:
False False
False True
expected result:
False False
False False
The text was updated successfully, but these errors were encountered:
suggested fix (tested in google colab locally)
The np.cumprod call in the below lines of the source of iczt caused this numerical instability issue, it makes many tailing entries in p become 0:
p = np.r_[1, (W ** k[1:] - 1).cumprod()]
u = (-1) ** k * W ** (k * (k - n + 0.5) + (n / 2 - 0.5) * n) / p
# equivalent to:
# u = (-1) ** k * W ** ((2 * k ** 2 - (2 * n - 1) * k + n * (n - 1)) / 2) / p
u /= p[::-1]
it can be solved by modifying the above few lines like this:
u = (-1) ** k * W ** (k * (k - n + 0.5) + (n / 2 - 0.5) * n) # /p is removed from here (1)
p = np.r_[1, W ** k[1:] - 1]
lp = np.abs(p) # lp stand for ln(p)
lp = np.cumsum(np.log(lp)) + np.angle(np.cumprod(p/lp))*1j
# above seperate the magnitude and angle of the entries in p
# it cumsum magnitude in log domain to replace the unstable cumprod of the magnitude
# and cumprod only the normalized angle to ensure the angle is also stable when X is long
u /= np.exp(lp+lp[::-1]) # /p from (1) is moved to here as +lp in exp()
version of czt: 0.0.7, issue was found when using google colab.
To reproduce the issue:
outputs:
expected result:
The text was updated successfully, but these errors were encountered: