forum.alglib.net

Hello guys,

So I am trying to implement PSD and CPSD (Power and Cross Power Spectral Density) functions in C++ using the FFT data. For that, I'm using ALGLIB's fft API. To check its results, I test it against MATLAB's fft, because I know it works.

But the results I had for both algorithms were quite different at the frequency peaks (as you can see from the figure attached)

FYI, I'm doing the fft in this function:
S = 0.7*sin(2*pi*50*t) + sin(2*pi*120*t);
From time 0 to 1.5s in 1000 points.

Do you guys know why the results are not the same? At first, I thought that ALGLIB does an automatically windowing in the signal, but I'm not sure though.

I appreciate all the help on this one. :)