forum.alglib.net http://forum.alglib.net/ 

real FFT from alglib http://forum.alglib.net/viewtopic.php?f=2&t=4384 
Page 1 of 1 
Author:  pedrocalorio [ Tue Jun 29, 2021 2:36 pm ]  
Post subject:  real FFT from alglib  
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. :)

Page 1 of 1  All times are UTC 
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ 