MothNik / robust_fourier

Noise- and Outlier-Robust Fourier Transform with Hermite Functions with NumPy and Numba
MIT License
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🏃⏱️ Explore less frequent logarithmic rescaling of the Hermite functions #31

Open MothNik opened 3 months ago

MothNik commented 3 months ago

The logarithmic rescaling to handle the "overflow times underflow" problem of the Hermite functions is making it really expensive to compute. However, it's mostly the exponential causing the problem by underflowing already for oder n=0 while the polynomial will rise to overflow more slowly. Thus, it could be beneficial to not rescale for every order, but maybe every 10-th or 20-th order which would significantly reduce the computational burden.