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edouardoyallon avatar edouardoyallon commented on June 2, 2024

Can you try with larger signals? If this is still the case, then there is indeed something missing/a bug. I guess you're running into round-off errors, as I did not specifically intend to support very small signals (better to pad them), and there might be some dependancies in the length that lead to what you do observe.

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MendesO avatar MendesO commented on June 2, 2024

Round-off errors are violent!
You are right, I tried other power of two sizes (20 run, taking the max of standard deviation over coordinates), and 4 is the only one for which I get absurd results. From 8 onwards, I get standard deviation of the order of 10^{-7}.
(Of course, nothing for 2, since your code works only if the size can be divided by 4, but this sounds like a reasonable requirement).

A+ !

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edouardoyallon avatar edouardoyallon commented on June 2, 2024

Well, all of this is due to conditioning & mantissa: with single floats on GPUs, your precision is about 10^-6 (which is around the normalized std you reported), and I guess a very small number like that occurs, then inverting such numbers is pretty much ill-conditioned! Indeed, there are many improvements to do, feel free to push...

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