Hi,

not 100% sure this is a bug, but here goes:

In file matplotlib/lib/matplotlib/mlab.py, the functions psd (power spectral 
density) and specgram returns the real part of the fourier transform.
% grep -n Pxx.real mlab.py
390:    return Pxx.real,freqs
470:    Pxx = Pxx.real #Needed since helper implements generically
(git version 4f902fac1c5bf267e3fdeb4c2045926d7498e85a, cloned from github today)

This all means that the specgram plot routine yields the real part of the 
Fourier transform, rather than its absolute square (forgetting normalization 
for simplicity of discussion). The definition of the PSD is that it is the 
absolute square of the Fourier transform:
https://en.wikipedia.org/wiki/Power_spectral_density#Energy_spectral_density

Hence, I believe this is a bug which should be fixed.

Cheers
Paul
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