The Fast Fourier Transform Algorithm

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Publicado 2020-04-04
Here I discuss the Fast Fourier Transform (FFT) algorithm, one of the most important algorithms of all time.

Book Website: databookuw.com/
Book PDF: databookuw.com/databook.pdf

These lectures follow Chapter 2 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz

Amazon: www.amazon.com/Data-Driven-Science-Engineering-Lea…

Brunton Website: eigensteve.com

This video was produced at the University of Washington

Todos los comentarios (21)
  • Steve, I've just paraphrased (and sourced) this video in my final report for my MSc project. “The FFT is based on the fundamental observation that the DFT matrix has so much symmetry that if the even and odd indices are reordered, one can massively simplify the calculation by taking advantage of redundancies and cutting the DFT computation in half, recursively”.
  • @HuyNguyen-fp7oz
    I recommend your channel to my friends when they asked me to explain how FFT works. Great channel!!!!! Keep up the good work professor!!!
  • @saitaro
    A notion of prof. Strang is always a good sign.
  • @torgeirHD03
    Such an elegant method using divide and conquer :)
  • @ripsirwin1
    I also recommend reading "Numerical Recipes" in C or Fortran, it explains this algorithm from a computer scientist's perspective.
  • @fdmeneses
    beautiful lectures that inspire a desire to learn. Your work is much appreciated, thanks!
  • @RobotLabX
    Thank you for sharing, Steve Brunton. This is great lecture!
  • @nkminwings
    Great lecture! Understand clearly. Thanks👍
  • I can confidently say that this is a great channel. I liked every video. Many Thanks.
  • Simply Wow!! I truly enjoyed watching this entire video and its like, u made me get inspired. Thank you for this awesome lecture.
  • @naaz7991
    Thank you so much Steve. Cleared the concept. :)
  • @ZetaCarinae
    Your central matrix factorization is not quite right. The top two blocks should be [I_{512}, D_{512}] instead of [I_{512}, -D_{512}] . Looks like the same error is in your databook.pdf.
  • first time in my life I have seen the clear working of FFT. WoW..........Awesome
  • @toastom
    Hate to say it, but my signal processing class is nothing like this. My professor only goes over the math parts and nothing more. He doesn't even mention how any of it is used to process signals. So thank you for actually putting the SIGNAL in SIGNAL PROCESSING.
  • Very informative lecture, learned a lot from it. However, at 6:50, the even indexes must 0,2,4,(6 NOT 8).
  • @Damocles1337
    did anyone else realize how well this guy can write backwards?