The Fast Fourier Transform (FFT)

  Рет қаралды 334,656

Steve Brunton

Steve Brunton

4 жыл бұрын

Here I introduce the Fast Fourier Transform (FFT), which is how we compute the Fourier Transform on a computer. The FFT is 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-Sc...
Brunton Website: eigensteve.com
This video was produced at the University of Washington

Пікірлер: 135
@MinhVu-fo6hd
@MinhVu-fo6hd 3 жыл бұрын
It is so crazy that Gauss discovered a lot of things in mathematics that took people hundreds of years to realize.
@nameismetatoo4591
@nameismetatoo4591 3 жыл бұрын
Makes you wonder how many people have ideas that could change the world, but choose not to share them because they don't see their full potential (or they assume someone else has already had that idea).
@felipegutierrez3477
@felipegutierrez3477 3 жыл бұрын
Fun fact 101: when something is not named after Gauss is because somebody rediscovered it later or it would be confusing as everything is already named after him. Probably the latter though.
@jonas14812
@jonas14812 2 жыл бұрын
@@nameismetatoo4591 i think its far more interesting to think how many people could have potentially had great ideas but were just exploited working class people who never had the opportunity to actually form their intellect and study something
@tonysutton437
@tonysutton437 2 жыл бұрын
@@nameismetatoo4591 Reminds me of the newton-leibniz calculus controversy.
@AboveEmAllProduction
@AboveEmAllProduction 2 жыл бұрын
Heavy Gauss Rifle
@hackathongoofer
@hackathongoofer 3 жыл бұрын
I was just watching this but I kept being distracted and impressed by the fact that you are writing backwards. :O
@wardarezig
@wardarezig 3 жыл бұрын
Ahahaha same here XD
@whimsicalvibes
@whimsicalvibes 3 жыл бұрын
great content in the video but such videos are extremely distracting and make me feel uneasy...I guess any right brained person would find these very distracting.
@daijin521ify
@daijin521ify 3 жыл бұрын
Same here , you wrote them so naturally without any hesitation
@TheCactuar124
@TheCactuar124 3 жыл бұрын
He isn't. The video is mirrored.
@brxne
@brxne 3 жыл бұрын
He isn't writing it backwards, there is very easy, logical explanation. This has been mirrored, and if you look closely you can see that he has a ring on what would be his right hand, which isn't right, usually rings are on left hand.
@vikaspandey1126
@vikaspandey1126 3 жыл бұрын
This is what online lectures should be like. Thank you very much Dr. Brunton for sharing these lectures. I can't emphasise enough how amazingly done these are.
@DeonMitton
@DeonMitton 3 жыл бұрын
Very well produced - thank you Steve for this excellent lecture ! FFT is truly what drives the World today... and into the future - with endless applications, in the physical sciences astro, aviation, and medical world.
@jesskonye6476
@jesskonye6476 2 жыл бұрын
did my man just casually write on the board backwards for us to see it in the correct orientation? Because that's impressive
@abc3631
@abc3631 3 жыл бұрын
Easily one of the best instructional videos on KZfaq, the clarity in your articulation of the concepts makes the otherwise murky subject so much more approachable. Can't applaud you enough for putting these videos togather. Cheers !
@fermisurface2616
@fermisurface2616 2 жыл бұрын
This lecture was like a trailer to the actual one (which I assume comes later in the series). He didn't actually do anything here.
@SpiritmanProductions
@SpiritmanProductions 2 жыл бұрын
Are we not going to talk about how well this guy writes backwards? 🖊
@marcnassif2822
@marcnassif2822 2 жыл бұрын
He writes regularly and the video is mirrored ;)
@SpiritmanProductions
@SpiritmanProductions 2 жыл бұрын
@@marcnassif2822 Ha. Seems I didn't give that any thought because I _wanted_ it to be true! 😋
@akhilezai
@akhilezai 2 жыл бұрын
@@marcnassif2822 Is he left handed then?
@spectralanalysis
@spectralanalysis 2 жыл бұрын
@@akhilezai His handwriting is way too neat for him to be left handed haha, but yes he is left handed.
@user-lo7qh1ko3z
@user-lo7qh1ko3z Жыл бұрын
The best lecture series I've seen in KZfaq. Thanks a lot for everything.
@dineshvagicharla2720
@dineshvagicharla2720 2 жыл бұрын
No words to express my gratitude for this awesome content
@mohamadhamoudy8232
@mohamadhamoudy8232 4 жыл бұрын
Please Prof. Steve Brunton kindly we need video lectures on the wavelet transform , DWT , CWT , etc , thanks and best regards
@nathanzechar5599
@nathanzechar5599 3 жыл бұрын
This format is simply the best.
@DGSEM
@DGSEM 2 жыл бұрын
An important point I missed in the video is the Kronecker property for the multivariate case. This enables the use of many 1-dimensional operations instead of one N-dimensional operation. Also called "vec-trick" on tensorproduct elements.
@InferiorPotassium93
@InferiorPotassium93 2 жыл бұрын
This content is amazing, thank you so much for posting this. I knew how to compute a fourier transform of on a defined function but was incredibly confused how computers did it on the sample data they create from analog signals. I had no idea you could do it to discrete data.
@priyamourya6452
@priyamourya6452 3 ай бұрын
the best series I came across recently
@alextheheck
@alextheheck 3 жыл бұрын
Thank you so much for making this course publicly available professor! Your approach to teaching Fourier Analysis manages to provide a level of intuition on the subject that makes the equations themselves seem much less daunting. Also the anecdotes and stories you weave into this course are pretty much the icing on the cake.
@hugodaniel8975
@hugodaniel8975 Жыл бұрын
I wish there were more black people in Science and mathematics
@suurajroshan6878
@suurajroshan6878 7 ай бұрын
Concepts simplified to the very core. Thank you for the lecture series!
@Eigensteve
@Eigensteve 6 ай бұрын
You're welcome!
@alireza98325
@alireza98325 3 жыл бұрын
In addition to satellite TV, it is cool that the new digital Terrestrial TV broadcasting standard ATSC 3.0, which has just commenced in US also uses OFDM-based modulation and consequently requires FFT blocks on the receiver side and iFFT on the transmitter.
@DanielLopez-up6os
@DanielLopez-up6os 3 жыл бұрын
Your Videos are So awesome and wonderfully high quality!
@MaxMercerPiano
@MaxMercerPiano 3 жыл бұрын
Thank you so much, I am so excited to learn when I watch your videos!
@Eigensteve
@Eigensteve 3 жыл бұрын
You are so welcome!
@jacobanderson5693
@jacobanderson5693 4 жыл бұрын
Amazing Prof Brunton.
@laozismash2609
@laozismash2609 3 жыл бұрын
Professor, please tell me how can I monetarily support you. The contents you created are beyond brilliant!
@sashaelswit
@sashaelswit 3 жыл бұрын
I think buying his book might be a very good idea.
@charithjeewantha
@charithjeewantha 2 жыл бұрын
Thank you so much for these very clear explanations! They are really helpful
@zookaroo2132
@zookaroo2132 2 жыл бұрын
I wish I could be your student in my uni life 😭 you explained what I need to grasp
@dev.regotube
@dev.regotube 4 жыл бұрын
Thanks from the lecture! from Japan
@Eigensteve
@Eigensteve 4 жыл бұрын
Your welcome from Seattle!
@v.p22709
@v.p22709 3 жыл бұрын
Thanks you really rock and you’re a great story teller!!
@manjumanl5279
@manjumanl5279 Жыл бұрын
Steve ,you are the best .
@Alex-gj2yi
@Alex-gj2yi Жыл бұрын
It is so crazy that Steve wrote every notes from the back, which means every characters and graphs he is writing should be flipped along y axis by 180 degrees
@davidtindell950
@davidtindell950 4 жыл бұрын
thank u for prompt reply. Be Well !
@aliasgeranees8893
@aliasgeranees8893 4 жыл бұрын
Can't wait to watch the next video...i really love your work
@Eigensteve
@Eigensteve 4 жыл бұрын
Awesome! Next one should be out on Saturday.
@aliasgeranees8893
@aliasgeranees8893 4 жыл бұрын
@@Eigensteve Can't wait till Saturday..😄..haven't found any good content on fft algorithm on KZfaq..really looking forward to it
@john3932
@john3932 3 жыл бұрын
beautiful video - very well explained
@YawanathathanBaqar
@YawanathathanBaqar Жыл бұрын
Wow did this just make me understand scaling the dow Jones day trading ? Very useful information! I wish this guy was my personal teacher!
@davidcardin7652
@davidcardin7652 Жыл бұрын
Wow! This is an awesome explanation! Down to earth, straight forward, excellent! BTW - you are quickly, and legibly writing backwards like some kind of Leonardo DaVinci !! What the heck! Incredible!
@ezra5452
@ezra5452 Жыл бұрын
Hey David Cardin, do you like listening to songs by Imagine dragons ?
@AJ-et3vf
@AJ-et3vf 2 жыл бұрын
Great video! Thank you!
@seyedhusseini6762
@seyedhusseini6762 3 жыл бұрын
really high quality info, thnx.
@gamerchannelforleagueofleg479
@gamerchannelforleagueofleg479 4 жыл бұрын
how does he write backwards so well ???
@dzemper9410
@dzemper9410 3 жыл бұрын
maybe the video is inverted . He writes normal and then they invert it using software
@jd87a
@jd87a 3 жыл бұрын
@@dzemper9410 If he's writing normal then the inversion would be backwards
@SreenikethanI
@SreenikethanI 3 жыл бұрын
@@jd87a but the camera sees from behind the board, so inverting again in software will put it correctly You can search on Lightboard or Lightboard Studio (either of those names) to see more on how this works!
@brianmcmullen95
@brianmcmullen95 3 жыл бұрын
Left handed and the image is inverted.
@iasonsideris4442
@iasonsideris4442 3 жыл бұрын
8 minutes for NOT describing the FFT
@lbitten
@lbitten 2 жыл бұрын
Fantastic! What system did u use to produce the lecture?
@yeoungbraxx
@yeoungbraxx 3 жыл бұрын
I was wondering who invented FFT so I went to wikipedia, letting the video continue to play while I tuned it out to read. When I tuned back into the video, you were just finishing explaining exactly that. Oops 🙃
@Eigensteve
@Eigensteve 3 жыл бұрын
Nice :)
@tjpld
@tjpld Жыл бұрын
I just recently read a paper that it's actually faster to just compute the DFT if you're using GPU acceleration, since matrix multiplication is inherently more parallel despite vendors actually providing their own optimized FFT libraries. The performance benefit of DFT is even greater the larger the input compared to the optimized FFT library. The paper is: Davuluru, Venkata Salini Priyamvada; Hettiarachchi, Don Lahiru Nirmal; Balster, Eric (2022): Performance Analysis of DFT and FFT Algorithms on Modern GPUs. TechRxiv.
@HAGARCIA
@HAGARCIA 4 жыл бұрын
Obrigado, professor, por nos explicar o porque de usar o FFT (n x long) ao invés do DFT( n x n).
@Eigensteve
@Eigensteve 4 жыл бұрын
De nada
@GuilherHast
@GuilherHast 2 жыл бұрын
Brs everywhere. Um abraço
@liboyan7010
@liboyan7010 Жыл бұрын
Dear Prof. Brunton, is FFT mostly used for simple domains problems? (FEM, FVM, Meshless, etc)
@ansrang9384
@ansrang9384 3 жыл бұрын
if I plot the spectral where the X axis is time, do I have to IFFT first? thank you
@dwarkeshhaldankar2612
@dwarkeshhaldankar2612 3 жыл бұрын
Where were you all my college life?
@michaurbanski5961
@michaurbanski5961 3 жыл бұрын
awesome, thanks!
@aemeroayalsew2041
@aemeroayalsew2041 3 жыл бұрын
you are too brave keep going!!
@isaac5815
@isaac5815 3 жыл бұрын
Holy shit. Thank you. Thank you so much.
@WelshGuitarDude
@WelshGuitarDude 4 жыл бұрын
Do you plan to explain the algorithm and the math behind it? Trying to write this algorithm for a compute shader
@Eigensteve
@Eigensteve 4 жыл бұрын
Yes, I believe it will come out on Saturday.
@manfredbogner9799
@manfredbogner9799 5 ай бұрын
very good
@vokieuanh7140
@vokieuanh7140 2 жыл бұрын
a) What is this FFT image called in general? (b) What kind of information can you obtain from the FFT image? (c) Is this same as an electron diffraction pattern?
@supernovaw39
@supernovaw39 Жыл бұрын
bruh
@alicewonderland9151
@alicewonderland9151 2 жыл бұрын
God bless you!
@davidtindell950
@davidtindell950 4 жыл бұрын
Are ‘Private Vids’ available under your Membership Plan ?
@Eigensteve
@Eigensteve 4 жыл бұрын
Sorry about that... that video should be coming out at the very end of this series on FFT, in about a month. Stay tuned!
@shayankorki7248
@shayankorki7248 Жыл бұрын
awesome
@SuperG1224
@SuperG1224 4 жыл бұрын
Thank you so much for explaining complex thing really Easy way! Can you do this for "Homomorphic Encryption" too??
@Eigensteve
@Eigensteve 4 жыл бұрын
I'm by no means an expert in encryption, but that would be a fun series.
@CasualDrive
@CasualDrive 8 ай бұрын
Amazing explanation! But what I couldn't wrap my head around is how can he write backwards so casually ?!
@CasualDrive
@CasualDrive 8 ай бұрын
oh video is inversed on X axis! great move 😉
@CheatTrigger
@CheatTrigger 4 жыл бұрын
Sparsity and Compression is a private video... is a part of any membership plan?
@Eigensteve
@Eigensteve 4 жыл бұрын
Sorry about that... that video should be coming out at the very end of this series on FFT, in about a month. Stay tuned!
@VinhNguyen-lb1ux
@VinhNguyen-lb1ux 3 жыл бұрын
Ông này viết ngược luôn ghê vch :)) respect!
@antonisnic7510
@antonisnic7510 2 жыл бұрын
I never understand how you do your videos. How the heck do you write in the air, and how you this invisible board trick. Please explain
@amateurfilmgirlie
@amateurfilmgirlie Жыл бұрын
awesome video and explanation.... how the heck are you writing backwards??
@priyamourya6452
@priyamourya6452 3 ай бұрын
Ok thank you :)
@Akashphs7217
@Akashphs7217 10 ай бұрын
please help me with this, why for a 10 sec audio, n=4.4x 1000000. what basically 'n' is?
@bharadwajsangaraju1326
@bharadwajsangaraju1326 2 жыл бұрын
I think in the N Log N, the base is not 10 as mentioned here at 3:30. I think the base should be 2.
@Eigensteve
@Eigensteve 2 жыл бұрын
I think I agree.
@PS-gr7px
@PS-gr7px 3 жыл бұрын
When we say O(nlog(n)) isn't the log base 2? so in the case where n = 1000, log(n) ~= 10 not 3?
@supernovaw39
@supernovaw39 Жыл бұрын
I guess it doesn't matter as much in big O notation because it only conveys a general trend while omitting most of the less significant factors. But yes, Cooley-Tukey FFT is O(n*log_2(n))
@SaccoBelmonte
@SaccoBelmonte 9 ай бұрын
T-Pain owes his career to FFT
@Beatsbasteln
@Beatsbasteln Жыл бұрын
Gauß was majorly underestimating his own work
@datmeme8967
@datmeme8967 3 жыл бұрын
FFT, how about that FHT (Fast Handwriting Transform)??? Can you reveal that algorithm?
@supernovaw39
@supernovaw39 Жыл бұрын
probably called mirroring or vertical inversion of video :D
@IbadassI
@IbadassI 2 жыл бұрын
So he's left handed, can you figure out how I figured it out?
@TheMEotaku
@TheMEotaku 3 жыл бұрын
If you can right in reverse, you can explain the Fourier transform.
@hlmco
@hlmco 8 ай бұрын
Karl Friedrich Gauss must have been, no doubt, one of the smartest men who ever walked the earth. Absolute genius.
@jakublizon6375
@jakublizon6375 Жыл бұрын
Hardware is the physics. Software is the math.
@AMENTALL1Z4RD
@AMENTALL1Z4RD 3 жыл бұрын
I was watching a video of a kid drinking a bottle of Gatorade through a toilet paper roll straw. How did I end up here?
@ceeb830
@ceeb830 10 ай бұрын
I thought the complexity of FFT was n*log2(n) not with a base of 10?
@Eigensteve
@Eigensteve 10 ай бұрын
You can go between log in any bases by multiplying with a constant. So log2(n) = log2(10)*log10(n)
@ceeb830
@ceeb830 10 ай бұрын
@@Eigensteve but you have no constant in front of the log(n) term in the video. Is the constant just ignored because it is a complexity formula?
@Eigensteve
@Eigensteve 10 ай бұрын
@@ceeb830 That's right, we usually drop the constant, since we are just interested in how the trend scales for large n
@shaaoux5590
@shaaoux5590 Жыл бұрын
So this is just an introduction of FFT? Well I was hoping for learning the details and implementation.
@shaaoux5590
@shaaoux5590 Жыл бұрын
Never mind. Found the next video
@a51raider
@a51raider 3 жыл бұрын
idek what ur talking about but nice video!
@GuilherHast
@GuilherHast 2 жыл бұрын
Isn't it O(n(n+1))?
@cking9145
@cking9145 2 жыл бұрын
Did he really write mirrored on glass better than I write normal on paper?
@stv3qbhxjnmmqbw835
@stv3qbhxjnmmqbw835 3 жыл бұрын
That's logN base 2, not base 10. So for n=1000 we'd get logN = 10
@stv3qbhxjnmmqbw835
@stv3qbhxjnmmqbw835 2 жыл бұрын
@Michael Smith I don't have an idea what you're talking about?!
@kraftrad7840
@kraftrad7840 2 жыл бұрын
Gauss was a freak
@mandynichols3957
@mandynichols3957 3 жыл бұрын
bff2873
@mandynichols3957
@mandynichols3957 3 жыл бұрын
fft batch
@brianmcmullen95
@brianmcmullen95 3 жыл бұрын
Left handed
@electricaladhd4237
@electricaladhd4237 Ай бұрын
Don’t watch. He doesn’t explain the FFT.
@mohamadhamoudy8232
@mohamadhamoudy8232 4 жыл бұрын
Please Prof. Steve Brunton kindly we need video lectures on the wavelet transform , DWT , CWT , etc , thanks and best regards
@Eigensteve
@Eigensteve 4 жыл бұрын
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