Discrete transforms | FFT algorithms
A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). Fourier analysis converts a signal from its original domain (often time or space) to a representation in the frequency domain and vice versa. The DFT is obtained by decomposing a sequence of values into components of different frequencies. This operation is useful in many fields, but computing it directly from the definition is often too slow to be practical. An FFT rapidly computes such transformations by factorizing the DFT matrix into a product of sparse (mostly zero) factors. As a result, it manages to reduce the complexity of computing the DFT from , which arises if one simply applies the definition of DFT, to , where is the data size. The difference in speed can be enormous, especially for long data sets where N may be in the thousands or millions. In the presence of round-off error, many FFT algorithms are much more accurate than evaluating the DFT definition directly or indirectly. There are many different FFT algorithms based on a wide range of published theories, from simple complex-number arithmetic to group theory and number theory. Fast Fourier transforms are widely used for applications in engineering, music, science, and mathematics. The basic ideas were popularized in 1965, but some algorithms had been derived as early as 1805. In 1994, Gilbert Strang described the FFT as "the most important numerical algorithm of our lifetime", and it was included in Top 10 Algorithms of 20th Century by the IEEE magazine Computing in Science & Engineering. The best-known FFT algorithms depend upon the factorization of N, but there are FFTs with O(N log N) complexity for all N, even for prime N. Many FFT algorithms depend only on the fact that is an N-th primitive root of unity, and thus can be applied to analogous transforms over any finite field, such as number-theoretic transforms. Since the inverse DFT is the same as the DFT, but with the opposite sign in the exponent and a 1/N factor, any FFT algorithm can easily be adapted for it. (Wikipedia).
The Fast Fourier Transform (FFT)
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: http://databookuw.com Book PDF: http://databookuw.com/databook.pdf These lectures follow Chapter
From playlist Fourier
The Fourier Transform and Derivatives
This video describes how the Fourier Transform can be used to accurately and efficiently compute derivatives, with implications for the numerical solution of differential equations. Book Website: http://databookuw.com Book PDF: http://databookuw.com/databook.pdf These lectures follow
From playlist Fourier
Math 139 Fourier Analysis Lecture 29: Finite Fourier Analysis; Fast Fourier Transform
Fourier coefficients of continuous functions on Z(N) (group of N-th roots of unity); Fourier inversion; Parseval-Plancherel formulae. Fast Fourier transform: how to best calculate the Fourier coefficients.
From playlist Course 8: Fourier Analysis
Electrical Engineering: Ch 19: Fourier Transform (2 of 45) What is a Fourier Transform? Math Def
Visit http://ilectureonline.com for more math and science lectures! In this video I will explain the mathematical definition and equation of a Fourier transform. Next video in this series can be seen at: https://youtu.be/yl6RtWp7y4k
From playlist ELECTRICAL ENGINEERING 18: THE FOURIER TRANSFORM
Fourier Transforms: Fast Fourier Transform, Part 2
Data Science for Biologists Fourier Transforms: Fast Fourier Transform Part 2 Course Website: data4bio.com Instructors: Nathan Kutz: faculty.washington.edu/kutz Bing Brunton: faculty.washington.edu/bbrunton Steve Brunton: faculty.washington.edu/sbrunton
From playlist Fourier
To Understand the Fourier Transform, Start From Quantum Mechanics
Develop a deep understanding of the Fourier transform by appreciating the critical role it plays in quantum mechanics! Get the notes for free here: https://courses.physicswithelliot.com/notes-sign-up Sign up for my newsletter for additional physics lessons: https://www.physicswithelliot.c
From playlist Physics Mini Lessons
Introduction to the z-Transform
http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Introduces the definition of the z-transform, the complex plane, and the relationship between the z-transform and the discrete-time Fourier transfor
From playlist The z-Transform
Fourier Transforms: Fast Fourier Transform, Part 1
Data Science for Biologists Fourier Transforms: Fast Fourier Transform Part 1 Course Website: data4bio.com Instructors: Nathan Kutz: faculty.washington.edu/kutz Bing Brunton: faculty.washington.edu/bbrunton Steve Brunton: faculty.washington.edu/sbrunton
From playlist Fourier
The Fast Fourier Transform (FFT): Most Ingenious Algorithm Ever?
In this video, we take a look at one of the most beautiful algorithms ever created: the Fast Fourier Transform (FFT). This is a tricky algorithm to understand so we take a look at it in a context that we are all familiar with: polynomial multiplication. You will see how the core ideas of t
From playlist Fourier
The discrete-time Fourier transform
The Fourier transform is arguably the most important algorithm in signal processing and communications technology (not to mention neural time series data analysis!). This video provides an in-depth, step-by-step explanation of how the Fourier transform works. The video uses files you can
From playlist OLD ANTS #2) The discrete-time Fourier transform
Data Science - Part XVI - Fourier Analysis
For downloadable versions of these lectures, please go to the following link: http://www.slideshare.net/DerekKane/presentations https://github.com/DerekKane/YouTube-Tutorials This lecture provides an overview of the Fourier Analysis and the Fourier Transform as applied in Machine Learnin
From playlist Data Science
Faster than Fast Fourier Transform (ft. Michael Kapralov)
This video presents a recent breakthrough called the Sparse Fourier Transform (SFT). This algorithm yields an exponential speed-up over the celebrated Fast Fourier Transform (FFT) when asked to extract a small number of dominant Fourier coefficients. The video features Assistant Professor
From playlist Fourier
This video presents an overview of the Fourier Transform, which is one of the most important transformations in all of mathematical physics and engineering. This series will introduce the analytic theory of the Fourier Transform, along with the Fast Fourier Transform (FFT) algorithm for e
From playlist Data-Driven Science and Engineering
ME565 Lecture 17: Fast Fourier Transforms (FFT) and Audio
ME565 Lecture 17 Engineering Mathematics at the University of Washington Fast Fourier Transforms (FFT) and Audio Notes: http://faculty.washington.edu/sbrunton/me565/pdf/L17.pdf Matlab code: * http://faculty.washington.edu/sbrunton/me565/matlab/EX1_FFT.m * http://faculty.washington.
From playlist Fourier
Lec 18 | MIT RES.6-008 Digital Signal Processing, 1975
Lecture 18: Computation of the discrete Fourier transform, part 1 Instructor: Alan V. Oppenheim View the complete course: http://ocw.mit.edu/RES.6-008 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT RES.6-008 Digital Signal Processing, 1975
The Fast Fourier Transform Algorithm
Here I discuss the Fast Fourier Transform (FFT) algorithm, one of the most important algorithms of all time. Book Website: http://databookuw.com Book PDF: http://databookuw.com/databook.pdf These lectures follow Chapter 2 from: "Data-Driven Science and Engineering: Machine Learning, D
From playlist Fourier
Lecture: Discrete Fourier Transform (DFT) and the Fast Fourier Transform (FFT)
This lecture details the algorithm used for constructing the FFT and DFT representations using efficient computation.
From playlist Beginning Scientific Computing