Это видео недоступно.
Сожалеем об этом.

The Fast Fourier Transform (FFT)

Поделиться
HTML-код
  • Опубликовано: 30 мар 2020
  • 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

Комментарии • 135

  • @MinhVu-fo6hd
    @MinhVu-fo6hd 3 года назад +283

    It is so crazy that Gauss discovered a lot of things in mathematics that took people hundreds of years to realize.

    • @nameismetatoo4591
      @nameismetatoo4591 3 года назад +48

      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 года назад +19

      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 3 года назад +12

      @@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

    • @AQUA-Mannie
      @AQUA-Mannie 2 года назад +6

      @@nameismetatoo4591 Reminds me of the newton-leibniz calculus controversy.

    • @AboveEmAllProduction
      @AboveEmAllProduction 2 года назад +2

      Heavy Gauss Rifle

  • @vikaspandey1126
    @vikaspandey1126 3 года назад +23

    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.

  • @hackathongoofer
    @hackathongoofer 3 года назад +59

    I was just watching this but I kept being distracted and impressed by the fact that you are writing backwards. :O

    • @wardarezig
      @wardarezig 3 года назад +5

      Ahahaha same here XD

    • @daijin521ify
      @daijin521ify 3 года назад +1

      Same here , you wrote them so naturally without any hesitation

    • @TheCactuar124
      @TheCactuar124 3 года назад +38

      He isn't. The video is mirrored.

    • @brxne
      @brxne 3 года назад +4

      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.

    • @abin1838
      @abin1838 3 года назад

      they are not writing backwards.Its a simple use of technology. There is an MIT page explaining how they do it, so others can copy it. There are tons of resources that explains how to build that too.its cool!

  • @user-lo7qh1ko3z
    @user-lo7qh1ko3z Год назад

    The best lecture series I've seen in RUclips. Thanks a lot for everything.

  • @abc3631
    @abc3631 4 года назад +10

    Easily one of the best instructional videos on RUclips, 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 года назад +1

      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.

  • @DeonMitton
    @DeonMitton 3 года назад +5

    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.

  • @nathanzechar5599
    @nathanzechar5599 3 года назад +1

    This format is simply the best.

  • @InferiorPotassium93
    @InferiorPotassium93 3 года назад +4

    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.

  • @MaxMercerPiano
    @MaxMercerPiano 3 года назад +8

    Thank you so much, I am so excited to learn when I watch your videos!

  • @DanielLopez-up6os
    @DanielLopez-up6os 3 года назад

    Your Videos are So awesome and wonderfully high quality!

  • @charithjeewantha
    @charithjeewantha 2 года назад

    Thank you so much for these very clear explanations! They are really helpful

  • @suurajroshan6878
    @suurajroshan6878 9 месяцев назад

    Concepts simplified to the very core. Thank you for the lecture series!

  • @v.p22709
    @v.p22709 4 года назад +4

    Thanks you really rock and you’re a great story teller!!

  • @alextheheck
    @alextheheck 3 года назад +2

    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 Год назад

      I wish there were more black people in Science and mathematics

  • @jacobanderson5693
    @jacobanderson5693 4 года назад +3

    Amazing Prof Brunton.

  • @priyamourya6452
    @priyamourya6452 5 месяцев назад

    the best series I came across recently

  • @SpiritmanProductions
    @SpiritmanProductions 2 года назад +17

    Are we not going to talk about how well this guy writes backwards? 🖊

    • @marcnassif2822
      @marcnassif2822 2 года назад +9

      He writes regularly and the video is mirrored ;)

    • @SpiritmanProductions
      @SpiritmanProductions 2 года назад +3

      @@marcnassif2822 Ha. Seems I didn't give that any thought because I _wanted_ it to be true! 😋

    • @akhilezai
      @akhilezai 2 года назад

      @@marcnassif2822 Is he left handed then?

    • @spectralanalysis
      @spectralanalysis 2 года назад

      @@akhilezai His handwriting is way too neat for him to be left handed haha, but yes he is left handed.

  • @john3932
    @john3932 3 года назад

    beautiful video - very well explained

  • @mohamadhamoudy8232
    @mohamadhamoudy8232 4 года назад +7

    Please Prof. Steve Brunton
    kindly we need video lectures on the wavelet transform , DWT , CWT , etc , thanks and best regards

  • @dev.regotube
    @dev.regotube 4 года назад +8

    Thanks from the lecture!
    from Japan

    • @Eigensteve
      @Eigensteve  4 года назад

      Your welcome from Seattle!

  • @aliasgeranees8893
    @aliasgeranees8893 4 года назад +4

    Can't wait to watch the next video...i really love your work

    • @Eigensteve
      @Eigensteve  4 года назад +2

      Awesome! Next one should be out on Saturday.

    • @aliasgeranees8893
      @aliasgeranees8893 4 года назад

      @@Eigensteve Can't wait till Saturday..😄..haven't found any good content on fft algorithm on RUclips..really looking forward to it

  • @dineshvagicharla2720
    @dineshvagicharla2720 2 года назад +2

    No words to express my gratitude for this awesome content

  • @seyedhusseini6762
    @seyedhusseini6762 3 года назад

    really high quality info, thnx.

  • @jesskonye6476
    @jesskonye6476 2 года назад +5

    did my man just casually write on the board backwards for us to see it in the correct orientation? Because that's impressive

  • @manjumanl5279
    @manjumanl5279 Год назад

    Steve ,you are the best .

  • @AJ-et3vf
    @AJ-et3vf 2 года назад

    Great video! Thank you!

  • @DGSEM
    @DGSEM 2 года назад +3

    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.

  • @laozismash2609
    @laozismash2609 4 года назад +20

    Professor, please tell me how can I monetarily support you. The contents you created are beyond brilliant!

    • @sashaelswit
      @sashaelswit 3 года назад +5

      I think buying his book might be a very good idea.

  • @davidtindell950
    @davidtindell950 4 года назад +2

    thank u for prompt reply. Be Well !

  • @davidcardin7652
    @davidcardin7652 2 года назад

    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 2 года назад

      Hey David Cardin, do you like listening to songs by Imagine dragons ?

  • @alireza98325
    @alireza98325 4 года назад

    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.

  • @zookaroo2132
    @zookaroo2132 2 года назад +1

    I wish I could be your student in my uni life 😭 you explained what I need to grasp

  • @YawanathathanBaqar
    @YawanathathanBaqar Год назад

    Wow did this just make me understand scaling the dow Jones day trading ? Very useful information! I wish this guy was my personal teacher!

  • @ansrang9384
    @ansrang9384 3 года назад

    if I plot the spectral where the X axis is time, do I have to IFFT first? thank you

  • @michaurbanski5961
    @michaurbanski5961 3 года назад

    awesome, thanks!

  • @gamerchannelforleagueofleg479
    @gamerchannelforleagueofleg479 4 года назад +13

    how does he write backwards so well ???

    • @dzemper9410
      @dzemper9410 4 года назад +4

      maybe the video is inverted . He writes normal and then they invert it using software

    • @jd87a
      @jd87a 4 года назад

      @@dzemper9410 If he's writing normal then the inversion would be backwards

    • @SreenikethanI
      @SreenikethanI 3 года назад

      @@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 года назад +1

      Left handed and the image is inverted.

  • @Alex-gj2yi
    @Alex-gj2yi Год назад

    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

  • @aemeroayalsew2041
    @aemeroayalsew2041 3 года назад

    you are too brave keep going!!

  • @iasonsideris4442
    @iasonsideris4442 3 года назад +15

    8 minutes for NOT describing the FFT

  • @isaac5815
    @isaac5815 3 года назад

    Holy shit. Thank you. Thank you so much.

  • @lbitten
    @lbitten 2 года назад

    Fantastic! What system did u use to produce the lecture?

  • @HAGARCIA
    @HAGARCIA 4 года назад +4

    Obrigado, professor, por nos explicar o porque de usar o FFT (n x long) ao invés do DFT( n x n).

  • @WelshGuitarDude
    @WelshGuitarDude 4 года назад +2

    Do you plan to explain the algorithm and the math behind it? Trying to write this algorithm for a compute shader

    • @Eigensteve
      @Eigensteve  4 года назад +1

      Yes, I believe it will come out on Saturday.

  • @liboyan7010
    @liboyan7010 Год назад

    Dear Prof. Brunton, is FFT mostly used for simple domains problems? (FEM, FVM, Meshless, etc)

  • @manfredbogner9799
    @manfredbogner9799 7 месяцев назад

    very good

  • @alicewonderland9151
    @alicewonderland9151 2 года назад

    God bless you!

  • @SuperG1224
    @SuperG1224 4 года назад +6

    Thank you so much for explaining complex thing really Easy way!
    Can you do this for "Homomorphic Encryption" too??

    • @Eigensteve
      @Eigensteve  4 года назад +3

      I'm by no means an expert in encryption, but that would be a fun series.

  • @davidtindell950
    @davidtindell950 4 года назад +1

    Are ‘Private Vids’ available under your Membership Plan ?

    • @Eigensteve
      @Eigensteve  4 года назад

      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 Год назад

    awesome

  • @vokieuanh7140
    @vokieuanh7140 3 года назад

    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?

  • @Akashphs7217
    @Akashphs7217 Год назад

    please help me with this, why for a 10 sec audio, n=4.4x 1000000. what basically 'n' is?

  • @dwarkeshhaldankar2612
    @dwarkeshhaldankar2612 3 года назад +4

    Where were you all my college life?

  • @CheatTrigger
    @CheatTrigger 4 года назад +2

    Sparsity and Compression is a private video... is a part of any membership plan?

    • @Eigensteve
      @Eigensteve  4 года назад +2

      Sorry about that... that video should be coming out at the very end of this series on FFT, in about a month. Stay tuned!

  • @antonisnic7510
    @antonisnic7510 2 года назад

    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

  • @PS-gr7px
    @PS-gr7px 3 года назад

    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 Год назад

      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))

  • @amateurfilmgirlie
    @amateurfilmgirlie Год назад

    awesome video and explanation.... how the heck are you writing backwards??

  • @yeoungbraxx
    @yeoungbraxx 3 года назад +2

    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 🙃

  • @CasualDrive
    @CasualDrive 11 месяцев назад

    Amazing explanation! But what I couldn't wrap my head around is how can he write backwards so casually ?!

    • @CasualDrive
      @CasualDrive 11 месяцев назад

      oh video is inversed on X axis! great move 😉

  • @user-zc4mg1pi6w
    @user-zc4mg1pi6w 2 месяца назад

    what does PDE stand for???????

  • @bharadwajsangaraju1326
    @bharadwajsangaraju1326 2 года назад +1

    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.

  • @priyamourya6452
    @priyamourya6452 5 месяцев назад

    Ok thank you :)

  • @VinhNguyen-lb1ux
    @VinhNguyen-lb1ux 3 года назад

    Ông này viết ngược luôn ghê vch :)) respect!

  • @datmeme8967
    @datmeme8967 3 года назад

    FFT, how about that FHT (Fast Handwriting Transform)??? Can you reveal that algorithm?

    • @supernovaw39
      @supernovaw39 Год назад

      probably called mirroring or vertical inversion of video :D

  • @SaccoBelmonte
    @SaccoBelmonte Год назад

    T-Pain owes his career to FFT

  • @GuilherHast
    @GuilherHast 2 года назад

    Isn't it O(n(n+1))?

  • @Beatsbasteln
    @Beatsbasteln Год назад

    Gauß was majorly underestimating his own work

  • @ceeb830
    @ceeb830 Год назад +1

    I thought the complexity of FFT was n*log2(n) not with a base of 10?

    • @Eigensteve
      @Eigensteve  Год назад

      You can go between log in any bases by multiplying with a constant. So log2(n) = log2(10)*log10(n)

    • @ceeb830
      @ceeb830 Год назад +1

      @@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  Год назад

      @@ceeb830 That's right, we usually drop the constant, since we are just interested in how the trend scales for large n

  • @IbadassI
    @IbadassI 2 года назад

    So he's left handed, can you figure out how I figured it out?

  • @TheMEotaku
    @TheMEotaku 3 года назад

    If you can right in reverse, you can explain the Fourier transform.

  • @shaaoux5590
    @shaaoux5590 Год назад

    So this is just an introduction of FFT? Well I was hoping for learning the details and implementation.

    • @shaaoux5590
      @shaaoux5590 Год назад

      Never mind. Found the next video

  • @a51raider
    @a51raider 4 года назад

    idek what ur talking about but nice video!

  • @hlmco
    @hlmco 10 месяцев назад

    Karl Friedrich Gauss must have been, no doubt, one of the smartest men who ever walked the earth. Absolute genius.

  • @seeking9145
    @seeking9145 2 года назад

    Did he really write mirrored on glass better than I write normal on paper?

  • @stv3qbhxjnmmqbw835
    @stv3qbhxjnmmqbw835 3 года назад

    That's logN base 2, not base 10. So for n=1000 we'd get logN = 10

    • @stv3qbhxjnmmqbw835
      @stv3qbhxjnmmqbw835 3 года назад

      @Michael Smith I don't have an idea what you're talking about?!

  • @tjpld
    @tjpld Год назад

    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.

  • @AMENTALL1Z4RD
    @AMENTALL1Z4RD 3 года назад

    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?

  • @jakublizon6375
    @jakublizon6375 Год назад

    Hardware is the physics. Software is the math.

  • @kraftrad7840
    @kraftrad7840 3 года назад

    Gauss was a freak

  • @mandynichols3957
    @mandynichols3957 4 года назад

    bff2873

  • @mandynichols3957
    @mandynichols3957 4 года назад

    fft batch

  • @brianmcmullen95
    @brianmcmullen95 3 года назад

    Left handed

  • @electricaladhd4237
    @electricaladhd4237 3 месяца назад

    Don’t watch. He doesn’t explain the FFT.

  • @mohamadhamoudy8232
    @mohamadhamoudy8232 4 года назад +3

    Please Prof. Steve Brunton
    kindly we need video lectures on the wavelet transform , DWT , CWT , etc , thanks and best regards