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: Book PDF: These lectures follow Chapter 2 from: “Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control“ by Brunton and Kutz Amazon: Brunto