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This video series by Steve Brunton presents an overview of the singular value decomposition (SVD), which is one of the most widely used algorithms for data processing, reduced-order modeling, and high-dimensional statistics.
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This video series by Steve Brunton 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 efficient computations. We will explore lots of applications in image compression, audio analysis, and solving partial differential equations.