Discrete Fourier Transform and FFTW

This lecture covers the concept of Fourier series, discrete approximation, and the Discrete Fourier Transform (DFT). It explains how signals can be expressed as complex coefficients, the approximation of Fourier series, and the inverse DFT. The lecture also delves into Fourier series coefficients, derivations, and solving differential equations. Additionally, it introduces the Fast Fourier Transform (FFT) algorithm, focusing on the FFTW library, a widely used implementation of FFT. The lecture provides examples and code snippets for implementing FFT using the FFTW library.