Understated dubstep singer James Blake stopped by the Late Show With David Letterman last night, where the English musician offered the late-night host a clinic on electronic music with his performance of "Retrograde." Backed by a drummer and bassist (of sorts), Blake crooned in a supple voice on the torchy song over atmospheric keyboards and steady electronic claps, all of which fascinated Letterman. "Did you make that yourself?" he asked Rob McAndrews, who played with his hands bass pedals that Paul Shaffer explained were built to be triggered by one's feet. "Is it connected to anything?" Letterman asked, laughing. "Retrograde" comes from Blake's new album, Overgrown.