# Video Lectures

Special software is required to use some of the files in this section: .rm.

These videos of Professor Strang's Lectures were recorded at MIT's Lincoln Laboratory in the Spring of 2001.

lec # | topics | videos |
---|---|---|

1 | Positive Definite Matrices K = A'CA | (56K) (80K) (220K) |

2 | One-dimensional Applications: A = Difference Matrix | (56K) (80K) (220K) |

3 | Network Applications: A = Incidence Matrix | (56K) (80K) (220K) |

4 | Applications to Linear Estimation: Least Squares | (56K) (80K) (220K) |

5 | Applications to Dynamics: Eigenvalues of K, Solution of Mu'' + Ku = F(t) |
(56K) (80K) (220K) |

6 | Underlying Theory: Applied Linear Algebra | (56K) (80K) (220K) |

7 | Discrete vs. Continuous: Differences and Derivatives | (56K) (80K) (220K) |

8 | Applications to Boundary Value Problems: Laplace Equation | (56K) (80K) (220K) |

9 | Solutions of Laplace Equation: Complex Variables | (56K) (80K) (220K) |

10 | Delta Function and Green's Function | (56K) (80K) (220K) |

11 | Initial Value Problems: Wave Equation and Heat Equation | (56K) (80K) (220K) |

12 | Solutions of Initial Value Problems: Eigenfunctions | (56K) (80K) (220K) |

13 | Numerical Linear Algebra: Orthogonalization and A = QR | (56K) (80K) (220K) |

14 | Numerical Linear Algebra: SVD and Applications | (56K) (80K) (220K) |

15 | Numerical Methods in Estimation: Recursive Least Squares and Covariance Matrix | (56K) (80K) (220K) |

16 | Dynamic Estimation: Kalman Filter and Square Root Filter | (56K) (80K) (220K) |

17 | Finite Difference Methods: Equilibrium Problems | (56K) (80K) (220K) |

18 | Finite Difference Methods: Stability and Convergence | (56K) (80K) (220K) |

19 | Optimization and Minimum Principles: Euler Equation | (56K) (80K) (220K) |

20 | Finite Element Method: Equilibrium Equations | (56K) (80K) (220K) |

21 | Spectral Method: Dynamic Equations | (56K) (80K) (220K) |

22 | Fourier Expansions and Convolution | (56K) (80K) (220K) |

23 | Fast Fourier Transform and Circulant Matrices | (56K) (80K) (220K) |

24 | Discrete Filters: Lowpass and Highpass | (56K) (80K) (220K) |

25 | Filters in the Time and Frequency Domain | (56K) (80K) (220K) |

26 | Filter Banks and Perfect Reconstruction | (56K) (80K) (220K) |

27 | Multiresolution, Wavelet Transform and Scaling Function | (56K) (80K) (220K) |

28 | Splines and Orthogonal Wavelets: Daubechies Construction | (56K) (80K) (220K) |

29 | Applications in Signal and Image Processing: Compression | (56K) (80K) (220K) |

30 | Network Flows and Combinatorics: max flow = min cut | (56K) (80K) (220K) |

31 | Simplex Method in Linear Programming | (56K) (80K) (220K) |

32 | Nonlinear Optimization: Algorithms and Theory | (56K) (80K) (220K) |