# 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)

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

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

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

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

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6 Underlying Theory: Applied Linear Algebra (56K)

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

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

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

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10 Delta Function and Green's Function (56K)

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

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

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

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

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

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

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17 Finite Difference Methods: Equilibrium Problems (56K)

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

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

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20 Finite Element Method: Equilibrium Equations (56K)

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21 Spectral Method: Dynamic Equations (56K)

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22 Fourier Expansions and Convolution (56K)

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23 Fast Fourier Transform and Circulant Matrices (56K)

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24 Discrete Filters: Lowpass and Highpass (56K)

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

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26 Filter Banks and Perfect Reconstruction (56K)

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

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

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

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

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31 Simplex Method in Linear Programming (56K)

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32 Nonlinear Optimization: Algorithms and Theory (56K)

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