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.
Video lectures.
| lec # |
topics |
videos |
| 1 |
Positive Definite Matrices K = A'CA |
(56K)
(80K)
(220K) |
| 2 |
One-dimensional Applications: A = Difference Matrix |
(56K)
(80K)
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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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(220K) |
| 5 |
Applications to Dynamics: Eigenvalues of K, Solution of Mu'' + Ku = F(t) |
(56K)
(80K)
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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)
(80K)
(220K) |
| 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)
(80K)
(220K) |
| 12 |
Solutions of Initial Value Problems: Eigenfunctions |
(56K)
(80K)
(220K) |
| 13 |
Numerical Linear Algebra: Orthogonalization and A = QR |
(56K)
(80K)
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| 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)
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| 20 |
Finite Element Method: Equilibrium Equations |
(56K)
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| 21 |
Spectral Method: Dynamic Equations |
(56K)
(80K)
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| 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)
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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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(220K) |