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Lecture #1: Positive Definite Matrices K = A'CA (56k)|(80K)|(220k) |
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Lecture #17: Finite Difference Methods: equilibrium problems (56k)|(80K)|(220k) |
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Lecture #2: One-dimensional Applications: A = difference matrix (56k)|(80K)|(220k) |
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Lecture #18: Finite Difference Methods: stability and convergence (56k)|(80K)|(220k) |
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Lecture #3: Network Applications: A = incidence matrix (56k)|(80K)|(220k) |
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Lecture #19: Optimization and Minimum Principles: Euler equation (56k)|(80K)|(220k) |
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Lecture #4: Applications to Linear Estimation: least squares (56k)|(80K)|(220k) |
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Lecture #20: Finite Element Method: equilibrium equations (56k)|(80K)|(220k) |
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Lecture #5: Applications to Dynamics: eigenvalues of K, solution of Mu'' + Ku = f (56k)|(80K)|(220k) |
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Lecture #21: Spectral Method: dynamic equations(56k)|(80K)|(220k) |
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Lecture #6: Underlying Theory: applied linear algebra (56k)|(80K)|(220k) |
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Lecture #22: Fourier Expansions and Convolution (56k)|(80K)|(220k) |
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Lecture #7: Discrete vs Continuous: differences and derivatives (56k)|(80K)|(220k) |
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Lecture #23: Fast Fourier Transform and Circulant Matrices (56k)|(80K)|(220k) |
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Lecture #8: Applications to Boundary Value Problems: Laplace equation (56k)|(80K)|(220k) |
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Lecture #24: Discrete Filters: lowpass and highpass (56k)|(80K)|(220k) |
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Lecture #9: Solutions of Laplace Equation: complex variables (56k)|(80K)|(220k) |
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Lecture #25: Filters in the Time and Frequency Domain (56k)|(80K)|(220k) |
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Lecture #10: Delta Function and Green's Function (56k)|(80K)|(220k) |
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Lecture #26: Filter Banks and Perfect Reconstruction (56k)|(80K)|(220k) |
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Lecture #11: Initial Value Problems: wave equation and heat equation (56k)|(80K)|(220k) |
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Lecture #27: Multiresolution, Wavelet Transform and Scaling Function (56k)|(80K)|(220k) |
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Lecture #12: Solutions of Initial Value Problems: eigenfunctions (56k)|(80K)|(220k) |
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Lecture #28: Splines and Orthogonal Wavelets: Daubechies construction (56k)|(80K)|(220k) |
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Lecture #13: Numerical Linear Algebra: Orthogonalization and A = QR (56k)|(80K)|(220k) |
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Lecture #29: Applications in Signal and Image Processing: compression (56k)|(80K)|(220k) |
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Lecture #14: Numerical Linear Algebra: SVD and applications (56k)|(80K)|(220k) |
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Lecture #30: Network Flows and Combinatorics: max flow = min cut (56k)|(80K)|(220k) |
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Lecture #15: Numerical Methods in Estimation: Recursive least squares and covariance matrix (56k)|(80K)|(220k) |
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Lecture #31: Simplex Method in Linear Programming (56k)|(80K)|(220k) |
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Lecture #16: Dynamic Estimation: Kalman filter and square root filter (56k)|(80K)|(220k) |
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Lecture #32: Nonlinear Optimization: algorithms and theory (56k)|(80K)|(220k) |
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