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Video Lectures

These videos of Professor Strang's Lectures were recorded at MIT's Lincoln Laboratory in the Spring of 2001. RealOne Player software is required to run the .rm files in this section.
LEC # LEC #
Lecture #1: Positive Definite Matrices K = A'CA (56k)|(80K)|(220k) Lecture #17: Finite Difference Methods: equilibrium problems (56k)|(80K)|(220k)
Lecture #2: One-dimensional Applications: A = difference matrix (56k)|(80K)|(220k) Lecture #18: Finite Difference Methods: stability and convergence (56k)|(80K)|(220k)
Lecture #3: Network Applications: A = incidence matrix (56k)|(80K)|(220k) Lecture #19: Optimization and Minimum Principles: Euler equation (56k)|(80K)|(220k)
Lecture #4: Applications to Linear Estimation: least squares (56k)|(80K)|(220k) Lecture #20: Finite Element Method: equilibrium equations (56k)|(80K)|(220k)
Lecture #5: Applications to Dynamics: eigenvalues of K, solution of Mu'' + Ku = f (56k)|(80K)|(220k) Lecture #21: Spectral Method: dynamic equations(56k)|(80K)|(220k)
Lecture #6: Underlying Theory: applied linear algebra (56k)|(80K)|(220k) Lecture #22: Fourier Expansions and Convolution (56k)|(80K)|(220k)
Lecture #7: Discrete vs Continuous: differences and derivatives (56k)|(80K)|(220k) Lecture #23: Fast Fourier Transform and Circulant Matrices (56k)|(80K)|(220k)
Lecture #8: Applications to Boundary Value Problems: Laplace equation (56k)|(80K)|(220k) Lecture #24: Discrete Filters: lowpass and highpass (56k)|(80K)|(220k)
Lecture #9:  Solutions of Laplace Equation: complex variables (56k)|(80K)|(220k) Lecture #25: Filters in the Time and Frequency Domain (56k)|(80K)|(220k)
Lecture #10: Delta Function and Green's Function (56k)|(80K)|(220k) Lecture #26: Filter Banks and Perfect Reconstruction (56k)|(80K)|(220k)
Lecture #11: Initial Value Problems: wave equation and heat equation (56k)|(80K)|(220k) Lecture #27: Multiresolution, Wavelet Transform and Scaling Function (56k)|(80K)|(220k)
Lecture #12: Solutions of Initial Value Problems: eigenfunctions (56k)|(80K)|(220k) Lecture #28: Splines and Orthogonal Wavelets: Daubechies construction (56k)|(80K)|(220k)
Lecture #13: Numerical Linear Algebra: Orthogonalization and A = QR (56k)|(80K)|(220k) Lecture #29: Applications in Signal and Image Processing: compression (56k)|(80K)|(220k)
Lecture #14: Numerical Linear Algebra: SVD and applications (56k)|(80K)|(220k) Lecture #30: Network Flows and Combinatorics: max flow = min cut (56k)|(80K)|(220k)
Lecture #15: Numerical Methods in Estimation: Recursive least squares and covariance matrix (56k)|(80K)|(220k) Lecture #31: Simplex Method in Linear Programming (56k)|(80K)|(220k)
Lecture #16: Dynamic Estimation: Kalman filter and square root filter (56k)|(80K)|(220k) Lecture #32: Nonlinear Optimization: algorithms and theory (56k)|(80K)|(220k)