About
This course provides a review of linear algebra, including applications to networks, structures, and estimation, Lagrange multipliers. Also covered are: differential equations of equilibrium; Laplace's equation and potential flow; boundary-value problems; minimum principles and calculus of variations; Fourier series; discrete Fourier transform; convolution; and applications.
Note: This course was previously called "Mathematical Methods for Engineers I".
Course Homepage 18.085 Computational Science and Engineering I Fall 2007
Course features at MIT OpenCourseWare page: *Syllabus *Assignments *Exams *Study Materials *Related Resources *Download Course Materials
Videos

Lecture 29: Applications in signal and image processing: compression
Nov 24, 2008
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12317 views

Lecture 22: Fourier expansions and convolution
Nov 24, 2008
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9443 views

Lecture 17: Finite difference methods: equilibrium problems
Nov 24, 2008
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6763 views

Lecture 11: Initial value problems: wave equation and heat equation
Nov 24, 2008
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8064 views

Lecture 30: Network flows and combinatorics: max flow = min cut
Nov 24, 2008
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12633 views

Lecture 26: Filter banks and perfect reconstruction
Nov 24, 2008
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9954 views

Lecture 25: Filters in the time and frequency domain
Nov 24, 2008
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9773 views

Lecture 8: Applications to boundary value problems: Laplace equation
Nov 24, 2008
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8802 views

Lecture 6: Underlying theory: applied linear algebra
Nov 24, 2008
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8843 views

Lecture 2: One-dimensional applications: A = difference matrix
Nov 24, 2008
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13646 views

Lecture 16: Dynamic estimation: Kalman filter and square root filter
Nov 24, 2008
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32340 views

Lecture 32: Nonlinear optimization: algorithms and theory
Nov 24, 2008
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12303 views

Lecture 4: Applications to linear estimation: least squares
Nov 24, 2008
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17861 views

Lecture 31: Simplex method in linear programming
Nov 24, 2008
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21373 views

Lecture 9: Solutions of Laplace equation: complex variables
Nov 24, 2008
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10883 views

Lecture 3: Network applications: A = incidence matrix
Nov 24, 2008
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10762 views

Lecture 19: Optimization and minimum principles: Euler equation
Nov 24, 2008
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8671 views

Lecture 1: Positive definite matrices K = A'CA
Nov 24, 2008
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26382 views

Lecture 27: Multiresolution, wavelet transform and scaling function
Nov 24, 2008
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30136 views

Lecture 24: Discrete filters: lowpass and highpass
Nov 24, 2008
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10879 views

Lecture 23: Fast fourier transform and circulant matrices
Nov 24, 2008
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13469 views

Lecture 14: Numerical linear algebra: SVD and applications
Nov 24, 2008
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14247 views

Lecture 21: Spectral method: dynamic equations
Nov 24, 2008
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7876 views

Lecture 7: Discrete vs. continuous: differences and derivatives
Nov 24, 2008
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7382 views

Lecture 13: Numerical linear algebra: orthogonalization and A = QR
Nov 24, 2008
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10925 views

Lecture 10: Delta function and Green's function
Nov 24, 2008
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13053 views

Lecture 20: Finite element method: equilibrium equations
Nov 24, 2008
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11369 views

Lecture 15: Numerical methods in estimation: recursive least squares and covaria...
Nov 24, 2008
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16546 views

Lecture 12: Solutions of initial value problems: eigenfunctions
Nov 24, 2008
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7043 views

Lecture 18: Finite difference methods: stability and convergence
Nov 24, 2008
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9077 views

Lecture 28: Splines and orthogonal wavelets: Daubechies construction
Nov 24, 2008
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11900 views

Lecture 5: Applications to dynamics: eigenvalues of K, solution of Mu'' + Ku = F...
Nov 24, 2008
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7937 views