Gilbert Strang Professor, Department of Mathematics MIT

Gilbert Strang

Professor, Department of Mathematics
MIT

Courses

  1. Linear Algebra Course

    Linear Algebra

    MIT / Mathematics
    Gilbert Strang
  2. Computational Science and Engineering I Course

    Computational Science and Engineering I

    MIT / Mathematics
    Gilbert Strang
  3. Mathematical Methods for Engineers II Course

    Mathematical Methods for Engineers II

    MIT / Mathematics
    Gilbert Strang

Lectures

  1. Positive definite matrices K = A'CA Lecture
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    Positive definite matrices K = A'CA

    MIT / Mathematics
    Gilbert Strang
  2. One-dimensional applications: A = difference matrix Lecture
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    One-dimensional applications: A = difference matrix

    MIT / Mathematics
    Gilbert Strang
  3. Network applications: A = incidence matrix Lecture
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    Network applications: A = incidence matrix

    MIT / Mathematics
    Gilbert Strang
  4. Applications to linear estimation: least squares Lecture
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    Applications to linear estimation: least squares

    MIT / Mathematics
    Gilbert Strang
  5. Applications to dynamics: eigenvalues of K, solution of Mu'' + Ku = F(t) Lecture
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    Applications to dynamics: eigenvalues of K, solution of Mu'' + Ku = F(t)

    MIT / Mathematics
    Gilbert Strang
  6. Underlying theory: applied linear algebra Lecture
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    Underlying theory: applied linear algebra

    MIT / Mathematics
    Gilbert Strang
  7. Discrete vs. continuous: differences and derivatives Lecture
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    Discrete vs. continuous: differences and derivatives

    MIT / Mathematics
    Gilbert Strang
  8. Applications to boundary value problems: Laplace equation Lecture
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    Applications to boundary value problems: Laplace equation

    MIT / Mathematics
    Gilbert Strang
  9. Solutions of Laplace equation: complex variables Lecture
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    Solutions of Laplace equation: complex variables

    MIT / Mathematics
    Gilbert Strang
  10. Delta function and Green's function Lecture
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    Delta function and Green's function

    MIT / Mathematics
    Gilbert Strang
  11. Initial value problems: wave equation and heat equation Lecture
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    Initial value problems: wave equation and heat equation

    MIT / Mathematics
    Gilbert Strang
  12. Solutions of initial value problems: eigenfunctions Lecture
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    Solutions of initial value problems: eigenfunctions

    MIT / Mathematics
    Gilbert Strang
  13. Numerical linear algebra: orthogonalization and A = QR Lecture
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    Numerical linear algebra: orthogonalization and A = QR

    MIT / Mathematics
    Gilbert Strang
  14. Numerical linear algebra: SVD and applications Lecture
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    Numerical linear algebra: SVD and applications

    MIT / Mathematics
    Gilbert Strang
  15. Numerical methods in estimation: recursive least squares and covariance matrix Lecture
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    Numerical methods in estimation: recursive least squares and covariance matrix

    MIT / Mathematics
    Gilbert Strang
  16. Dynamic estimation: Kalman filter and square root filter Lecture
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    Dynamic estimation: Kalman filter and square root filter

    MIT / Mathematics
    Gilbert Strang
  17. Finite difference methods: equilibrium problems Lecture
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    Finite difference methods: equilibrium problems

    MIT / Mathematics
    Gilbert Strang
  18. Finite difference methods: stability and convergence Lecture
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    Finite difference methods: stability and convergence

    MIT / Mathematics
    Gilbert Strang
  19. Optimization and minimum principles: Euler equation Lecture
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    Optimization and minimum principles: Euler equation

    MIT / Mathematics
    Gilbert Strang
  20. Finite element method: equilibrium equations Lecture
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    Finite element method: equilibrium equations

    MIT / Mathematics
    Gilbert Strang
  21. Spectral method: dynamic equations Lecture
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    Spectral method: dynamic equations

    MIT / Mathematics
    Gilbert Strang
  22. Fourier expansions and convolution Lecture
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    Fourier expansions and convolution

    MIT / Mathematics
    Gilbert Strang
  23. Fast fourier transform and circulant matrices Lecture
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    Fast fourier transform and circulant matrices

    MIT / Mathematics
    Gilbert Strang
  24. Discrete filters: lowpass and highpass Lecture
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    Discrete filters: lowpass and highpass

    MIT / Mathematics
    Gilbert Strang
  25. Filters in the time and frequency domain Lecture
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    Filters in the time and frequency domain

    MIT / Mathematics
    Gilbert Strang
  26. Filter banks and perfect reconstruction Lecture
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    Filter banks and perfect reconstruction

    MIT / Mathematics
    Gilbert Strang
  27. Multiresolution, wavelet transform and scaling function Lecture
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    Multiresolution, wavelet transform and scaling function

    MIT / Mathematics
    Gilbert Strang
  28. Splines and orthogonal wavelets: Daubechies construction Lecture
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    Splines and orthogonal wavelets: Daubechies construction

    MIT / Mathematics
    Gilbert Strang
  29. Applications in signal and image processing: compression Lecture
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    Applications in signal and image processing: compression

    MIT / Mathematics
    Gilbert Strang
  30. Network flows and combinatorics: max flow = min cut Lecture
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    Network flows and combinatorics: max flow = min cut

    MIT / Mathematics
    Gilbert Strang
  31. Simplex method in linear programming Lecture
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    Simplex method in linear programming

    MIT / Mathematics
    Gilbert Strang
  32. Nonlinear optimization: algorithms and theory Lecture
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    Nonlinear optimization: algorithms and theory

    MIT / Mathematics
    Gilbert Strang
  33. The Geometry of Linear Equations Lecture
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    The Geometry of Linear Equations

    MIT / Mathematics
    Gilbert Strang
  34. Elimination with Matrices Lecture
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    Elimination with Matrices

    MIT / Mathematics
    Gilbert Strang
  35. Multiplication and Inverse Matrices Lecture
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    Multiplication and Inverse Matrices

    MIT / Mathematics
    Gilbert Strang
  36. Factorization into A = LU Lecture
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    Factorization into A = LU

    MIT / Mathematics
    Gilbert Strang
  37. Transposes, Permutations, Spaces R^n Lecture
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    Transposes, Permutations, Spaces R^n

    MIT / Mathematics
    Gilbert Strang
  38. Column Space and Nullspace Lecture
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    Column Space and Nullspace

    MIT / Mathematics
    Gilbert Strang
  39. Solving Ax = 0: Pivot Variables, Special Solutions Lecture
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    Solving Ax = 0: Pivot Variables, Special Solutions

    MIT / Mathematics
    Gilbert Strang
  40. Solving Ax = b: Row Reduced Form R Lecture
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    Solving Ax = b: Row Reduced Form R

    MIT / Mathematics
    Gilbert Strang
  41. Independence, Basis, and Dimension Lecture
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    Independence, Basis, and Dimension

    MIT / Mathematics
    Gilbert Strang
  42. The Four Fundamental Subspaces Lecture
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    The Four Fundamental Subspaces

    MIT / Mathematics
    Gilbert Strang
  43. Matrix Spaces; Rank 1; Small World Graphs Lecture
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    Matrix Spaces; Rank 1; Small World Graphs

    MIT / Mathematics
    Gilbert Strang
  44. Graphs, Networks, Incidence Matrices Lecture
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    Graphs, Networks, Incidence Matrices

    MIT / Mathematics
    Gilbert Strang
  45. Quiz 1 Review Lecture
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    Quiz 1 Review

    MIT / Mathematics
    Gilbert Strang
  46. Orthogonal Vectors and Subspaces Lecture
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    Orthogonal Vectors and Subspaces

    MIT / Mathematics
    Gilbert Strang
  47. Projections onto Subspaces Lecture
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    Projections onto Subspaces

    MIT / Mathematics
    Gilbert Strang
  48. Projection Matrices and Least Squares Lecture
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    Projection Matrices and Least Squares

    MIT / Mathematics
    Gilbert Strang
  49. Orthogonal Matrices and Gram-Schmidt Lecture
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    Orthogonal Matrices and Gram-Schmidt

    MIT / Mathematics
    Gilbert Strang
  50. Properties of Determinants Lecture
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    Properties of Determinants

    MIT / Mathematics
    Gilbert Strang
  51. Determinant Formulas and Cofactors Lecture
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    Determinant Formulas and Cofactors

    MIT / Mathematics
    Gilbert Strang
  52. Cramer's Rule, Inverse Matrix, and Volume Lecture
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    Cramer's Rule, Inverse Matrix, and Volume

    MIT / Mathematics
    Gilbert Strang
  53. Eigenvalues and Eigenvectors Lecture
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    Eigenvalues and Eigenvectors

    MIT / Mathematics
    Gilbert Strang
  54. Diagonalization and Powers of A Lecture
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    Diagonalization and Powers of A

    MIT / Mathematics
    Gilbert Strang
  55. Differential Equations and exp(At) Lecture
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    Differential Equations and exp(At)

    MIT / Mathematics
    Gilbert Strang
  56. Markov Matrices; Fourier Series Lecture
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    Markov Matrices; Fourier Series

    MIT / Mathematics
    Gilbert Strang
  57. Quiz 2 Review Lecture
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    Quiz 2 Review

    MIT / Mathematics
    Gilbert Strang
  58. Symmetric Matrices and Positive Definiteness Lecture
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    Symmetric Matrices and Positive Definiteness

    MIT / Mathematics
    Gilbert Strang
  59. Complex Matrices; Fast Fourier Transform Lecture
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    Complex Matrices; Fast Fourier Transform

    MIT / Mathematics
    Gilbert Strang
  60. Positive Definite Matrices and Minima Lecture
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    Positive Definite Matrices and Minima

    MIT / Mathematics
    Gilbert Strang
  61. Similar Matrices and Jordan Form Lecture
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    Similar Matrices and Jordan Form

    MIT / Mathematics
    Gilbert Strang
  62. Singular Value Decomposition Lecture
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    Singular Value Decomposition

    MIT / Mathematics
    Gilbert Strang
  63. Linear Transformations and Their Matrices Lecture
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    Linear Transformations and Their Matrices

    MIT / Mathematics
    Gilbert Strang
  64. Change of Basis; Image Compression Lecture
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    Change of Basis; Image Compression

    MIT / Mathematics
    Gilbert Strang
  65. Quiz 3 Review Lecture
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    Quiz 3 Review

    MIT / Mathematics
    Gilbert Strang
  66. Left and Right Inverses; Pseudoinverse Lecture
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    Left and Right Inverses; Pseudoinverse

    MIT / Mathematics
    Gilbert Strang
  67. Final Course Review Lecture
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    Final Course Review

    MIT / Mathematics
    Gilbert Strang
  68. Difference Methods for Ordinary Differential Equations Lecture
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    Difference Methods for Ordinary Differential Equations

    MIT / Mathematics
    Gilbert Strang
  69. Finite Differences, Accuracy, Stability, Convergence Lecture
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    Finite Differences, Accuracy, Stability, Convergence

    MIT / Mathematics
    Gilbert Strang
  70. The One-way Wave Equation and CFL / von Neumann Stability Lecture
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    The One-way Wave Equation and CFL / von Neumann Stability

    MIT / Mathematics
    Gilbert Strang
  71. Comparison of Methods for the Wave Equation Lecture
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    Comparison of Methods for the Wave Equation

    MIT / Mathematics
    Gilbert Strang
  72. Second-order Wave Equation (including leapfrog) Lecture
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    Second-order Wave Equation (including leapfrog)

    MIT / Mathematics
    Gilbert Strang
  73. Wave Profiles, Heat Equation / point source Lecture
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    Wave Profiles, Heat Equation / point source

    MIT / Mathematics
    Gilbert Strang
  74. Finite Differences for the Heat Equation Lecture
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    Finite Differences for the Heat Equation

    MIT / Mathematics
    Gilbert Strang
  75. Convection-Diffusion / Conservation Laws Lecture
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    Convection-Diffusion / Conservation Laws

    MIT / Mathematics
    Gilbert Strang
  76. Conservation Laws / Analysis / Shocks Lecture
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    Conservation Laws / Analysis / Shocks

    MIT / Mathematics
    Gilbert Strang
  77. Shocks and Fans from Point Source Lecture
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    Shocks and Fans from Point Source

    MIT / Mathematics
    Gilbert Strang
  78. Level Set Method Lecture
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    Level Set Method

    MIT / Mathematics
    Gilbert Strang
  79. Matrices in Difference Equations (1D, 2D, 3D) Lecture
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    Matrices in Difference Equations (1D, 2D, 3D)

    MIT / Mathematics
    Gilbert Strang
  80. Elimination with Reordering: Sparse Matrices Lecture
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    Elimination with Reordering: Sparse Matrices

    MIT / Mathematics
    Gilbert Strang
  81. Financial Mathematics / Black-Scholes Equation Lecture
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    Financial Mathematics / Black-Scholes Equation

    MIT / Mathematics
    Gilbert Strang
  82. Iterative Methods and Preconditioners Lecture
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    Iterative Methods and Preconditioners

    MIT / Mathematics
    Gilbert Strang
  83. General Methods for Sparse Systems Lecture
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    General Methods for Sparse Systems

    MIT / Mathematics
    Gilbert Strang
  84. Multigrid Methods Lecture
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    Multigrid Methods

    MIT / Mathematics
    Gilbert Strang
  85. Krylov Methods / Multigrid Continued Lecture
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    Krylov Methods / Multigrid Continued

    MIT / Mathematics
    Gilbert Strang
  86. Conjugate Gradient Method Lecture
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    Conjugate Gradient Method

    MIT / Mathematics
    Gilbert Strang
  87. Fast Poisson Solver Lecture
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    Fast Poisson Solver

    MIT / Mathematics
    Gilbert Strang
  88. Optimization with constraints Lecture
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    Optimization with constraints

    MIT / Mathematics
    Gilbert Strang
  89. Weighted Least Squares Lecture
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    Weighted Least Squares

    MIT / Mathematics
    Gilbert Strang
  90. Calculus of Variations / Weak Form Lecture
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    Calculus of Variations / Weak Form

    MIT / Mathematics
    Gilbert Strang
  91. Error Estimates / Projections Lecture
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    Error Estimates / Projections

    MIT / Mathematics
    Gilbert Strang
  92. Saddle Points / Inf-sup condition Lecture
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    Saddle Points / Inf-sup condition

    MIT / Mathematics
    Gilbert Strang
  93. Two Squares / Equality Constraint Bu = d Lecture
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    Two Squares / Equality Constraint Bu = d

    MIT / Mathematics
    Gilbert Strang
  94. Regularization by Penalty Term Lecture
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    Regularization by Penalty Term

    MIT / Mathematics
    Gilbert Strang
  95. Linear Programming and Duality Lecture
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    Linear Programming and Duality

    MIT / Mathematics
    Gilbert Strang
  96. Duality Puzzle / Inverse Problem / Integral Equations Lecture
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    Duality Puzzle / Inverse Problem / Integral Equations

    MIT / Mathematics
    Gilbert Strang

Related Lectures

  1. Weighted Least Squares Lecture

    Weighted Least Squares

    MIT / Mathematics
    Gilbert Strang
  2. Finite Differences, Accuracy, Stability, Convergence Lecture

    Finite Differences, Accuracy, Stability, Convergence

    MIT / Mathematics
    Gilbert Strang
  3. Simply Connected Regions; Review Lecture

    Simply Connected Regions; Review

    MIT / Mathematics
    Denis Auroux
  4. Spectral method: dynamic equations Lecture

    Spectral method: dynamic equations

    MIT / Mathematics
    Gilbert Strang
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