18.06SC Linear Algebra (Fall 2011, MIT OCW): Lecture 25

18.06SC Linear Algebra

18.06SC Linear Algebra (Fall 2011, MIT OCW). Taught by Prof. Gilbert Strang, this course covers matrix theory and linear algebra, emphasizing topics useful in other disciplines such as physics, economics and social sciences, natural sciences, and engineering. This course has been designed for independent study. It provides everything you will need to understand the concepts covered in the course. The materials include: a complete set of lecture videos, summary notes, problem solving videos, and a full set of exams and solutions. (from ocw.mit.edu)

Lecture 25 - Markov Matrices; Fourier series

Like differential equations, Markov matrices describe changes over time. Once again, the eigenvalues and eigenvectors describe the long term behavior of the system. In this session we also learn about Fourier series, which describe periodic functions as points in an infinite dimensional vector space.

References

Markov Matrices; Fourier series
Like differential equations, Markov matrices describe changes over time. Lecture Video and Summary. Suggested Reading. Problem Solving Video.

Go to the Course Home or watch other lectures:

I. Ax=b and the Four Subspaces

Lecture 01 - The Geometry of Linear Equations

Lecture 02 - An Overview of Key Ideas

Lecture 03 - Elimination with Matrices

Lecture 04 - Multiplication and Inverse Matrices

Lecture 05 - Factorization into A = LU

Lecture 06 - Transposes, Permutations, Vector Spaces

Lecture 07 - Column Space and Nullspace

Lecture 08 - Solving Ax = 0: Pivot Variables, Special Solutions

Lecture 09 - Solving Ax = b: Row Reduced form R

Lecture 10 - Independence, Basis and Dimension