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Positive definite matrices K = A'CA
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Solutions of initial value problems: eigenfunctions
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One-dimensional applications: A = difference matrix
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Solutions of Laplace equation: complex variables
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Fast fourier transform and circulant matrices
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Numerical linear algebra: SVD and applications
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Simplex method in linear programming
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Applications to linear estimation: least squares
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Applications to dynamics: eigenvalues of K, solution of Mu'' + Ku = F(t)
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Network applications: A = incidence matrix
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Dynamic estimation: Kalman filter and square root filter
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Fourier expansions and convolution
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Multiresolution, wavelet transform and scaling function
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Numerical methods in estimation: recursive least squares and covariance matrix
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Initial value problems: wave equation and heat equation
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