Unit III: Positive Definite Matrices and Applications

Complex Matrices; Fast Fourier Transform (FFT)

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Session Overview

Figure excerpted from 'Introduction to Linear Algebra' by G.S. Strang

The Fourier matrices have complex valued entries and many nice properties. This session covers the basics of working with complex matrices and vectors, and concludes with a description of the fast Fourier transform.

Session Activities

Lecture Video and Summary

Suggested Reading

  • Read Section 10.2 through 10.3 in the 4th edition or Section 9.2 and 9.3 in the 5th edition.

Problem Solving Video

Check Yourself

Problems and Solutions

Work the problems on your own and check your answers when you’re done.

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Course Info

Learning Resource Types

theaters Lecture Videos
grading Exams with Solutions
notes Lecture Notes
theaters Recitation Videos
assignment_turned_in Problem Sets with Solutions
laptop_windows Simulations
groups Course Introduction
co_present Instructor Insights