MIT 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018 - 31. Eigenvectors of Circulant Matrices: Fourier Matrix

MIT 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018 Instructor: Gilbert Strang View the complete course: https://ocw.mit.edu/18-065S18 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP63oMNUHXqIUcrkS2PivhN3k This lecture continues with constant-diagonal circulant matrices. Each lower diagonal continues on an upper diagonal to produce n equal entries. The eigenvectors are always the columns of the Fourier matrix and computing is fast. License: Creative Commons BY-NC-SA More information at https://ocw.mit.edu/terms More courses at https://ocw.mit.edu