Handbook of Matrices

Helmut Lütkepohl (Author)

9780471970156, Wiley

Paperback / softback, published 8 July 1996

320 pages
23.8 x 15.7 x 1.9 cm, 0.482 kg

Matrices are used in many fields such as statistics, econometrics, mathematics, natural sciences and engineering. They provide a concise, simple method for describing long and complicated computations. This is a comprehensive handbook and dictionary of terms for matrix theory.

Definitions, Notations, Terminology.

Rules for Matrix Operations.

Matrix Valued Functions of a Matrix.

Trace, Determinant and Rank of a Matrix.

Eigenvalues and Singular Values.

Matrix Decompositions and Canonical Forms.

Vectorization Operators.

Vector and Matrix Norms.

Properties of Special Matrices.

Vector and Matrix Derivatives.

Polynomials, Power Series and Matrices.

Appendix.

References.

Index.

Subject Areas: Mathematics [PB]