Handbook of Matrices

1. Auflage 1997
ISBN: 978-0-471-97015-6
Verlag: Wiley

Buch, Englisch, 320 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 528 g

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.

Autoren/Hrsg.

Lütkepohl, Helmut

Inhaltsverzeichnis

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.

Über Autor(innen)

Helmut Lütkepohl is a German econometrician specializing in time series analysis. Since January 2012, he has been Bundesbank Professor in the field of "Methods of Empirical Economics" at the Free University of Berlin and Dean of the Graduate Center at the German Institute for Economic Research.