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Handbook of matrices / Helmut Lutkepohl.

By: Material type: TextTextPublication details: Chichester : John Wiley & Sons, ©1996.Description: xvi, 304 pages ; 24 cmISBN:
  • 9780471970156
Subject(s): DDC classification:
  • 512.9434 23 L973
Contents:
1. Definitions, notation, terminology -- 2. Rules for matrix operations -- 3. Matrix valued functions of a matrix -- 4. Trace, determinant and rank of a matrix -- 5. Eigenvalues and singular values -- 6. Matrix decomposition and canonical forms -- 7. Vectorization operators -- 8. Vector and matrix norms -- 9. Properties of special matrices -- 10. Vector and matrix derivatives -- 11. Polynomials, power series and matrices -- Appendix A. Dictionary of matrices and related terms.
Summary: Matrices are used in many areas including statistics, natural sciences, econometrics, maths & engineering. This book provides a collection of results for easy reference in one source, along with a comprehensive dictionary of matrices & related terms.
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Includes bibliographical references and index.

1. Definitions, notation, terminology --
2. Rules for matrix operations --
3. Matrix valued functions of a matrix --
4. Trace, determinant and rank of a matrix --
5. Eigenvalues and singular values --
6. Matrix decomposition and canonical forms --
7. Vectorization operators --
8. Vector and matrix norms --
9. Properties of special matrices --
10. Vector and matrix derivatives --
11. Polynomials, power series and matrices --
Appendix A. Dictionary of matrices and related terms.

Matrices are used in many areas including statistics, natural sciences, econometrics, maths & engineering. This book provides a collection of results for easy reference in one source, along with a comprehensive dictionary of matrices & related terms.

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