Hdbk of Matrices - Softcover

Lutkepohl, Helmut

 
9780471970156: Hdbk of Matrices
Softcover
ISBN 10: 0471970158 ISBN 13: 9780471970156
Publisher: WILEY, 1997

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Author

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.

From the Back Cover

Matrices are used in many areas such as staustics, econometrics, mathematics, natural sciences and engineering. This handbook provides a collection of numerous results for easy reference in one source, together with a comprehensive dictionary of matrices and related terms. The book is structured and cross-referenced so that specific results and information are easy to locate References for proofs and computational algorithms are provided. Researchers, professionals and students using matrix techniques will find this book to be an invaluable resource for their work. Contents

  • Definitions, Notation, 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 A Dictionary of Matrices and Related Terms

From the Inside Flap

Matrices are used in many areas such as staustics, econometrics, mathematics, natural sciences and engineering. This handbook provides a collection of numerous results for easy reference in one source, together with a comprehensive dictionary of matrices and related terms. The book is structured and cross-referenced so that specific results and information are easy to locate References for proofs and computational algorithms are provided. Researchers, professionals and students using matrix techniques will find this book to be an invaluable resource for their work. Contents

  • Definitions, Notation, 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 A Dictionary of Matrices and Related Terms

"About this title" may belong to another edition of this title.

Publisher
WILEY
Publication date
1997
Language
English
ISBN 10 
0471970158
ISBN 13 
9780471970156
Binding
Paperback
Edition number
1
Number of pages
324

Other Popular Editions of the Same Title

9780471966883: Handbook of Matrices

Featured Edition

ISBN 10:  0471966886 ISBN 13:  9780471966883
Publisher: Wiley–Blackwell, 1996
Softcover