Handbook of Matrices

Helmut Lütkepohl (Autor)

Buch | Softcover

320 Seiten

1996
John Wiley & Sons Inc (Verlag)
978-0-471-97015-6 (ISBN)

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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.

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.

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.

Erscheint lt. Verlag	8.7.1996
Verlagsort	New York
Sprache	englisch
Maße	157 x 239 mm
Gewicht	482 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Algebra
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
ISBN-10	0-471-97015-8 / 0471970158
ISBN-13	978-0-471-97015-6 / 9780471970156
Zustand	Neuware