Helmut Lütkepohl: Handbook of Matrices

Cover: 9780471970156 | Handbook of Matrices | Helmut Lütkepohl | Taschenbuch | Englisch

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Beschreibung

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

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

Über den Autor

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.

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.

Erscheinungsjahr:	1997
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	Kartoniert / Broschiert
ISBN-13:	9780471970156
ISBN-10:	0471970158
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Lütkepohl, Helmut
Hersteller:	Wiley
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	229 x 152 x 19 mm
Von/Mit:	Helmut Lütkepohl
Erscheinungsdatum:	06.03.1997
Gewicht:	0,528 kg

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