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Handbook of Matrices

Handbook of Matrices

Helmut Lütkepohl

ISBN: 978-0-470-85944-5

Nov 2000

320 pages



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.
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.