Matrix Calculus

Matrix Calculus PDF Author: Ewald Bodewig
Publisher:
ISBN:
Category : Calculus
Languages : en
Pages : 472

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Book Description

Matrix Calculus

Matrix Calculus PDF Author: Ewald Bodewig
Publisher:
ISBN:
Category : Calculus
Languages : en
Pages : 472

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Book Description


Matrix Differential Calculus with Applications in Statistics and Econometrics

Matrix Differential Calculus with Applications in Statistics and Econometrics PDF Author: Jan R. Magnus
Publisher: John Wiley & Sons
ISBN: 1119541166
Category : Mathematics
Languages : en
Pages : 660

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Book Description
A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.

Kronecker Products and Matrix Calculus with Applications

Kronecker Products and Matrix Calculus with Applications PDF Author: Alexander Graham
Publisher: Courier Dover Publications
ISBN: 0486824179
Category : Mathematics
Languages : en
Pages : 145

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Book Description
Enhanced by many worked examples, problems, and solutions, this in-depth text is suitable for undergraduates and presents a great deal of information previously only available in specialized and hard-to-find texts. 1981 edition.

Naive Lie Theory

Naive Lie Theory PDF Author: John Stillwell
Publisher: Springer Science & Business Media
ISBN: 038778215X
Category : Mathematics
Languages : en
Pages : 230

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Book Description
In this new textbook, acclaimed author John Stillwell presents a lucid introduction to Lie theory suitable for junior and senior level undergraduates. In order to achieve this, he focuses on the so-called "classical groups'' that capture the symmetries of real, complex, and quaternion spaces. These symmetry groups may be represented by matrices, which allows them to be studied by elementary methods from calculus and linear algebra. This naive approach to Lie theory is originally due to von Neumann, and it is now possible to streamline it by using standard results of undergraduate mathematics. To compensate for the limitations of the naive approach, end of chapter discussions introduce important results beyond those proved in the book, as part of an informal sketch of Lie theory and its history. John Stillwell is Professor of Mathematics at the University of San Francisco. He is the author of several highly regarded books published by Springer, including The Four Pillars of Geometry (2005), Elements of Number Theory (2003), Mathematics and Its History (Second Edition, 2002), Numbers and Geometry (1998) and Elements of Algebra (1994).

Problems And Solutions In Introductory And Advanced Matrix Calculus (Second Edition)

Problems And Solutions In Introductory And Advanced Matrix Calculus (Second Edition) PDF Author: Yorick Hardy
Publisher: World Scientific Publishing Company
ISBN: 9813143819
Category : Mathematics
Languages : en
Pages : 566

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Book Description
This book provides an extensive collection of problems with detailed solutions in introductory and advanced matrix calculus. Supplementary problems in each chapter will challenge and excite the reader, ideal for both graduate and undergraduate mathematics and theoretical physics students. The coverage includes systems of linear equations, linear differential equations, integration and matrices, Kronecker product and vec-operation as well as functions of matrices. Furthermore, specialized topics such as spectral theorem, nonnormal matrices and mutually unbiased bases are included. Many of the problems are related to applications for group theory, Lie algebra theory, wavelets, graph theory and matrix-valued differential forms, benefitting physics and engineering students and researchers alike. It also branches out to problems with tensors and the hyperdeterminant. Computer algebra programs in Maxima and SymbolicC++ have also been provided.

Student Solution Manual to Accompany the 4th Edition of Vector Calculus, Linear Algebra, and Differential Forms, a Unified Approach

Student Solution Manual to Accompany the 4th Edition of Vector Calculus, Linear Algebra, and Differential Forms, a Unified Approach PDF Author: John Hamal Hubbard
Publisher:
ISBN: 9780971576674
Category : Algebras, Linear
Languages : en
Pages : 284

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Book Description


Matrix Calculus and Zero-One Matrices

Matrix Calculus and Zero-One Matrices PDF Author: Darrell A. Turkington
Publisher: Cambridge University Press
ISBN: 0521807883
Category : Business & Economics
Languages : en
Pages : 220

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Book Description
This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from a few basic rules that are generalizations of the rules of ordinary calculus. These results are summarized in a useful table. Well-known zero-one matrices, together with some newer ones, are defined, their mathematical roles explained, and their useful properties presented. The basic building blocks of classical statistics, namely the score vector, the information matrix, and the Cramer-Rao lower bound, are obtained for a sequence of linear econometric models of increasing statistical complexity. From these are obtained interactive interpretations of maximum likelihood estimators, linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of interest.

Index Matrices: Towards an Augmented Matrix Calculus

Index Matrices: Towards an Augmented Matrix Calculus PDF Author: Krassimir T. Atanassov
Publisher: Springer
ISBN: 3319109456
Category : Technology & Engineering
Languages : en
Pages : 116

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Book Description
This book presents the very concept of an index matrix and its related augmented matrix calculus in a comprehensive form. It mostly illustrates the exposition with examples related to the generalized nets and intuitionistic fuzzy sets which are examples of an extremely wide array of possible application areas. The present book contains the basic results of the author over index matrices and some of its open problems with the aim to stimulating more researchers to start working in this area.

Generalized Vectorization, Cross-Products, and Matrix Calculus

Generalized Vectorization, Cross-Products, and Matrix Calculus PDF Author: Darrell A. Turkington
Publisher: Cambridge University Press
ISBN: 1107032008
Category : Business & Economics
Languages : en
Pages : 281

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Book Description
This book studies the mathematics behind matrix calculus and the applications of matrix calculus in statistics and econometrics.

Matrix Calculus and Kronecker Product with Applications and C++ Programs

Matrix Calculus and Kronecker Product with Applications and C++ Programs PDF Author: Willi-Hans Steeb
Publisher: World Scientific
ISBN: 9789810232412
Category : Science
Languages : en
Pages : 270

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Book Description
The Kronecker product of matrices plays a central role in mathematics and in applications found in engineering and theoretical physics. These applications are signal processing, statistical physics, quantum groups and quantum computers. This book provides a comprehensive introduction to the Kronecker product of matrices together with its software implementation in C++ using an object-oriented design.