Matrix Calculus

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Matrix Differential Calculus with Applications in Statistics and Econometrics

Author : Jan R. Magnus
Publisher : John Wiley & Sons
ISBN 13 : 1119541166
Total Pages : 660 pages
Book Rating : 4.1/5 (195 download)

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Book Synopsis Matrix Differential Calculus with Applications in Statistics and Econometrics by : Jan R. Magnus

Download or read book Matrix Differential Calculus with Applications in Statistics and Econometrics written by Jan R. Magnus and published by John Wiley & Sons. This book was released on 2019-03-15 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Matrix Calculus

Author : Ewald Bodewig
Publisher :
ISBN 13 :
Total Pages : 472 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Matrix Calculus by : Ewald Bodewig

Download or read book Matrix Calculus written by Ewald Bodewig and published by . This book was released on 1959 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Kronecker Products and Matrix Calculus with Applications

Author : Alexander Graham
Publisher : Courier Dover Publications
ISBN 13 : 0486824179
Total Pages : 145 pages
Book Rating : 4.4/5 (868 download)

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Book Synopsis Kronecker Products and Matrix Calculus with Applications by : Alexander Graham

Download or read book Kronecker Products and Matrix Calculus with Applications written by Alexander Graham and published by Courier Dover Publications. This book was released on 2018-06-13 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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

Author : John Hamal Hubbard
Publisher :
ISBN 13 : 9780971576674
Total Pages : 284 pages
Book Rating : 4.5/5 (766 download)

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Book Synopsis Student Solution Manual to Accompany the 4th Edition of Vector Calculus, Linear Algebra, and Differential Forms, a Unified Approach by : John Hamal Hubbard

Download or read book Student Solution Manual to Accompany the 4th Edition of Vector Calculus, Linear Algebra, and Differential Forms, a Unified Approach written by John Hamal Hubbard and published by . This book was released on 2009 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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

Author : Yorick Hardy
Publisher : World Scientific Publishing Company
ISBN 13 : 9813143819
Total Pages : 566 pages
Book Rating : 4.8/5 (131 download)

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Book Synopsis Problems And Solutions In Introductory And Advanced Matrix Calculus (Second Edition) by : Yorick Hardy

Download or read book Problems And Solutions In Introductory And Advanced Matrix Calculus (Second Edition) written by Yorick Hardy and published by World Scientific Publishing Company. This book was released on 2016-07-14 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Matrix Calculus and Zero-One Matrices

Author : Darrell A. Turkington
Publisher : Cambridge University Press
ISBN 13 : 0521807883
Total Pages : 220 pages
Book Rating : 4.5/5 (218 download)

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Book Synopsis Matrix Calculus and Zero-One Matrices by : Darrell A. Turkington

Download or read book Matrix Calculus and Zero-One Matrices written by Darrell A. Turkington and published by Cambridge University Press. This book was released on 2002 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Naive Lie Theory

Author : John Stillwell
Publisher : Springer Science & Business Media
ISBN 13 : 038778215X
Total Pages : 230 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Naive Lie Theory by : John Stillwell

Download or read book Naive Lie Theory written by John Stillwell and published by Springer Science & Business Media. This book was released on 2008-12-15 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).

Advanced Calculus (Revised Edition)

Author : Lynn Harold Loomis
Publisher : World Scientific Publishing Company
ISBN 13 : 9814583952
Total Pages : 595 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Advanced Calculus (Revised Edition) by : Lynn Harold Loomis

Download or read book Advanced Calculus (Revised Edition) written by Lynn Harold Loomis and published by World Scientific Publishing Company. This book was released on 2014-02-26 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: An authorised reissue of the long out of print classic textbook, Advanced Calculus by the late Dr Lynn Loomis and Dr Shlomo Sternberg both of Harvard University has been a revered but hard to find textbook for the advanced calculus course for decades.This book is based on an honors course in advanced calculus that the authors gave in the 1960's. The foundational material, presented in the unstarred sections of Chapters 1 through 11, was normally covered, but different applications of this basic material were stressed from year to year, and the book therefore contains more material than was covered in any one year. It can accordingly be used (with omissions) as a text for a year's course in advanced calculus, or as a text for a three-semester introduction to analysis.The prerequisites are a good grounding in the calculus of one variable from a mathematically rigorous point of view, together with some acquaintance with linear algebra. The reader should be familiar with limit and continuity type arguments and have a certain amount of mathematical sophistication. As possible introductory texts, we mention Differential and Integral Calculus by R Courant, Calculus by T Apostol, Calculus by M Spivak, and Pure Mathematics by G Hardy. The reader should also have some experience with partial derivatives.In overall plan the book divides roughly into a first half which develops the calculus (principally the differential calculus) in the setting of normed vector spaces, and a second half which deals with the calculus of differentiable manifolds.

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

Author : Willi-Hans Steeb
Publisher : World Scientific
ISBN 13 : 9789810232412
Total Pages : 270 pages
Book Rating : 4.2/5 (324 download)

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Book Synopsis Matrix Calculus and Kronecker Product with Applications and C++ Programs by : Willi-Hans Steeb

Download or read book Matrix Calculus and Kronecker Product with Applications and C++ Programs written by Willi-Hans Steeb and published by World Scientific. This book was released on 1997 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Generalized Vectorization, Cross-Products, and Matrix Calculus

Author : Darrell A. Turkington
Publisher : Cambridge University Press
ISBN 13 : 1107032008
Total Pages : 281 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Generalized Vectorization, Cross-Products, and Matrix Calculus by : Darrell A. Turkington

Download or read book Generalized Vectorization, Cross-Products, and Matrix Calculus written by Darrell A. Turkington and published by Cambridge University Press. This book was released on 2013-02-11 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book studies the mathematics behind matrix calculus and the applications of matrix calculus in statistics and econometrics.

Tensor Calculus for Physics

Author : Dwight E. Neuenschwander
Publisher : JHU Press
ISBN 13 : 142141564X
Total Pages : 244 pages
Book Rating : 4.4/5 (214 download)

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Book Synopsis Tensor Calculus for Physics by : Dwight E. Neuenschwander

Download or read book Tensor Calculus for Physics written by Dwight E. Neuenschwander and published by JHU Press. This book was released on 2015 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is an ideal companion for courses such as mathematical methods of physics, classical mechanics, electricity and magnetism, and relativity.--Gary White, editor of The Physics Teacher "American Journal of Physics"

Index Matrices: Towards an Augmented Matrix Calculus

Author : Krassimir T. Atanassov
Publisher : Springer
ISBN 13 : 3319109456
Total Pages : 116 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Index Matrices: Towards an Augmented Matrix Calculus by : Krassimir T. Atanassov

Download or read book Index Matrices: Towards an Augmented Matrix Calculus written by Krassimir T. Atanassov and published by Springer. This book was released on 2014-09-03 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Matrix Calculus and Kronecker Product

Author : Willi-Hans Steeb
Publisher : World Scientific
ISBN 13 : 9814335312
Total Pages : 323 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis Matrix Calculus and Kronecker Product by : Willi-Hans Steeb

Download or read book Matrix Calculus and Kronecker Product written by Willi-Hans Steeb and published by World Scientific. This book was released on 2011 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume examines a variety of philosophical approaches that seek to formulate practical guidelines or norms for human actions and behavior in different areas of society, including politics, cultural traditions, the environment, business management, architecture, and medicine. Written by a team of international authors, this volume features thirteen surveys. It begins with an exploration of ethics in politics and cultural traditions. From genocide to the unequal distribution of wealth, it examines many of the harms that currently affect societies throughout the world and considers a way that those in politics can follow to provide better care for all their populations. Next, the book looks at the relation between ethics and cultural traditions. It features a paper that examines the tension that often exists between the past and the present, with a special focus on the history of India. This volume also considers the idea of a universal system of ethics, presents a practical approach to value-based management in private and public organizations, and examines ethics in medicine. In addition, this volume includes coverage of a new type of ethics called Eco-ethica, proposed by the Japanese philosopher Tomonobu Imamichi, which seeks to answer the question of how men and women can "live better" or "live together with each other" in a systematized, technological age.

Matrix Calculus

Author : E. Bodewig
Publisher : Elsevier
ISBN 13 : 1483274985
Total Pages : 465 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Matrix Calculus by : E. Bodewig

Download or read book Matrix Calculus written by E. Bodewig and published by Elsevier. This book was released on 2014-05-12 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: Matrix Calculus, Second Revised and Enlarged Edition focuses on systematic calculation with the building blocks of a matrix and rows and columns, shunning the use of individual elements. The publication first offers information on vectors, matrices, further applications, measures of the magnitude of a matrix, and forms. The text then examines eigenvalues and exact solutions, including the characteristic equation, eigenrows, extremum properties of the eigenvalues, bounds for the eigenvalues, elementary divisors, and bounds for the determinant. The text ponders on approximate solutions, as well as the decomposition of the matrix into two triangular matrices, choice of another pivotal element, Gauss-Doolittle process, Aitken's triple product, neighbor systems, errors and exactness of the solution, and complex systems. The publication also elaborates on the characteristic equation of the iteration processes, type of convergence of the iteration methods, speeding-up convergence by changing matrix, and methods for electronic computers. The determination of eigenvectors, pure methods, progressive algorithms, and deflation are also discussed. The manuscript is a helpful reference for researchers interested in matrix calculus.

Sensitivity Analysis: Matrix Methods in Demography and Ecology

Author : Hal Caswell
Publisher : Springer
ISBN 13 : 3030105342
Total Pages : 308 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Sensitivity Analysis: Matrix Methods in Demography and Ecology by : Hal Caswell

Download or read book Sensitivity Analysis: Matrix Methods in Demography and Ecology written by Hal Caswell and published by Springer. This book was released on 2019-04-02 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.

Matrix Algebra

Author : James E. Gentle
Publisher : Springer Science & Business Media
ISBN 13 : 0387708723
Total Pages : 536 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Matrix Algebra by : James E. Gentle

Download or read book Matrix Algebra written by James E. Gentle and published by Springer Science & Business Media. This book was released on 2007-07-27 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

Matrix Calculus, Kronecker Product And Tensor Product: A Practical Approach To Linear Algebra, Multilinear Algebra And Tensor Calculus With Software Implementations (Third Edition)

Download Matrix Calculus, Kronecker Product And Tensor Product: A Practical Approach To Linear Algebra, Multilinear Algebra And Tensor Calculus With Software Implementations (Third Edition) PDF Online Free

Author : Yorick Hardy
Publisher : World Scientific
ISBN 13 : 9811202532
Total Pages : 388 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Matrix Calculus, Kronecker Product And Tensor Product: A Practical Approach To Linear Algebra, Multilinear Algebra And Tensor Calculus With Software Implementations (Third Edition) by : Yorick Hardy

Download or read book Matrix Calculus, Kronecker Product And Tensor Product: A Practical Approach To Linear Algebra, Multilinear Algebra And Tensor Calculus With Software Implementations (Third Edition) written by Yorick Hardy and published by World Scientific. This book was released on 2019-04-08 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our self-contained volume provides an accessible introduction to linear and multilinear algebra as well as tensor calculus. Besides the standard techniques for linear algebra, multilinear algebra and tensor calculus, many advanced topics are included where emphasis is placed on the Kronecker product and tensor product. The Kronecker product has widespread applications in signal processing, discrete wavelets, statistical physics, Hopf algebra, Yang-Baxter relations, computer graphics, fractals, quantum mechanics, quantum computing, entanglement, teleportation and partial trace. All these fields are covered comprehensively.The volume contains many detailed worked-out examples. Each chapter includes useful exercises and supplementary problems. In the last chapter, software implementations are provided for different concepts. The volume is well suited for pure and applied mathematicians as well as theoretical physicists and engineers.New topics added to the third edition are: mutually unbiased bases, Cayley transform, spectral theorem, nonnormal matrices, Gâteaux derivatives and matrices, trace and partial trace, spin coherent states, Clebsch-Gordan series, entanglement, hyperdeterminant, tensor eigenvalue problem, Carleman matrix and Bell matrix, tensor fields and Ricci tensors, and software implementations.