Matrix algebra [E-Book] / Karim M. Abadir, Jan R. Magnus.
Abadir, Karim M., (author)
Magnus, Jan R., (author)
Cambridge : Cambridge University Press, 2005
1 online resource (xxx, 434 pages)
englisch
9780511810800
9780521822893
9780521537469
Econometric exercises
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Table of Contents:
  • 1. Vectors
  • 2. Matrices
  • 3. Vector spaces
  • 4. Rank, inverse, and determinant
  • 5. Partitioned matrices
  • 6. Systems of equations
  • 7. Eigenvalues, eigenvectors, and factorizations
  • 8. Positive (semi)definite and idempotent matrices
  • 9. Matrix functions
  • 10. Kronecker product, vec-operator, and Moore-Penrose inverse
  • 11. Patterned matrices : commutation- and duplication matrix
  • 12. Matrix inequalities
  • 13. Matrix calculus.