Matrix algebra
 Responsibility
 Karim M. Abadir, Jan R. Magnus.
 Imprint
 New York : Cambridge University Press, 2005.
 Physical description
 xxx, 434 p. : ill. ; 26 cm.
 Series
 Econometric exercises ; 1.
Online
At the library
Science Library (Li and Ma)
Stacks
Call number  Note  Status 

QA188 .A195 2005  Unknown 
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Description
Creators/Contributors
 Author/Creator
 Abadir, Karim M., 1964
 Contributor
 Magnus, Jan R.
Contents/Summary
 Bibliography
 Includes bibliographical references (p. 423425) and index.
 Contents

 Part I. Vectors: 1. Real vectors
 2 Complex vectors
 Part II. Matrices: 3. Real matrices
 4. Complex matrices
 Part III. Vector Spaces: 5. Complex and real vector spaces
 6. Innerproduct space
 7. Hilbert space
 Part IV. Rank, Inverse, and Determinant: 8. Rank
 9. Inverse
 10. Determinant
 Part V. Partitioned Matrices: 11. Basic results and multiplication relations
 12. Inverses
 13. Determinants
 14. Rank (in)equalities
 15. The sweep operator
 Part VI. Systems of Equations: 16. Elementary matrices
 17. Echelon matrices
 18. Gaussian elimination
 19. Homogeneous equations
 20. Nonhomogeneous equations
 Part VII. Eigenvalues, Eigenvectors, and Factorizations: 21. Eigenvalues and eigenvectors
 22. Symmetric matrices
 23. Some results for triangular matrices
 24. Schur's decomposition theorem and its consequences
 25. Jordan's decomposition theorem
 26. Jordan chains and generalized eigenvectors
 Part VIII. Positive (Semi)Definite and Idempotent Matrices: 27. Positive (semi)definite matrices
 28. Partitioning and positive (semi)definite matrices
 29. Idempotent matrices
 Part IX. Matrix Functions: 30. Simple functions
 31. Jordan representation
 32. Matrixpolynomial representation
 Part X. Kronecker Product, VecOperator, and MoorePenrose Inverse: 33. The Kronecker product
 34. The vecoperator
 35. The MoorePenrose inverse
 36. Linear vector and matrix equations
 37. The generalized inverse
 Part XI. Patterned Matrices, Commutation and Duplication Matrix: 38. The commutation matrix
 39. The symmetrizer matrix
 40. The vecoperator and the duplication matrix
 41. Linear structures
 Part XII. Matrix Inequalities: 42. CauchySchwarz type inequalities
 43. Positive (semi)definite matrix inequalities
 44. Inequalities derived from the Schur complement
 45. Inequalities concerning eigenvalues
 Part XIII. Matrix calculus: 46. Basic properties of differentials
 47. Scalar functions
 48. Vector functions
 49. Matrix functions
 50. The inverse
 51. Exponential and logarithm
 52. The determinant
 53. Jacobians
 54. Sensitivity analysis in regression models
 55. The Hessian matrix
 56. Least squares and best linear unbiased estimation
 57. Maximum likelihood estimation
 58. Inequalities and equalities.
 (source: Nielsen Book Data)
 Publisher's summary

Matrix Algebra is the first volume of the Econometric Exercises Series. It contains exercises relating to course material in matrix algebra that students are expected to know while enrolled in an (advanced) undergraduate or a postgraduate course in econometrics or statistics. The book contains a comprehensive collection of exercises, all with full answers. But the book is not just a collection of exercises; in fact, it is a textbook, though one that is organized in a completely different manner than the usual textbook. The volume can be used either as a selfcontained course in matrix algebra or as a supplementary text.
(source: Nielsen Book Data)  Supplemental links
 Table of contents
Subjects
 Subjects
 Matrices > Textbooks.
Bibliographic information
 Publication date
 2005
 Series
 Econometric exercises ; 1
 ISBN
 9780521822893
 0521822890
 9780521537469 (pbk.)
 0521537460 (pbk.)