Matrix Calculus
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| Author | : Jan R. Magnus |
| Publisher | : John Wiley & Sons |
| Total Pages | : 660 |
| Release | : 2019-03-15 |
| Genre | : Mathematics |
| ISBN | : 1119541166 |
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.
| Author | : Ewald Bodewig |
| Publisher | : |
| Total Pages | : 472 |
| Release | : 1959 |
| Genre | : Calculus |
| ISBN | : |
| Author | : Alexander Graham |
| Publisher | : Courier Dover Publications |
| Total Pages | : 145 |
| Release | : 2018-06-13 |
| Genre | : Mathematics |
| ISBN | : 0486824179 |
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.
| Author | : John Hamal Hubbard |
| Publisher | : |
| Total Pages | : 284 |
| Release | : 2009 |
| Genre | : Algebras, Linear |
| ISBN | : 9780971576674 |
| Author | : Yorick Hardy |
| Publisher | : World Scientific Publishing Company |
| Total Pages | : 566 |
| Release | : 2016-07-14 |
| Genre | : Mathematics |
| ISBN | : 9813143819 |
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.
| Author | : Darrell A. Turkington |
| Publisher | : Cambridge University Press |
| Total Pages | : 220 |
| Release | : 2002 |
| Genre | : Business & Economics |
| ISBN | : 0521807883 |
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.
| Author | : John Stillwell |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 230 |
| Release | : 2008-12-15 |
| Genre | : Mathematics |
| ISBN | : 038778215X |
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).
| Author | : Lynn Harold Loomis |
| Publisher | : World Scientific Publishing Company |
| Total Pages | : 595 |
| Release | : 2014-02-26 |
| Genre | : Mathematics |
| ISBN | : 9814583952 |
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.
| Author | : Willi-Hans Steeb |
| Publisher | : World Scientific |
| Total Pages | : 270 |
| Release | : 1997 |
| Genre | : Science |
| ISBN | : 9789810232412 |
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.
| Author | : Darrell A. Turkington |
| Publisher | : Cambridge University Press |
| Total Pages | : 281 |
| Release | : 2013-02-11 |
| Genre | : Business & Economics |
| ISBN | : 1107032008 |
This book studies the mathematics behind matrix calculus and the applications of matrix calculus in statistics and econometrics.
