Matrix Calculus
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Kronecker Products And Matrix Calculus With Applications
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Author : Alexander Graham
language : en
Publisher: Courier Dover Publications
Release Date : 2018-06-13
Kronecker Products And Matrix Calculus With Applications written by Alexander Graham and has been published by Courier Dover Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-13 with Mathematics categories.
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.
Generalized Vectorization Cross Products And Matrix Calculus
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Author : Darrell A. Turkington
language : en
Publisher: Cambridge University Press
Release Date : 2013-02-11
Generalized Vectorization Cross Products And Matrix Calculus written by Darrell A. Turkington and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-11 with Business & Economics categories.
This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matrices such as the commutation matrix. Elimination and duplication matrices are revisited and partitioned into submatrices. Studying the properties of these submatrices facilitates achieving new results for the original matrices themselves. Different concepts of matrix derivatives are presented and transformation principles linking these concepts are obtained. One of these concepts is used to derive new matrix calculus results, some involving the new operators and others the derivatives of the operators themselves. The last chapter contains applications of matrix calculus, including optimization, differentiation of log-likelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.
Matrix Differential Calculus With Applications In Statistics And Econometrics
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Author : Jan R. Magnus
language : en
Publisher: John Wiley & Sons
Release Date : 2019-03-15
Matrix Differential Calculus With Applications In Statistics And Econometrics written by Jan R. Magnus and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-15 with Mathematics categories.
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 And Kronecker Product With Applications And C Programs
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Author : Willi-hans Steeb
language : en
Publisher: World Scientific
Release Date : 1997-10-31
Matrix Calculus And Kronecker Product With Applications And C Programs written by Willi-hans Steeb and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-10-31 with Mathematics categories.
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.
Problems And Solutions In Introductory And Advanced Matrix Calculus Second Edition
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Author : Yorick Hardy
language : en
Publisher: World Scientific Publishing Company
Release Date : 2016-07-14
Problems And Solutions In Introductory And Advanced Matrix Calculus Second Edition written by Yorick Hardy and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-14 with Mathematics categories.
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 Kronecker Product And Tensor Product A Practical Approach To Linear Algebra Multilinear Algebra And Tensor Calculus With Software Implementations Third Edition
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Author : Yorick Hardy
language : en
Publisher: World Scientific
Release Date : 2019-04-08
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 has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-08 with Mathematics categories.
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.
Generalized Vectorization Cross Products And Matrix Calculus
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Author : Darrell A. Turkington
language : en
Publisher: Cambridge University Press
Release Date : 2013-02-11
Generalized Vectorization Cross Products And Matrix Calculus written by Darrell A. Turkington and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-11 with Business & Economics categories.
This book studies the mathematics behind matrix calculus and the applications of matrix calculus in statistics and econometrics.
Matrix Calculus And Kronecker Product A Practical Approach To Linear And Multilinear Algebra 2nd Edition
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Author : Willi-hans Steeb
language : en
Publisher: World Scientific Publishing Company
Release Date : 2011-03-24
Matrix Calculus And Kronecker Product A Practical Approach To Linear And Multilinear Algebra 2nd Edition written by Willi-hans Steeb and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-24 with Mathematics categories.
This book provides a self-contained and accessible introduction to linear and multilinear algebra. Besides the standard techniques for linear and multilinear algebra many advanced topics are included. Emphasis is placed on the Kronecker product and tensor product. The Kronecker product has widespread applications in signal processing, discrete wavelets, statistical physics, computer graphics, fractals, quantum mechanics and quantum computing. All these fields are covered in detail. A key feature of the book is the many detailed worked-out examples. Computer algebra applications are also given. Each chapter includes useful exercises. The book is well suited for pure and applied mathematicians as well as theoretical physicists and engineers.New topics added to the second edition are: braid-like relations, Clebsch-Gordan expansion, nearest Kronecker product, Clifford and Pauli group, universal enveloping algebra, computer algebra and Kronecker product.
Matrix Calculus
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Author : Ewald Bodewig
language : en
Publisher:
Release Date : 1956
Matrix Calculus written by Ewald Bodewig and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1956 with Differential equations, Linear categories.
Matrix Calculus And Zero One Matrices
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Author : Darrell A. Turkington
language : en
Publisher: Cambridge University Press
Release Date : 2001-12-10
Matrix Calculus And Zero One Matrices written by Darrell A. Turkington and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-12-10 with Business & Economics categories.
The statistical models confronting econometricians are complicated in nature so it is no easy task to apply the procedures recommended by classical statisticians to such models. This book presents the reader with mathematical tools drawn from matrix calculus and zero-one matrices and demonstrates how the use of their tools greatly facilitates such applications in a sequence of linear econometric models of increasing statistical complexity. The book differs from others in that the matrix calculus results are derived from a few basic rules which are generalizations of the rules used in ordinary calculus. Moreover the properties of several new zero-one matrices are investigated.