图书简介

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. Inner-product 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. Matrix-polynomial representation; Part X. Kronecker Product, Vec-Operator, and Moore-Penrose Inverse: 33. The Kronecker product; 34. The vec-operator; 35. The Moore-Penrose 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 vec-operator and the duplication matrix; 41. Linear structures; Part XII. Matrix Inequalities: 42. Cauchy-Schwarz 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.

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