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Lutkepohl H. — Handbook of Matrices
Lutkepohl H. — Handbook of Matrices



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Название: Handbook of Matrices

Автор: Lutkepohl H.

Аннотация:

Matrices are used in many areas such as statistics, econometrics, mathematics, natural sciences and engineering. This handbook provides a collection of numerous results for easy reference in one source, together with a comprehensive dictionary of matrices and related terms. The book is structured and cross-referenced so that specific results and information are easy to locate. References for proofs and computational algorithms are provided.


Язык: en

Рубрика: Математика/Алгебра/Линейная алгебра/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1996

Количество страниц: 309

Добавлена в каталог: 19.03.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Independent vectors      252
Index of a square matrix      252
Induced matrix norm      102 252 264
Induced matrix norm, properties of      108
Inequalities, Cauchy — Schwarz      43 54 104 111
Inequalities, Fischer's      54 147 152
Inequalities, for eigenvalues      72 134 159
Inequalities, for norms      111
Inequalities, Frobenius      61
Inequalities, Hadamard's      54
Inequalities, Hoelder's      44 111
Inequalities, Minkowski's      44 55
Inequalities, Oppenheim's      56
Inequalities, Ostrowski — Taussky      56
Inequalities, Schur's      43
Inequalities, singular value      80
Inequalities, Sylvester's      61
Inequalities, triangle      101
Inequality relations for matrices      4
Inertia of a square matrix      252
Inner product      102 252
Inner product over the complex numbers      102
Inner product over the real numbers      102 253
Inner product, special      104
Integer matrix      253
Integer matrix, unimodular      281
Integral matrix      253
Invariant factors of a polynomial matrix      220 253
Invariant polynomials of a polynomial matrix      220 253
Inverse matrix      7 27 253
Inverse matrix, conditional      236
Inverse matrix, derivatives of      198
Inverse matrix, Drazin      240
Inverse matrix, effective      241
Inverse matrix, g-      245
Inverse matrix, generalized      32 245
Inverse matrix, left      257
Inverse matrix, Moore — Penrose      34 262
Inverse matrix, MP-      262
Inverse matrix, partitioned      29
Inverse matrix, pseudo      269
Inverse matrix, reflexive generalized      270
Inverse matrix, right      271
Invertible matrix      10 253 263 270
Invertible polynomial matrix      218 254
Involutory matrix      254
Irreducible matrix      254
Isometry for a norm      101 254
Jacobian determinant      173 204
Jacobian matrix      173 183 254
Jordan canonical form      254
Jordan decomposition      63 70 71 83 89
Jordan decomposition, near diagonal      84
Jordan decomposition, of a real matrix with real eigenvalues      89
Jordan decomposition, real      71 89
Jordan Matrix      255
Jordan normal form      254
Kronecker matrix      255
Kronecker product      3 19 117 124 126 128 130 256
Kronecker product, derivatives of      184 192 199
Kronecker sum      256
Latent root of a matrix      12 63 256
Latent root of a polynomial matrix      218
Latent vector of a polynomial matrix      218 256
Least common multiple of polynomials      212
Least upper bound norm      102 256 264
Left coprime polynomial matrices      219 256 270
Left divisibility of a polynomial matrix      218 256
Left divisor of a polynomial matrix      218 256
Left eigenvector of a matrix      256
Left inverse matrix      257
Left multiple of a polynomial matrix      218 257
Left quotient of polynomial matrices      218 257
Left remainder of polynomial matrices      218 257
Length of a vector      257 261
Leontief matrix      257
Leslie matrix      257
Liapunov matrix equation      258
Linear combination of matrices      258
Linear polynomial      212
Linearly dependent vectors      258
Linearly independent vectors      11 258
Loewner matrix      258
Lower block triangular matrix      258
Lower Hessenberg matrix      258
Lower triangular matrix      11 259 281
Lower triangular matrix, lub norm      102
Lower triangular matrix, properties of      164
M-matrix      259
Mahalanobis norm      103
Main diagonal of a matrix      259 268
Matrices, cogredient      233
Matrices, commuting      234
Matrices, conformable      236
Matrices, congruent      236
Matrices, conjunctive      236
Matrices, equivalent      243
Matrices, linear combination of      258
Matrices, orthogonally equivalent      265
Matrices, orthogonally similar      265
Matrices, permutation equivalent      266
Matrices, similar      216 275
Matrices, simultaneously diagonalizable      275
Matrices, unitarily equivalent      282
Matrices, unitarily similar      282
Matrix      1 259
Matrix decompositions      60 69
Matrix decompositions, block diagonal      90
Matrix decompositions, Choleski      86 92 154 155
Matrix decompositions, congruent canonical form      85 137
Matrix decompositions, diagonal      90
Matrix decompositions, diagonal reduction      60 85
Matrix decompositions, echelon form      88
Matrix decompositions, Gram — Schmidt      87 92
Matrix decompositions, Hermite canonical form      88
Matrix decompositions, Jordan      63 70 71 83 84 89
Matrix decompositions, of Hermitian matrix      137
Matrix decompositions, of positive definite matrix      154
Matrix decompositions, polar      61 88
Matrix decompositions, rank factorization      60 88
Matrix decompositions, Schur      69 86 92
Matrix decompositions, simultaneous diagonalization      86
Matrix decompositions, singular value      60 79 80 85 91
Matrix decompositions, spectral      69 70 85 90 137 163
Matrix decompositions, square root      155
Matrix decompositions, symmetric matrix      163
Matrix decompositions, triangular factorization      60 87
Matrix derivatives      171
Matrix difference      15
Matrix factorizations      60
Matrix function      259
Matrix multiplication      3 16 260
Matrix norm      101 260 262
Matrix norm, induced      108 252
Matrix norm, minimal      102
Matrix norm, properties of      106
Matrix norm, results for      106
Matrix norm, self-adjoint      102
Matrix operations      15
Matrix operations, elementary      242
Matrix polynomial      215 260
Matrix power series      215 260
Matrix product      3 16 260
Matrix sum      15
Matrix, absolute value of      225
Matrix, addition      225
Matrix, adjoint      225
Matrix, adjugate      226
Matrix, annihilating polynomial of      226
Matrix, antimetric      226
Matrix, arithmetic      226
Matrix, band      227
Matrix, banded      227
Matrix, bidiagonal      227
Matrix, binary      227
Matrix, block      2 144 229
Matrix, block, band      227
Matrix, block, circulant      228
Matrix, block, companion      220 228
Matrix, block, diagonal      229
Matrix, block, Hankel      229
Matrix, block, Toeplitz      229
Matrix, block, triangular      230
Matrix, block, tridiagonal      230
Matrix, bordered      230
Matrix, bordered Gramian      230
Matrix, Brownian      230
Matrix, centro-Hermitian      231
Matrix, centro-symmetric      231
Matrix, characteristic      220 231
Matrix, characteristic determinant of      231
Matrix, characteristic equation of      231
Matrix, characteristic polynomial of      231
Matrix, characteristic root of      231
Matrix, characteristic value of      231
Matrix, characteristic vector of      232
Matrix, check      232
Matrix, circulant      113 232
Matrix, cofactor      232
Matrix, column dimension of      233
Matrix, column rank of      233
Matrix, column regular      233
Matrix, column stochastic      233
Matrix, column vectorization of      233
Matrix, commutation      9 31 115 123 127 234
Matrix, companion      213 234
Matrix, complex      1 235
Matrix, complex conjugate      235
Matrix, compound      235
Matrix, condition number of      236
Matrix, conditional inverse      236
Matrix, conjugate      236
Matrix, conjugate transpose      236
Matrix, controllability      236
Matrix, convergent      119 236
Matrix, cosine      236
Matrix, D-inverse      236
Matrix, decomposable      237 270
Matrix, defective      237
Matrix, deficient      237
Matrix, definite      237
Matrix, derivative      237
Matrix, derogatory      214 237
Matrix, determinant of      238
Matrix, diagonal      5 9 120 238
Matrix, diagonal dominant      238
Matrix, diagonal of      238
Matrix, diagonal similar      238
Matrix, diagonalizable      216 238
Matrix, dimension of      239 264
Matrix, dominating nonnegative      239
Matrix, doubly centered      239
Matrix, doubly quasi-stochastic      240
Matrix, doubly stochastic      139 240
Matrix, Drazin inverse      240
Matrix, duplication      9 31 51 53 118 122 127 130 149 157 165 240
Matrix, effective inverse      241
Matrix, eigenvalue of      241
Matrix, eigenvector      241
Matrix, eigenvector of      242
Matrix, elementary      242
Matrix, elimination      9 31 52 53 118 123 126 127 165 243
Matrix, EP-      243
Matrix, equality      243
Matrix, ergodic      243
Matrix, exchange      243
Matrix, exponential      244
Matrix, exponential function of      215 244
Matrix, flip      244
Matrix, foeplitz      114 279
Matrix, Fourier      114 244
Matrix, Frobenius      244
Matrix, g-circulant      245
Matrix, g-inverse      245
Matrix, generalized inverse      7 32 245
Matrix, generalized permutation      140 245
Matrix, geometric      246
Matrix, Givens      246
Matrix, gradient      246
Matrix, Gram      247
Matrix, gramian      247
Matrix, group inverse      247
Matrix, Hadamard      247
Matrix, Hamiltonian      248
Matrix, Hankel      249
Matrix, harmonic      249
Matrix, Helmert      249
Matrix, hermitian      10 131 250
Matrix, Hermitian adjoint      250
Matrix, Hessenberg      250
Matrix, Hessian      172 250
Matrix, Hilbert      251
Matrix, Hurwitz      214 251
Matrix, idempotent      10 138 251
Matrix, identity      2 10 252
Matrix, imaginary      252
Matrix, imprimitive      252
Matrix, indefinite      252
Matrix, index of      252
Matrix, inertia of      252
Matrix, integer      253
Matrix, integral      253
Matrix, inverse      7 27 253
Matrix, inverse, conditional      236
Matrix, inverse, Drazin      240
Matrix, inverse, effective      241
Matrix, inverse, g-      245
Matrix, inverse, generalized      245
Matrix, inverse, left      257
Matrix, inverse, Moore — Penrose      262
Matrix, inverse, MP-      262
Matrix, inverse, pseudo      269
Matrix, inverse, reflexive generalized      270
Matrix, inverse, right      271
Matrix, invertible      10 253 263
Matrix, involutory      254
Matrix, irreducible      254
Matrix, Jacobian      173 254
Matrix, Jordan      255
Matrix, Kronecker      255
Matrix, left inverse      257
Matrix, Leontief      257
Matrix, Leslie      257
Matrix, Loewner      258
Matrix, lower block triangular      258
Matrix, lower Hessenberg      258
Matrix, lower triangular      11 164 259
Matrix, M-      259
Matrix, main diagonal of      259
Matrix, Metzler      260
Matrix, minimal polynomial of      261
Matrix, Minkowski      261
Matrix, Minkowski — Metzler      261
Matrix, minor of      261
Matrix, minor of an element of      261
Matrix, modal      261
Matrix, monomial      261
Matrix, Moore — Penrose inverse      34 262
Matrix, multiplication      260
Matrix, multiplication by a scalar      262
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