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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
Polynomials, greatest common divisor of      212
Polynomials, greatest common factor of      212
Polynomials, least common multiple of      212
Polynomials, relatively prime      212
Positive definite Hermitian form      267
Positive definite matrix      10 267
Positive definite matrix, properties of      150
Positive definite quadratic form      267
Positive matrix      11 139 267
Positive matrix, properties of      139
Positive semidefinite Hermitian form      267
Positive semidefinite matrix      10 267
Positive semidefinite matrix, properties of      150
Positive semidefinite quadratic form      267
Postmultiplication by a matrix      267
Power of a matrix      7 37 267
Power series, matrix      215
Premultiplication by a matrix      268
Primitive matrix      268
Principal diagonal of a matrix      2 268
Principal minor of a matrix      6 268
Principal submatrix      268
Principal vector of a matrix      269
Product matrix      269
Product rule for derivatives      174 176 189 208
Product, direct      3 239
Product, dyadic      241
Product, elementwise      3 243
Product, Hadamard      3 20 248
Product, Kronecker      3 19 256
Product, matrix      3 16 260 269
Product, scalar      273
Product, Schur      3 273
Product, tensor      3 279
Projection matrix      269
Projector, orthogonal      265
Pseudo-inverse matrix      269
Pythagoras theorem      104
Quadratic form      12 269
Quadratic form, negative definite      262
Quadratic form, negative semidefinite      263
Quadratic form, positive definite      267
Quadratic form, positive semidefinite      267
Quadratic matrix      2 269 276
Quotient of polynomial matrices, left      257
Quotient of polynomial matrices, right      271
Rank factorization of a matrix      60 88
Rank inequalities      61
Rank of a column      12 233
Rank of a matrix      12 58 269
Rank of a polynomial matrix      217 269
Rank of a row      12 272
Ratio rule for derivatives      174 176 208
Rational matrix      269
Rayleigh ratio      269
Rayleigh — Ritz theorem      67 133 159
Real matrix      1 269
Real matrix, negative definite      151
Real matrix, negative semidefinite      151
Real matrix, positive definite      150
Real matrix, positive semidefinite      151
Real polynomial matrix      217 269
Rectangular matrix      270
Reducible matrix      270
Reflexive generalized inverse matrix      270
Regular matrix      10 253 263 270
Regular polynomial matrix      218 270
Relatively left prime polynomial matrices      219 256 270
Relatively prime polynomials      212
Relatively right prime polynomial matrices      219 270 271
Resultant      212
Resultant matrix      270
Reverse unit matrix      270
Riccati equation      271
Right coprime polynomial matrices      219 270 271
Right divisibility of a polynomial matrix      219 271
Right divisor of a polynomial matrix      219 271
Right eigenvector      271
Right inverse matrix      271
Right multiple of a polynomial matrix      218 271
Right quotient of polynomial matrices      218 271
Right remainder of polynomial matrices      219 271
Root of a polynomial      211
Root of a polynomial, multiplicity of      211
Rotation matrix      272
Routh matrix      272
Row dimension of a matrix      1 272
Row rank of a matrix      12 272
Row regular matrix      272
Row stochastic matrix      272 277
Row vector      2 272
Row vectorization of a matrix      272
Row vectorization operator      96
Row-sum norm      103
Row-sum norm, properties of      110
Scalar matrix      273
Scalar multiplication      3 18 273
Scalar product      273
Schur complement of a matrix      273
Schur decomposition      69 86
Schur decomposition, of real matrix      92
Schur norm      103
Schur product      3 273
Schur product theorem      21 152
Schur's inequality      43
Schur-stochastic matrix      273 282
Secondary diagonal of a matrix      273
Self-adjoint matrix norm      102
Selfadjoint matrix      273
Semicirculant matrix      274
Semidefinite matrix      274
Seminegative matrix      274
Seminorm      101 274
Semiorthogonal matrix      274
Semipositive matrix      274
Shift matrix      274
Similar matrices      216 275
Simple eigenvalue      63 275
Simple matrix      114 138 275
Simultaneous diagonalization of Hermitian matrices      86 137
Simultaneous diagonalization of matrices      86 275
Simultaneous diagonalization of positive definite and Hermitian matrices      86 137 155
Simultaneous diagonalization of positive definite and symmetric matrices      86 92 155 163
Sine of a matrix      215 275
Singular matrix      275
Singular value      13 63 64 78 275
Singular value decomposition      60 79 80 85
Singular value of real matrix      91
Singular value, inequalities      80
Skew prime polynomial matrices      219 276
Skew-circulant matrix      275
Skew-Hermitian matrix      131 276
Skew-Hermitian matrix, properties of      131
Skew-symmetric matrix      156 276
Skew-symmetric matrix, properties of      156
Skew-symmetric part of a matrix      276
Smith canonical form      222
Smith normal form      222
Sparse matrix      276
Spectral decomposition      69 70 85 90 137 163
Spectral decomposition of a Hermitian matrix      70 85 137
Spectral decomposition of a normal matrix      69 85
Spectral decomposition of a real symmetric matrix      70 90
Spectral decomposition of a symmetric matrix      163
Spectral norm      104
Spectral norm, properties of      110
Spectral radius      64 76 139 276
Spectral radius, properties of      141
Spectrum of a matrix      64 276
Square matrix      2 269 276
Square matrix, index of      252
Square matrix, inertia of      252
Square root decomposition      155
Square root decomposition of a real matrix      155
Square root of a matrix      8 276
Stable matrix      119 277
Stable matrix, properties of      119
Stein's theorem      120
Stieltjes matrix      277
Stochastic matrix      139 272 277
Stochastic matrix, doubly      240
Stochastic matrix, properties of      139
Strictly lower triangular matrix      277
Strictly lower triangular matrix, properties of      164
Strictly triangular matrix      277
Strictly triangular matrix, properties of      164 167
Strictly upper triangular matrix      277
Strictly upper triangular matrix, properties of      164
Striped matrix      277
SubMatrix      1 278
Submatrix, principal      268
Submultiplicative norm      102 262 278
Subtraction of matrices      3 278
Sum, direct      4 22 239
Sum, Kronecker      256
Sum, of matrices      3 15
Sup norm      102 264
Sylvester matrix      213 278
Sylvester's law      61
Symmetric matrix      11 156 278
Symmetric matrix, decomposition of      163
Symmetric matrix, derivatives of      185 193
Symmetric matrix, eigenvalues of      158
Symmetric matrix, properties of      156
Symmetric part of a matrix      279
Symmetric r-Toeplitz matrix      279
Symmetric Toeplitz matrix      279
Tensor product      3 279
Theorem, Cayley — Hamilton      67 216
Theorem, Courant — Fischer      67 68 133 159
Theorem, Hopfs      78 142
Theorem, Hurwitz      217
Theorem, inclusion principle      73 135 160
Theorem, Poincarc's separation      74 136 161
Theorem, Pythagoras      104
Theorem, Rayleigh — Ritz      67 133 159
Theorem, Schur product      152
Theorem, Stein's      120
Theorem, Weyl's      75 136 162
Toeplitz matrix      114 279
Toeplitz matrix, block      229
Toeplitz matrix, symmetric      279
Totally nonnegative matrix      280
Totally positive matrix      280
Trace of a matrix      4 41 280
Trace of a matrix, derivatives of      177
Trace of a matrix, inequalities      43
Trace of a matrix, optimization of      45
Transition matrix      277 280
Transpose of a matrix      5 23 280
Transposition matrix      281
Triangle inequality      101
Triangular factorization of a matrix      60 87
Triangular factorization of a nonsingular matrix      87
Triangular matrix      11 281
Triangular matrix, block      230
Triangular matrix, derivatives of      187 195
Triangular matrix, lower      164 259
Triangular matrix, lower block      258
Triangular matrix, properties of      164
Triangular matrix, strictly      164 277
Triangular matrix, strictly lower      277
Triangular matrix, strictly upper      277
Triangular matrix, unit      282
Triangular matrix, unit lower      282
Triangular matrix, unit upper      282
Triangular matrix, upper      164 283
Triangular matrix, upper block      283
Tridiagonal matrix      140 281
Tridiagonal matrix, block      230
Tripotent matrix      281
Unimodular integer matrix      281
Unimodular polynomial matrix      218 254 281
Unipotent matrix      281
Unit lower triangular matrix      282
Unit matrix      2 282
Unit triangular matrix      282
Unit upper triangular matrix      282
Unit vector      282
Unitarily equivalent matrices      282
Unitarily invariant norm      102
Unitarily similar matrices      282
Unitary matrix      11 282
Unitary matrix, properties of      167
Unitary stochastic matrix      27 3 282
Unstable polynomial      212
Upper block triangular matrix      283
Upper Hessenberg matrix      283
Upper triangular matrix      11 281 283
Upper triangular matrix, properties of      164
Vandermonde determinant      49 283
Vandermonde matrix      284
Vec operator      8 95 97 123 128 284
Vech operator      8 96 99 123 128 284
Vector      2
Vector derivatives      171
Vector norm      101 285
Vector polynomial      285
Vector product      285
Vector, characteristic      64
Vector, column      2 233
Vector, gradient      171 247
Vector, length of      257 261
Vector, modulus of      257 261
Vector, null      264
Vector, row      2 272
Vector, unit      282
Vector, zero      286
Vectorization of a column      233
Vectorization of a half      248
Vectorization of a matrix      8 95 233 285
Vectorization of a row      272
Vectorization operator      95
Vectorization operator, column      95
Vectorization operator, row      96
Vectors, dependent      237
Vectors, independent      252
Vectors, linearly dependent      258
Vectors, linearly independent      258
Vectors, orthogonal      265
Vectors, orthonormal      265
Weyl's theorem for eigenvalues      75 136 162
Zero matrix      10 264 286
Zero vector      264 286
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