Abadir, K.M & Magnus, J.R

Matrix algebra - Cambridge Cambridge University Press 2005 - xxx,434 p - Econometric exercises 1 .

1. Vectors
2. Matrices
3. Vector spaces
4. Rank, inverse, and determinant
5. Partitioned matrices
6. Systems of equations
7. Eigenvalues, eigenvectors, and factorizations
8. Positive (semi)definite and idempotent matrices
9. Matrix functions
10. Kronecker product, vec-operator, and Moore-Penrose inverse
11. Patterned matrices : commutation- and duplication matrix
12. Matrix inequalities
13. Matrix calculus

"Matrix Algebra is the first volume of the Econometric Exercises series. It contains exercises relating to course material in matrix algebra that students are expected to know while enrolled in an (advanced) undergraduate or a postgraduate course in econometrics or statistics. The book contains a comprehensive collection of exercises, all with full answers. But the book is not just a collection of exercises; in fact, it is a textbook, though one that is organized in a completely different manner from the usual textbook. The volume can be used either as a self-contained course in matrix algebra or as a supplementary text."--Jacket

9780521537469


Linear Algebra