Matrices and Their Roots: A Textbook of Matrix Algebra

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World Scientific, 1990 - Business & Economics - 444 pages
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This textbook addresses itself to two groups of students who need mathematics in an applied context: undergraduates starting at the beginning, and postgraduates who need reference-material, but who, not being mathematics specialists, nevertheless are not best served by an ordinary mathematics textbook, which will generally be at a higher level of abstraction. It gives full proofs throughout, and is illustrated with a large number of numerical examples, reinforcing the student's grasp of the topics covered by exercises and corresponding answersheets, and by the corresponding tutorial program ILLUSTRATE. The program ‘Illustrate’ will run on any IBM compatible micro-computer. The relevant areas of application are economics, econometrics, mathematical programming and engineering.
 

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Contents

Matrix Notation
11
Some Structured Matrices and Operators
38
BlockEquations and Inversion
51
Determinants and Rank
84
Definiteness and Symmetry
142
Latent Roots and Characteristic Vectors
165
More about Roots and Vectors
208
Symmetric Eigenvalue Problems
279
Geometrical Interpretations
326
NonNegative Square Matrices
384
References
431
Indexes
437
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