000 02391nam a22003738i 4500
001 CR9781139424400
003 UkCbUP
005 20240909191744.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 120424s2013||||enk o ||1 0|eng|d
020 _a9781139424400 (ebook)
020 _z9781107032002 (hardback)
020 _z9781107448728 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA188
_b.T8645 2013
082 0 0 _a515/.63
_223
100 1 _aTurkington, Darrell A.,
_eauthor.
245 1 0 _aGeneralized vectorization, cross-products, and matrix calculus /
_cDarrell A. Turkington.
246 3 _aGeneralized Vectorization, Cross-Products, & Matrix Calculus
264 1 _aCambridge :
_bCambridge University Press,
_c2013.
300 _a1 online resource (xi, 267 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 24 Feb 2016).
505 0 _a1. Mathematical prerequisites -- 2. Zero-one matrices -- 3. Elimination and duplication matrices -- 4. Matrix calculus -- 5. New matrix calculus results -- 6. Applications.
520 _aThis book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matrices such as the commutation matrix. Elimination and duplication matrices are revisited and partitioned into submatrices. Studying the properties of these submatrices facilitates achieving new results for the original matrices themselves. Different concepts of matrix derivatives are presented and transformation principles linking these concepts are obtained. One of these concepts is used to derive new matrix calculus results, some involving the new operators and others the derivatives of the operators themselves. The last chapter contains applications of matrix calculus, including optimization, differentiation of log-likelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.
650 0 _aMatrices.
650 0 _aVector analysis.
776 0 8 _iPrint version:
_z9781107032002
856 4 0 _uhttps://doi.org/10.1017/CBO9781139424400
942 _2ddc
_cEB
999 _c10051
_d10051