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Advanced Mathematical Methods

Advanced Mathematical Methods



Part of London School of Economics Mathematics

  • Date Published: February 1991
  • availability: Available
  • format: Paperback
  • isbn: 9780521289641

£ 59.99

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About the Authors
  • Written in an appealing and informal style, this text is a self-contained second course on mathematical methods dealing with topics in linear algebra and multivariate calculus that can be applied to statistics, operations research, computer science, econometrics and mathematical economics. The prerequisites are elementary courses in linear algebra and calculus, but the author has maintained a balance between a rigorous theoretical and a cookbook approach, giving concrete and geometric explanations, so that the material will be accessible to students who have not studied mathematics in depth. Indeed, as much of the material is normally available only in technical textbooks, this book will have wide appeal to students whose interest is in application rather than theory. The book is amply supplied with examples and exercises: complete solutions to a large proportion of these are provided.

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    Product details

    • Date Published: February 1991
    • format: Paperback
    • isbn: 9780521289641
    • length: 560 pages
    • dimensions: 225 x 151 x 29 mm
    • weight: 0.77kg
    • availability: Available
  • Table of Contents

    Part I. Linear Algebra:
    1. Vector spaces (revision)
    2. Geometry in R
    3. Matrices
    4. Projections
    5. Spectral theory
    6. The upper triangular form
    7. The tri-diagonal form
    8. Inverses
    9. Convexity
    10. The separating hyperplane theorem
    11. Linear inequalities
    12. Linear programming and game theory
    13. The simplex method
    14. Partial derivatives (revision)
    15. Convex functions
    16. Non-linear programming
    Part II. Advanced Calculus:
    1. The integration process
    2. Manipulation of integrals
    3. Multiple integrals
    4. Differential and difference equations (revision)
    5. Laplace transforms
    6. Series solutions of differential equations
    7. Calculus of variations
    Part III. Solutions to Selected Exercises

  • Author

    Adam Ostaszewski, London School of Economics and Political Science

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