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In this complete introduction to the theory of finding derivatives of scalar-, vector- and matrix-valued functions with respect to complex matrix variables, Hjørungnes describes an essential set of mathematical tools for solving research problems where unknown parameters are contained in complex-valued matrices. The first book examining complex-valued matrix derivatives from an engineering perspective, it uses numerous practical examples from signal processing and communications to demonstrate how these tools can be used to analyze and optimize the performance of engineering systems. Covering un-patterned and certain patterned matrices, this self-contained and easy-to-follow reference deals with applications in a range of areas including wireless communications, control theory, adaptive filtering, resource management and digital signal processing. Over 80 end-of-chapter exercises are provided, with a complete solutions manual available online.Read more
- First self-contained book covering complex-valued matrix derivatives from an engineering perspective
- Uses recent research examples from signal processing and communications to demonstrate how differentiation theory can be applied in practice
- Contains over 80 end-of-chapter exercises, with a complete solutions manual available at www.cambridge.org/9780521192644
Reviews & endorsements
'This book addresses the problem of complex-valued derivatives in a wide range of contexts. The mathematical presentation is rigorous but its structured and comprehensive presentation makes the information easily accessible. Clearly, it is an invaluable reference to researchers, professionals and students dealing with functions of complex-valued matrices that arise frequently in many different areas. Throughout the book the examples and exercises help the reader learn how to apply the results presented in the propositions, lemmas and theorems. In conclusion, this book provides a well organized, easy to read, authoritative and unique presentation that everyone looking to exploit complex functions should have available in their own shelves and libraries.' Professor Paulo S. R. Diniz, Federal University of Rio de Janeiro (UFRJ)See more reviews
'Complex vector and matrix optimization problems are often encountered by researchers in the electrical engineering fields and much beyond. Their solution, which can sometimes be reached from using existing standard algebra literature, may however be a time consuming and sometimes difficult process. This is particularly so when complicated cost function and constraint expressions arise. This book brings together several mathematical theories in a novel manner to offer a beautifully unified and systematic methodology for approaching such problems. It will no doubt be a great companion to many researchers and engineers alike.' Professor David Gesbert, EURECOM, Sophia-Antipolis, France
'… an excellent monograph … The book is suitable as a textbook in graduate-level studies and research.' Zentralblatt MATH
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- Date Published: February 2011
- format: Hardback
- isbn: 9780521192644
- length: 270 pages
- dimensions: 253 x 179 x 17 mm
- weight: 0.69kg
- contains: 10 b/w illus. 17 tables 81 exercises
- availability: Available
Table of Contents
List of abbreviations
2. Background material
3. Theory of complex-valued matrix derivatives
4. Development of complex-valued derivative formulas
5. Complex Hessian matrices for scalar, vector, and matrix functions
6. Generalized complex-valued matrix derivatives
7. Applications in signal processing and communications
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