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Introduction to Matrix Analysis

Introduction to Matrix Analysis

2nd Edition

Part of Classics in Applied Mathematics

  • Date Published: June 1997
  • availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
  • format: Paperback
  • isbn: 9780898713992

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  • Long considered to be a classic in its field, this was the first book in English to include three basic fields of the analysis of matrices - symmetric matrices and quadratic forms, matrices and differential equations, and positive matrices and their use in probability theory and mathematical economics. Written in lucid, concise terms, this volume covers all the key aspects of matrix analysis and presents a variety of fundamental methods. Originally published in 1970, this book replaces the first edition previously published by SIAM in the Classics series. Here you will find a basic guide to operations with matrices and the theory of symmetric matrices, plus an understanding of general square matrices, origins of Markov matrices and non-negative matrices in general, minimum-maximum characterization of characteristic roots, Kronecker products, functions of matrices, and much more. These ideas and methods will serve as powerful analytical tools.

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    Product details

    • Edition: 2nd Edition
    • Date Published: June 1997
    • format: Paperback
    • isbn: 9780898713992
    • length: 430 pages
    • dimensions: 228 x 152 x 23 mm
    • weight: 0.608kg
    • availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
  • Table of Contents

    Foreword
    Preface to the Second Edition
    Preface
    1. Maximization, Minimization, and Motivation
    2. Vectors and Matrices
    3. Diagonalization and Canonical Forms for Symmetric Matrices
    4. Reduction of General Symmetric Matrices to Diagonal Form
    5. Constrained Maxima
    6. Functions of Matrices
    7. Variational Description of Characteristic Roots
    8. Inequalities
    9. Dynamic Programming
    10. Matrices and Differential Equations
    11. Explicit Solutions and Canonical Forms
    12. Symmetric Function, Kronecker Products and Circulants
    13. Stability Theory
    14. Markoff Matrices and Probability Theory
    15. Stochastic Matrices
    16. Positive Matrices, Perron's Theorem, and Mathematical Economics
    17. Control Processes
    18. Invariant Imbedding
    19. Numerical Inversion of the Laplace Transform and Tychonov Regularization
    Appendix A. Linear Equations and Rank
    Appendix B. The Quadratic Form of Selberg
    Appendix C. A Method of Hermite
    Appendix D. Moments and Quadratic Forms
    Index.

  • Author

    Richard Bellman

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