Prerequisite Matrix Theory / 1: |
Introduction |
Notation and definitions |
Inverse |
Transpose of a matrix |
Determinants |
Rank of matrices |
Quadratic forms |
Orthogonal matrices |
Prerequisite Vector Theory / 2: |
Introduction and definitions |
Vector space |
Vector subspaces |
Linear dependence and independence |
Basis of a vector space |
Inner product and orthogonality of vectors |
Linear Transformations and Characteristic ROOTS / 3: |
Linear transformations |
Characteristics roots and vectors |
Similar matrices |
Symmetric matrices |
Geometric Interpretations / 4: |
Lines in En |
Planes in En |
Projections |
Algebra of Vector Spaces / 5: |
Intersection and sum of vector spaces |
Orthogonal complement of a vector subspace |
Column and null spaces of a matrix |
Statistical applications |
Functions of matrices |
Generalized Inverse; Conditional Inverse / 6: |
Definition and basic theorems of generalized inverse |
Systems of linear equations |
Generalized inverses for special matrices |
Computing formulas for the g-inverse |
Conditional inverse |
Hermite form of matrices |
Systems of Linear Equations / 7: |
Existence of solutions to Ax=g |
the number of solutions of the system Ax=g |
approximate solutions to inconsistent systems of linear equations |
Least squares |
Patterned Matrices And Other Special Matrices / 8: |
Partitioned matrices |
The inverse of certain patterned matrices |
Determinants of certain patterned matrices |
Characteristic equations and roots of some patterned matrices |
Triangular matrices |
Correlation matrix |
Direct product and sum of matrices |
Additional theorems |
Circulants |
Dominant diagonal matrices |
Vandermonde and Fourier matrices |
Permutation matrices |
Hadamard matrices |
Band and Toeplitz matrices |
Trace and Vector of Matrices / 9: |
Trace |
Vector of a matrix |
Commutation matrices |
Integration and Differentiation / 10: |
Transformation of random variables |
Multivariate normal density |
Moments of density functions and expected values of random matrices |
Evaluation of a general multiple integral |
Marginal density function |
Examples |
Derivatives |
Expected values of quadratic forms |
Expectation of the elements of a Wishart matrix |
Inverse Positive Matrices and Matrices With Non-Positive Off-Diagonal Elements / 11: |
Matrices with positive principal minors |
Matrices with non-positive off-diagonal elements |
M-matrices (z-matrices with positive principle minors) |
Z-matrices with non-negative principal minors |
Non-Negative Matrices; Idempotent and Tripotent Matrices; Projections / 12: |
Non-negative matrices |
Idempotent matrices |
Tripotent matrices |
Reference and Additional Readings |
Index |
Prerequisite Matrix Theory / 1: |
Introduction |
Notation and definitions |
Inverse |
Transpose of a matrix |
Determinants |