Matrix Algebra

Matrix Algebra is the first volume of the Econometric Exercises Series. It contains exercises relating to course material in matrix algebra that students are expected to know while enrolled in an (advanced) undergraduate or a postgraduate course in econometrics or statistics. The book contains a comprehensive collection of exercises, all with full answers. But the book is not just a collection of exercises; in fact, it is a textbook, though one that is organized in a completely different manner than the usual textbook. The volume can be used either as a self-contained course in matrix algebra or as a supplementary text.

ISBN	0521537460	Volumes	1
ISBN13	9780521537469 (What's this?)	Weight (grammes)	740
Publisher	Cambridge University Press	Published in	Cambridge
Imprint	Cambridge University Press	Series editor	Phillips, Peter C. B.
Format	Paperback	Series ISSN	01
Publication date	22 Aug 2005	Series title	Econometric Exercises
Library of Congress	2005002651	Height (mm)	228
DEWEY	512.9434	Width (mm)	152
DEWEY edition	DC22	Spine width (mm)	24
Pages	466	Academic level	Tertiary education, Professional / Scholarly

1	Vectors	1
2	Matrices	11
3	Vector spaces	43
4	Rank, inverse, and determinant	73
5	Partitioned matrices	97
6	Systems of equations	131
7	Eigenvalues, eigenvectors, and factorizations	155
8	Positive (semi)definite and idempotent matrices	209
9	Matrix functions	243
10	Kronecker product, vec-operator, and Moore-Penrose inverse	273
11	Patterned matrices : commutation- and duplication matrix	299
12	Matrix inequalities	321
13	Matrix calculus	351

'These authors have achieved the remarkable feat of writing a textbook of matrix algebra cunningly concealed as a structured sequence of exercises and worked answers. The book should prove popular with students intent on teaching themselves and with instructors who wish to set challenging and educative exercises. Recommended unequivocally to all parties.' Dr Stephen Pollock, Queen Mary College 'Useful as a text or reference, it is clearly written and very thorough. Besides basic topics, excellent treatment of matrix inequalities, vectorization, and matrix calculus. It belongs on every econometricians's bookshelf.' Professor Peter Schmidt, Michigan State University 'Matrix Algebra can be recommended to teachers and graduate students in all fields of mathematics.' Zentralblatt MATH

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