£104.68

Cambridge University Press Generalized Vectorization, Cross-Products, and Matrix Calculus

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£104.68 £95.12 £97.21 £99.29 £101.38 £103.46 £105.55 08 July 2026 21 July 2026 03 August 2026 16 August 2026 29 August 2026

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Description

This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matrices such as the commutation matrix. Elimination and duplication matrices are revisited and partitioned into submatrices. Studying the properties of these submatrices facilitates achieving new results for the original matrices themselves. Different concepts of matrix derivatives are presented and transformation principles linking these concepts are obtained. One of these concepts is used to derive new matrix calculus results, some involving the new operators and others the derivatives of the operators themselves. The last chapter contains applications of matrix calculus, including optimization, differentiation of log-likelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
11 April 2013
Listed Since
09 May 2012

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