Generalized vectorization, crossproducts, and matrix calculus
 Responsibility
 Darrell A. Turkington.
 Language
 English.
 Publication
 Cambridge : Cambridge University Press, 2013.
 Physical description
 xi, 267 pages : illustrations ; 24 cm
Access
Creators/Contributors
 Author/Creator
 Turkington, Darrell A., author.
Contents/Summary
 Bibliography
 Includes bibliographical references (p. 257258) and index.
 Contents

 1. Mathematical prerequisites 2. Zeroone matrices 3. Elimination and duplication matrices 4. Matrix calculus 5. New matrix calculus results 6. Applications.
 (source: Nielsen Book Data)
 Publisher's Summary
 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 zeroone 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 loglikelihood functions, iterative interpretations of maximum likelihood estimators and a Lagrangian multiplier test for endogeneity.
(source: Nielsen Book Data)
Subjects
 Subject
 Matrices.
 Vector analysis.
Bibliographic information
 Publication date
 2013
 ISBN
 9781107032002 (hardback)
 1107032008 (hardback)