1.

Record Nr.

UNINA9910824549403321

Autore

Turkington Darrell A.

Titolo

Generalized vectorization, cross-products, and matrix calculus / / Darrell A. Turkington

Pubbl/distr/stampa

Cambridge : , : Cambridge University Press, , 2013

ISBN

1-139-61118-6

1-107-23793-9

1-139-60936-X

1-139-61304-9

1-139-61676-5

1-139-42440-8

1-139-62606-X

1-283-87069-X

1-139-62234-X

Edizione

[1st ed.]

Descrizione fisica

1 online resource (xi, 267 pages) : digital, PDF file(s)

Classificazione

BUS021000

Disciplina

515/.63

Soggetti

Matrices

Vector analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Title from publisher's bibliographic system (viewed on 24 Feb 2016).

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

1. Mathematical prerequisites -- 2. Zero-one matrices -- 3. Elimination and duplication matrices -- 4. Matrix calculus -- 5. New matrix calculus results -- 6. Applications.

Sommario/riassunto

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.