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101 0 $aeng
135   $aur|||||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aGeneralized vectorization, cross-products, and matrix calculus /$fDarrell A. Turkington$b[electronic resource]
210  1$aCambridge :$cCambridge University Press,$d2013.
215   $a1 online resource (xi, 267 pages) $cdigital, PDF file(s)
300   $aTitle from publisher's bibliographic system (viewed on 24 Feb 2016).
311   $a1-107-44872-7 
311   $a1-107-03200-8 
320   $aIncludes bibliographical references and index.
327   $a1. Mathematical prerequisites -- 2. Zero-one matrices -- 3. Elimination and duplication matrices -- 4. Matrix calculus -- 5. New matrix calculus results -- 6. Applications.
330   $aThis 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.
517 3 $aGeneralized Vectorization, Cross-Products, & Matrix Calculus
606   $aMatrices
606   $aVector analysis
615  0$aMatrices.
615  0$aVector analysis.
676   $a515/.63
700   $aTurkington$b Darrell A.$0266648
801  0$bUkCbUP
801  1$bUkCbUP
906   $aBOOK
912   $a9910453054103321
996   $aGeneralized vectorization, cross-products, and matrix calculus$92483683
997   $aUNINA