Handbook of Matrices

Helmut Lütkepohl0471970158, 9780471970156, 9780585288017, 0471966886

Matrices are used in many areas such as statistics, econometrics, mathematics, natural sciences and engineering. This handbook provides a collection of numerous results for easy reference in one source, together with a comprehensive dictionary of matrices and related terms. The book is structured and cross-referenced so that specific results and information are easy to locate. References for proofs and computational algorithms are provided.