Generalized vectorization, cross-products, and matrix calculus

Resource Information

The work Generalized vectorization, cross-products, and matrix calculus represents a distinct intellectual or artistic creation found in European University Institute. This resource is a combination of several types including: Work, Language Material, Books.

Label

Generalized vectorization, cross-products, and matrix calculus

Statement of responsibility

Darrell A. Turkington

Title variation

Generalized Vectorization, Cross-Products, & Matrix Calculus

Creator

• Turkington, Darrell A

Subject

• Matrices
• Vector analysis

Language

eng

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 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.--

Assigning source

Provided by publisher

Cataloging source

UkCbUP

Index

index present

Literary form

non fiction

Nature of contents

dictionaries

Series statement

Cambridge Social Sciences eBooks