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On some definitions in matrix algebra

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Author Info
Jan R. Magnus (Department of Econometrics & OR, Tilburg University)
Karim M. Abadir (Tanaka Business School, Imperial College London)

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Abstract

Many definitions in matrix algebra are not standardized. This notediscusses some of thepitfalls associated with undesirable orwrong definitions, anddealswith central conceptslikesymmetry, orthogonality, square root, Hermitian and quadratic forms, and matrix derivatives.

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File URL: http://www.e.u-tokyo.ac.jp/cirje/research/dp/2007/2007cf476.pdf
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Publisher Info
Paper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE F-Series with number CIRJE-F-476.

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Length: 16 pages
Date of creation: Feb 2007
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Handle: RePEc:tky:fseres:2007cf476

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