On some definitions in matrix algebra
AbstractMany 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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Bibliographic InfoPaper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE F-Series with number CIRJE-F-476.
Length: 16 pages
Date of creation: Feb 2007
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-02-24 (All new papers)
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- Magnus, J.R. & Neudecker, H., 1985. "Matrix differential calculus with applications to simple, Hadamard, and Kronecker products," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153214, Tilburg University.
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