Introduction to matrix analysis [electronic resource] / Richard Bellman.
Long considered to be a classic in its field, this was the first book in English to include three basic fields of the analysis of matrices -- symmetric matrices and quadratic forms, matrices and differential equations, and positive matrices and their use in probability theory and mathematical econom...
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Full Text (via SIAM) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Philadelphia, Pa. :
Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104),
1997.
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| Edition: | 2nd ed. |
| Series: | Classics in applied mathematics ;
19. |
| Subjects: |
Table of Contents:
- Foreword
- Preface to the Second edition
- Preface
- Chapter 1. Maximization, minimization, and motivation
- Chapter 2. Vectors and matrices
- Chapter 3. Diagonalization and canonical forms for symmetric matrices
- Chapter 4. Reduction of general symmetric matrices to diagonal form
- Chapter 5. Constrained maxima
- Chapter 6. Functions of matrices
- Chapter 7. Variational description of characteristic roots
- Chapter 8. Inequalities
- Chapter 9. Dynamic programming
- Chapter 10. Matrices and differential equations
- Chapter 11. Explicit solutions and canonical forms
- Chapter 12. Symmetric function, Kronecker products and circulants
- Chapter 13. Stability theory
- Chapter 14. Markoff matrices and probability theory
- Chapter 15. Stochastic matrices
- Chapter 16. Positive matrices, Perron's theorem, and mathematical economics
- Chapter 17. Control processes
- Chapter 18. Invariant imbedding
- Chapter 19. Numerical inversion of the Laplace transform and Tychonov regularization
- Appendix A. Linear equations and rank
- Appendix B. The quadratic form of Selberg
- Appendix C.A method of Hermite
- Appendix D. Moments and quadratic forms
- Index.