Matrix algebra

H. Yanai, H. Ishii

Research output: Chapter in Book/Report/Conference proceedingChapter


Definition and basic operations of matrices are described. Fundamental properties of matrices such as rank, determinants, inverse, and positive (semi)definiteness are also identified. Eigenvalues and eigenvectors, spectral and singular value decompositions are described with numerical examples. Projection matrices, generalized inverse of a matrix, Kronecker product, and Vec operator are briefly explained. Basic applications of matrix algebra to multivariate analysis, a correlation matrix, and principal-component analyses are provided.

Original languageEnglish
Title of host publicationInternational Encyclopedia of Education
PublisherElsevier Ltd
Number of pages7
ISBN (Print)9780080448947
Publication statusPublished - 2010

All Science Journal Classification (ASJC) codes

  • General Economics,Econometrics and Finance


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