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.
|Title of host publication||International Encyclopedia of Education|
|Number of pages||7|
|Publication status||Published - 01-12-2010|
All Science Journal Classification (ASJC) codes
- Economics, Econometrics and Finance(all)