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Table Of Contents

Introduction and Review
1.1 Some Notation and Terminology
1.2 Matrix Arithmetic
1 .2 Matrix Arithmetic
1.3 Inner Products and Orthogonality
1.4 Determinants
Vector Spaces
2.1 Definitions and Examples
2.2 Subspaces
2.3 Linear Independence
2.4 Sums and Intersections of Subspaces
3.1 Definition and Examples
3.2 Matrix Representation of Linear Transformations
3.3 Composition of Transformations
3.4 Structure of Linear Transformations
3.5 Four Fundamental Subspaces
4.1 Definitions and Characterizations
Introduction to the Moore-Penrose Pseudoinverse
4.2 Examples
4.3 Properties and Applications
Introduction to the Singular Value Decomposition
5.1 The Fundamental Theorem
5.2 Some Basic Properties
5.3 Row and Column Compressions
5.3 Rowand Column Compressions
6.1 Vector Linear Equations
Linear Equations
6.2 Matrix Linear Equations
6.3 A More General Matrix Linear Equation
6.4 Some Useful and Interesting Inverses
Projections, Inner Product Spaces, and Norms
7.1 Projections
7.1.1 The four fundamental orthogonal projections
7.1 .1 The four fundamental orthogonal projections
7.2 Inner Product Spaces
7.3 Vector Norms
7.4 Matrix Norms
8.1 The Linear Least Squares Problem
Linear Least Squares Problems
8.3.2 Other least squares problems
8.4 Least Squares and Singular Value Decomposition
8.5 Least Squares and QR Factorization
9.1 Fundamental Definitions and Properties
9.2 Jordan Canonical Form
9.3 Determination of the JCF
9.3.1 Theoretical computation
9.3.2 On the +1 's in JCF blocks
9.4 Geometric Aspects of the JCF
9.5 The Matrix Sign Function
Canonical Forms
10.1 Some Basic Canonical Forms
10.2 Definite Matrices
10.3 Equivalence Transformations and Congruence
10.3.1 Block matrices and definiteness
10.4 Rational Canonical Form
Linear Differential and Difference Equations
11.1.1 Properties of the matrix exponential
11.1 Differential Equations
11.1.2 Homogeneous linear differential equations
11.1.3 Inhomogeneous linear differential equations
11.1.4 Linear matrix differential equations
11.1.5 Modal decompositions
11.1.6 Computation of the matrix exponential
11.1 .5 Modal decompositions
11.2.1 Homogeneous linear difference equations
11.2.2 Inhomogeneous linear difference equations
11.2 Difference Equations
11.2.3 Computation of matrix powers
11.3 Higher-Order Equations
Generalized Eigenvalue Problems
12.1 The Generalized Eigenvalue/Eigenvector Problem
12.2 Canonical Forms
12.3 Application to the Computation of System Zeros
12.4. Symmetric Generalized Eigenvalue Problems 131
12.4 Symmetric Generalized Eigenvalue Problems
12.5 Simultaneous Diagonalization
\ 2.5.1 Simultaneous diagonalization via SVD
12.5.1 Simultaneous diagonalization via SVD
12.6. Higher-Order Eigenvalue Problems 135
12.6 Higher-Order Eigenvalue Problems
12.6.1 Conversion to first-order form
Kronecker Products
13.1 Definition and Examples
13.2 Properties of the Kronecker Product
13.3 Application to Sylvester and Lyapunov Equations
Bibliography
Index
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Matrix Analysis for Scientists and Engineers by Alan J Laub

Matrix Analysis for Scientists and Engineers by Alan J Laub

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Published by: Julio Cesar Barraza Bernaola on Nov 24, 2010
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