Introduction to Matrix Analysis

by Richard E. 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 economics. Written in lucid, concise terms, this volume covers all the key aspects of matrix analysis and presents a variety of fundamental methods. Originally published in 1970, this book replaces the first edition previously published by SIAM in the Classics series. Here you will find a basic guide to operations with matrices and the theory of symmetric matrices, plus an understanding of general square matrices, origins of Markov matrices and non-negative matrices in general, minimum- maximum characterization of characteristic roots, Krnoecker products, functions of matrices, and much more. These ideas and methods will serve as powerful analytical tools.

Genres: Mathematics

360 pages, Hardcover

First published September 1, 1970

About the author

Richard Ernest Bellman was an American applied mathematician, celebrated for his invention of dynamic programming in 1953, and important contributions in other fields of mathematic