Kronecker Products and Matrix Calculus with Applications

by Alexander Graham

Enhanced by many worked examples — as well as problems and solutions — this in-depth text discusses the Kronecker matrix product. Named after a 19th-century German mathematician, Leopold Kronecker, the Kronecker product is an increasingly important and useful matrix operation and an area of matrix calculus with numerous applications. A great deal of information previously only available in specialized and hard-to-find texts and papers is presented here at an undergraduate level.After the preliminaries of an introductory chapter, the treatment proceeds to examinations of the Kronecker product and its applications. An introduction to matrix calculus is followed by further development of the subject, including an application of Kronecker products. Final chapters explore the derivative of a matrix and some applications of matrix calculus. The text concludes with solutions to the problems that appear at the end of each chapter and helpful tables of formulae and derivatives.

197 pages, Kindle Edition

Published June 13, 2018

Reviews

[Necot · Rating 4 out of 5]

This is a good introduction to matrix calculus, with particular emphasis on the use of the Kronecker product in deriving matrix identities.

The book is mostly useful as an introduction to matrix formal manipulation techniques used in fields such as optimization and statistics.

The main downside of the book is the presence of several typos, which, although quite easy to spot, can be quite a nuisance.

8/10