March 2019
Intermediate to advanced
504 pages
11h 3m
English
book
Matrix Differential Calculus with Applications in Statistics and Econometrics, 3rd Edition
by Jan R. Magnus, Heinz Neudecker
Content preview from Matrix Differential Calculus with Applications in Statistics and Econometrics, 3rd Edition
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Index of symbols
The symbols listed below are followed by a brief statement of their meaning and by the number of the page where they are defined.
General symbols
- ⇒
- implies
- ⇔
- if and only if
- □
- end of proof
- min
- minimum, minimize
- max
- maximum, maximize
- sup
- supremum
- lim
- limit, 79
- i
- imaginary unit, 14
- e, exp
- exponential
- δij
- Kronecker delta, 7
- !
- factorial
- ≺
- majorization, 242
- |ξ|
- absolute value of scalar ξ (possibly complex)
- complex conjugate of scalar ξ, 14
Sets
- ∈, ∉
- belongs to (does not belong to), 3
- {x : x ∈ S, x satisfies P}
- set of all elements of S with property P, 3
- ⊂
- is a subset of, 3
- ∪
- union, 4
- ∩
- intersection, 4
- ∅
- empty set, 3
- B − A
- complement of A relative to B, 4
- Ac
- complement of A, 4
- ℕ
- {1, 2, . . .}, 3
- ℝ
- set of real numbers, 4
- ℂ
- set of complex numbers, 108
- ℝn, ℝm × n
- set of real n × 1 vectors (m × n matrices), 4
- positive orthant of ℝn, 409
- interior of S, 74
- S′
- derived set of S, 74
- closure of S, 74
- ∂S
- boundary of S, 74
- B(c), B(c; r), B(C; r)
- ball with center c (C), 73, 104
- N(c), N(C)
- neighborhood of c (C), 73, 104
- ℳ(A)
- column space of A, 9
- Stiefel manifold, 396
Special matrices ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.