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Book
Matrix methods in stability theory
Authors: ---
ISBN: 0177716169 Year: 1970 Publisher: London Nelson


Book
Random matrices : high dimensional phenomena
Author:
ISBN: 0521133122 9780521133128 9781139107129 9781139127547 1139127543 1139107127 9781139114714 1139114719 9781283295864 1283295865 1107203619 9781107203617 1139122622 9781139122627 9786613295866 6613295868 1139116886 9781139116886 113911252X Year: 2009 Publisher: Cambridge ; New York : Cambridge University Press,

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Abstract

This book focuses on the behaviour of large random matrices. Standard results are covered, and the presentation emphasizes elementary operator theory and differential equations, so as to be accessible to graduate students and other non-experts. The introductory chapters review material on Lie groups and probability measures in a style suitable for applications in random matrix theory. Later chapters use modern convexity theory to establish subtle results about the convergence of eigenvalue distributions as the size of the matrices increases. Random matrices are viewed as geometrical objects with large dimension. The book analyzes the concentration of measure phenomenon, which describes how measures behave on geometrical objects with large dimension. To prove such results for random matrices, the book develops the modern theory of optimal transportation and proves the associated functional inequalities involving entropy and information. These include the logarithmic Sobolev inequality, which measures how fast some physical systems converge to equilibrium.

Matrix computations and semiseparable matrices
Authors: --- ---
ISBN: 9780801890529 0801890527 9780801887147 0801887143 Year: 2008 Publisher: Baltimore : Johns Hopkins University Press,


Book
An introduction to random matrices
Authors: --- ---
ISBN: 9780521194525 0521194520 9780511801334 9781107471580 Year: 2011 Volume: 118 Publisher: Cambridge: Cambridge university press,

Matrix analysis
Authors: ---
ISBN: 0521305861 0521386322 9780521686326 9780521305860 9780511810817 9780521386326 Year: 1996 Publisher: Cambridge: Cambridge university press,


Book
Totally positive matrices
Author:
ISBN: 0521194083 9780521194082 9780511691713 9780511691126 0511691122 9780511692246 0511692242 051168889X 0511691718 9780511688898 9780511690389 051169038X 1107204615 9781107204614 1282637053 9781282637054 9786612637056 6612637056 0511689640 9780511689642 Year: 2010 Publisher: Cambridge, UK ; New York : Cambridge University Press,

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Abstract

"Totally positive matrices constitute a particular class of matrices, the study of which was initiated by analysts because of its many applications in diverse areas. This modern account of the subject is comprehensive and thorough, with careful treatment of the central properties of totally positive matrices, full proofs and a complete bibliography. The history of the subject is also described: in particular, the book ends with a tribute to the four people who have made the most notable contributions to the history of total positivity: I. J. Schoenberg, M. G. Krein, F. R. Gantmacher and S. Karlin. This monograph will appeal to those with an interest in matrix theory, to those who use or have used total positivity, and to anyone who wishes to learn about this rich and interesting subject"--Provided by publisher.

Topics in matrix analysis
Authors: ---
ISBN: 9780521467131 9780521305877 9780511840371 0521467136 052130587X Year: 1995 Publisher: Cambridge: Cambridge university press,

Matrix groups
Author:
ISBN: 9780387960746 0387960740 Year: 1984 Publisher: New York (N.Y.): Springer,

Matrix theory : from generalized inverses to Jordan form
Authors: ---
ISBN: 9781584886259 1584886250 9780429121074 Year: 2007 Publisher: Boca Raton: Chapman & Hall/CRC,

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Abstract

In 1990, the National Science Foundation recommended that every college mathematics curriculum should include a second course in linear algebra. In answer to this recommendation, Matrix Theory: From Generalized Inverses to Jordan Form provides the material for a second semester of linear algebra that probes introductory linear algebra concepts while also exploring topics not typically covered in a sophomore-level class. Tailoring the material to advanced undergraduate and beginning graduate students, the authors offer instructors flexibility in choosing topics from the book. The text first focuses on the central problem of linear algebra: solving systems of linear equations. It then discusses LU factorization, derives Sylvester's rank formula, introduces full-rank factorization, and describes generalized inverses. After discussions on norms, QR factorization, and orthogonality, the authors prove the important spectral theorem. They also highlight the primary decomposition theorem, Schur's triangularization theorem, singular value decomposition, and the Jordan canonical form theorem. The book concludes with a chapter on multilinear algebra. With this classroom-tested text students can delve into elementary linear algebra ideas at a deeper level and prepare for further study in matrix theory and abstract algebra.

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