Matrix Mathematics: Theory, Facts, and Formulas with Application to Linear Systems Theory

Matrix Mathematics is a reference work for users of matrices in all branches of engineering, science, and applied mathematics. This book brings together a vast body of results on matrix theory for easy reference and immediate application.

Each chapter begins with the development of relevant background theory followed by a large collection of specialized results. Hundreds of identities, inequalities, and matrix facts are stated rigorously and clearly with cross references, citations to the literature, and illuminating remarks. Twelve chapters cover all of the major topics in matrix theory: preliminaries; basic matrix properties; matrix classes and transformations; matrix polynomials and rational transfer functions; matrix decompositions; generalized inverses; Kronecker and Schur algebra; positive-semidefinite matrices; norms; functions of matrices and their derivatives; the matrix exponential and stability theory; and linear systems and control theory.

A detailed list of symbols, a summary of notation and conventions, an extensive bibliography with author index, and an extensive index are provided for ease of use. The book will be useful for students at both the undergraduate and graduate levels, as well as for researchers and practitioners in all branches of engineering, science, and applied mathematics.