Preface |
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xi | |
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Chapter 1 Historical Elements of Matrices and Tensors |
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1 | (8) |
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Chapter 2 Algebraic Structures |
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9 | (48) |
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2.1 A few historical elements |
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9 | (2) |
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11 | (1) |
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12 | (5) |
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12 | (1) |
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13 | (1) |
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2.3.3 Cartesian product of sets |
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13 | (1) |
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14 | (1) |
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15 | (1) |
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2.3.6 Characteristic functions |
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15 | (1) |
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16 | (1) |
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2.3.8 σ-algebras or σ-fields |
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16 | (1) |
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2.3.9 Equivalence relations |
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16 | (1) |
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17 | (1) |
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2.4 Maps and composition of maps |
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17 | (1) |
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17 | (1) |
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18 | (1) |
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2.4.3 Composition of maps |
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18 | (1) |
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18 | (31) |
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2.5.1 Laws of composition |
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18 | (4) |
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2.5.2 Definition of algebraic structures |
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22 | (2) |
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24 | (1) |
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2.5.4 Quotient structures |
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24 | (1) |
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24 | (3) |
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27 | (5) |
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32 | (1) |
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33 | (1) |
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33 | (5) |
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2.5.10 Vector spaces of linear maps |
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38 | (1) |
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2.5.11 Vector spaces of multilinear maps |
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39 | (2) |
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41 | (2) |
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43 | (2) |
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2.5.14 Sum and direct sum of subspaces |
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45 | (2) |
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2.5.15 Quotient vector spaces |
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47 | (1) |
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47 | (2) |
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49 | (8) |
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49 | (2) |
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51 | (1) |
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2.6.3 Morphisms of vector spaces or linear maps |
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51 | (5) |
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56 | (1) |
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Chapter 3 Banach and Hilbert Spaces - Fourier Series and Orthogonal Polynomials |
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57 | (66) |
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3.1 Introduction and chapter summary |
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57 | (2) |
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59 | (4) |
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3.2.1 Definition of distance |
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60 | (1) |
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3.2.2 Definition of topology |
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60 | (1) |
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3.2.3 Examples of distances |
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61 | (1) |
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3.2.4 Inequalities and equivalent distances |
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62 | (1) |
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3.2.5 Distance and convergence of sequences |
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62 | (1) |
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3.2.6 Distance and local continuity of a function |
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62 | (1) |
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3.2.7 Isometries and Lipschitzian maps |
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63 | (1) |
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63 | (6) |
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3.3.1 Definition of norm and triangle inequalities |
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63 | (1) |
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64 | (4) |
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68 | (1) |
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3.3.4 Distance associated with a norm |
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69 | (1) |
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69 | (7) |
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3.4.1 Real pre-Hilbert spaces |
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70 | (1) |
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3.4.2 Complex pre-Hilbert spaces |
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70 | (2) |
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3.4.3 Norm induced from an inner product |
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72 | (3) |
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3.4.4 Distance associated with an inner product |
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75 | (1) |
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3.4.5 Weighted inner products |
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76 | (1) |
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3.5 Orthogonality and orthonormal bases |
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76 | (4) |
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3.5.1 Orthogonal/perpendicular vectors and Pythagorean theorem |
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76 | (1) |
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3.5.2 Orthogonal subspaces and orthogonal complement |
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77 | (2) |
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79 | (1) |
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3.5.4 Orthogonal/unitary endomorphisms and isometries |
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79 | (1) |
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3.6 Gram-Schmidt orthonormalization process |
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80 | (8) |
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3.6.1 Orthogonal projection onto a subspace |
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80 | (1) |
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3.6.2 Orthogonal projection and Fourier expansion |
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80 | (2) |
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3.6.3 Bessel's inequality and Parseval's equality |
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82 | (1) |
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3.6.4 Gram-Schmidt orthonormalization process |
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83 | (2) |
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85 | (1) |
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3.6.6 Application to the orthonormalization of a set of functions |
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86 | (2) |
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3.7 Banach and Hilbert spaces |
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88 | (9) |
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3.7.1 Complete metric spaces |
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88 | (2) |
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3.7.2 Adherence, density and separability |
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90 | (1) |
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3.7.3 Banach and Hilbert spaces |
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91 | (2) |
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93 | (4) |
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3.8 Fourier series expansions |
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97 | (20) |
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3.8.1 Fourier series, Parseval's equality and Bessel's inequality |
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97 | (1) |
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3.8.2 Case of 2π-periodic functions from R to C |
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97 | (5) |
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3.8.3 T-periodic functions from R to C |
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102 | (1) |
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3.8.4 Partial Fourier sums and Bessel's inequality |
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102 | (1) |
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3.8.5 Convergence of Fourier series |
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103 | (5) |
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3.8.6 Examples of Fourier series |
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108 | (9) |
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3.9 Expansions over bases of orthogonal polynomials |
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117 | (6) |
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123 | (76) |
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123 | (1) |
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124 | (3) |
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4.2.1 Notations and definitions |
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124 | (1) |
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4.2.2 Partitioned matrices |
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125 | (1) |
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4.2.3 Matrix vector spaces |
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126 | (1) |
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4.3 Some special matrices |
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127 | (1) |
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4.4 Transposition and conjugate transposition |
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128 | (2) |
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130 | (1) |
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4.6 Vector inner product, norm and orthogonality |
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130 | (2) |
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130 | (1) |
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4.6.2 Euclidean/Hermitian norm |
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131 | (1) |
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131 | (1) |
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4.7 Matrix multiplication |
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132 | (5) |
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4.7.1 Definition and properties |
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132 | (2) |
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134 | (3) |
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4.8 Matrix trace, inner product and Frobenius norm |
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137 | (2) |
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4.8.1 Definition and properties of the trace |
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137 | (1) |
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4.8.2 Matrix inner product |
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138 | (1) |
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138 | (1) |
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4.9 Subspaces associated with a matrix |
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139 | (2) |
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141 | (4) |
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4.10.1 Definition and properties |
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141 | (2) |
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4.10.2 Sum and difference rank |
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143 | (1) |
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4.10.3 Subspaces associated with a matrix product |
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143 | (1) |
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144 | (1) |
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4.11 Determinant, inverses and generalized inverses |
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145 | (13) |
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145 | (3) |
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148 | (1) |
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4.11.3 Solution of a homogeneous system of linear equations |
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149 | (1) |
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4.11.4 Complex matrix inverse |
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150 | (1) |
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4.11.5 Orthogonal and unitary matrices |
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150 | (1) |
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4.11.6 Involutory matrices and anti-involutory matrices |
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151 | (2) |
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4.11.7 Left and right inverses of a rectangular matrix |
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153 | (2) |
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4.11.8 Generalized inverses |
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155 | (2) |
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4.11.9 Moore-Penrose pseudo-inverse |
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157 | (1) |
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4.12 Multiplicative groups of matrices |
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158 | (1) |
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4.13 Matrix associated to a linear map |
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159 | (9) |
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4.13.1 Matrix representation of a linear map |
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159 | (3) |
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162 | (2) |
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164 | (2) |
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4.13.4 Nilpotent endomorphisms |
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166 | (1) |
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4.13.5 Equivalent, similar and congruent matrices |
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167 | (1) |
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4.14 Matrix associated with a bilinear/sesquilinear form |
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168 | (6) |
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4.14.1 Definition of a bilinear/sesquilinear map |
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168 | (2) |
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4.14.2 Matrix associated to a bilinear/sesquilinear form |
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170 | (1) |
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4.14.3 Changes of bases with a bilinear form |
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170 | (1) |
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4.14.4 Changes of bases with a sesquilinear form |
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171 | (1) |
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4.14.5 Symmetric bilinear/sesquilinear forms |
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172 | (2) |
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4.15 Quadratic forms and Hermitian forms |
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174 | (10) |
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174 | (2) |
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176 | (1) |
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4.15.3 Positive/negative definite quadratic/Hermitian forms |
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177 | (1) |
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4.15.4 Examples of positive definite quadratic forms |
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178 | (1) |
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4.15.5 Cauchy-Schwarz and Minkowski inequalities |
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179 | (1) |
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4.15.6 Orthogonality, rank, kernel and degeneration of a bilinear form |
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180 | (1) |
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4.15.7 Gauss reduction method and Sylvester's inertia law |
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181 | (3) |
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4.16 Eigenvalues and eigenvectors |
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184 | (11) |
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4.16.1 Characteristic polynomial and Cayley-Hamilton theorem |
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184 | (2) |
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4.16.2 Right eigenvectors |
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186 | (1) |
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4.16.3 Spectrum and regularity/singularity conditions |
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187 | (1) |
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188 | (1) |
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4.16.5 Properties of eigenvectors |
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188 | (2) |
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4.16.6 Eigenvalues and eigenvectors of a regularized matrix |
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190 | (1) |
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4.16.7 Other properties of eigenvalues |
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190 | (1) |
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4.16.8 Symmetric/Hermitian matrices |
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191 | (2) |
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4.16.9 Orthogonal/unitary matrices |
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193 | (1) |
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4.16.10 Eigenvalues and extrema of the Rayleigh quotient |
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194 | (1) |
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4.17 Generalized eigenvalues |
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195 | (4) |
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Chapter 5 Partitioned Matrices |
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199 | (44) |
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199 | (1) |
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200 | (1) |
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201 | (1) |
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5.4 Matrix products and partitioned matrices |
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202 | (3) |
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202 | (1) |
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5.4.2 Vector Kronecker product |
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202 | (1) |
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5.4.3 Matrix Kronecker product |
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202 | (2) |
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204 | (1) |
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5.5 Special cases of partitioned matrices |
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205 | (2) |
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5.5.1 Block-diagonal matrices |
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205 | (1) |
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205 | (1) |
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205 | (1) |
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206 | (1) |
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5.5.5 Block-triangular matrices |
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206 | (1) |
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5.5.6 Block Toeplitz and Hankel matrices |
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207 | (1) |
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5.6 Transposition and conjugate transposition |
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207 | (1) |
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208 | (1) |
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208 | (1) |
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208 | (1) |
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5.10 Blockwise multiplication |
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209 | (1) |
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5.11 Hadamard product of partitioned matrices |
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209 | (1) |
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5.12 Kronecker product of partitioned matrices |
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210 | (2) |
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5.13 Elementary operations and elementary matrices |
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212 | (2) |
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5.14 Inversion of partitioned matrices |
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214 | (8) |
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5.14.1 Inversion of block-diagonal matrices |
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215 | (1) |
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5.14.2 Inversion of block-triangular matrices |
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215 | (1) |
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5.14.3 Block-triangularization and Schur complements |
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216 | (1) |
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5.14.4 Block-diagonalization and block-factorization |
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216 | (1) |
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5.14.5 Block-inversion and partitioned inverse |
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217 | (1) |
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5.14.6 Other formulae for the partitioned 2 × 2 inverse |
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218 | (1) |
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5.14.7 Solution of a system of linear equations |
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219 | (1) |
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5.14.8 Inversion of a partitioned Gram matrix |
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220 | (1) |
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5.14.9 Iterative inversion of a partitioned square matrix |
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220 | (1) |
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5.14.10 Matrix inversion lemma and applications |
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221 | (1) |
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5.15 Generalized inverses of 2 x 2 block matrices |
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222 | (2) |
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5.16 Determinants of partitioned matrices |
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224 | (4) |
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5.16.1 Determinant of block-diagonal matrices |
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224 | (1) |
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5.16.2 Determinant of block-triangular matrices |
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225 | (1) |
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5.16.3 Determinant of partitioned matrices with square diagonal blocks |
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225 | (1) |
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5.16.4 Determinants of specific partitioned matrices |
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226 | (1) |
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5.16.5 Eigenvalues of CB and BC |
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227 | (1) |
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5.17 Rank of partitioned matrices |
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228 | (1) |
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5.18 Levinson-Durbin algorithm |
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229 | (14) |
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5.18.1 AR process and Yule-Walker equations |
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230 | (2) |
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5.18.2 Levinson-Durbin algorithm |
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232 | (5) |
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237 | (6) |
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Chapter 6 Tensor Spaces and Tensors |
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243 | (38) |
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243 | (1) |
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243 | (6) |
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6.2.1 Hypermatrix vector spaces |
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244 | (1) |
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6.2.2 Hypermatrix inner product and Frobenius norm |
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245 | (1) |
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6.2.3 Contraction operation and n-mode hypermatrix-matrix product |
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245 | (4) |
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249 | (2) |
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6.4 Multilinear forms, homogeneous polynomials and hypermatrices |
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251 | (4) |
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6.4.1 Hypermatrix associated to a multilinear form |
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251 | (1) |
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6.4.2 Symmetric multilinear forms and symmetric hypermatrices |
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252 | (3) |
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6.5 Multilinear maps and homogeneous polynomials |
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255 | (1) |
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6.6 Tensor spaces and tensors |
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255 | (13) |
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255 | (2) |
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6.6.2 Multilinearity and associativity |
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257 | (1) |
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6.6.3 Tensors and coordinate hypermatrices |
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257 | (1) |
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6.6.4 Canonical writing of tensors |
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258 | (2) |
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6.6.5 Expansion of the tensor product of N vectors |
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260 | (1) |
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6.6.6 Properties of the tensor product |
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261 | (5) |
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6.6.7 Change of basis formula |
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266 | (2) |
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6.7 Tensor rank and tensor decompositions |
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268 | (6) |
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268 | (1) |
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268 | (1) |
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6.7.3 Symmetric rank of a hypermatrix |
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269 | (1) |
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6.7.4 Comparative properties of hypermatrices and matrices |
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269 | (2) |
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6.7.5 CPD and dimensionality reduction |
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271 | (2) |
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273 | (1) |
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6.8 Eigenvalues and singular values of a hypermatrix |
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274 | (2) |
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6.9 Isomorphisms of tensor spaces |
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276 | (5) |
References |
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281 | (10) |
Index |
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291 | |