Introduction to Matrix Analysis (Classics in Applied Mathematics, Vol 12)

This book by Richard Bellman brought together a large number of results which were scattered throughout the literature. The book had enormous impact in such fields as numerical analysis, control theory, and statistics. It provided the vision and spirit for the SIAM Journal on Matrix Analysis and Applications. The reader should note that the problem sections contain many useful results that are not easily found elsewhere. We believe this new SIAM edition will be of continual benefit to researchers in applied sciences where matrix analysis plays a vital role.

Written in lucid, concise terms, this classic in its field was the first book in English to include three basic fields of the analysis of matrices - symmetric matrices and quadratic forms, matrices and differential equations, and positive matrices and their use in probability theory and mathematical economics.