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"I continued to be pleasantly surprised by the variety and usefulness of its contents"
—Isabella Verdinelli, Journal of the American Statistical Association
Continuing the success of their first edition, Magnus and Neudecker present an exhaustive and self-contained revised text on matrix theory and matrix differential calculus. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioural sciences to econometrics. While the structure and successful elements of the first edition remain, this revised and updated edition contains many new examples and exercises.
"a most welcome revision" (Computational Statistics & Data Analysis, 28 August 2001)
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