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Regression Modeling with Actuarial and Financial Applications by Edward W. Frees

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Appendix 2

Matrix Algebra

A2.1 Basic Definitions

Matrix: a rectangular array of numbers arranged in rows and columns (the plural of matrix is matrices).

Dimension of the matrix: the number of rows and columns of the matrix.

• Consider a matrix A that has dimension m × k. Let aij be the symbol for the number in the ith row and jth column of A. In general, we work with matrices of the form

Vector: a (column) vector is a matrix containing only one column (k = 1).

Row vector: a matrix containing only one row (m = 1).

Transpose: transpose ...

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