Linear algebra is a vast field of fundamental importance in most areas of pure (and applied) mathematics, while matrices are a key tool for the researchers, scientists, engineers and graduate students majoring in the science and engineering disciplines. From the viewpoint of applications, matrix analysis provides a powerful mathematical modeling and computational framework for posing and solving important scientific and engineering problems. It is no exaggeration to say that matrix analysis is one of the most creative and flexible mathematical tools and that it plays an irreplaceable role in physics, mechanics, signal and information processing, wireless communications, machine learning, computer vision, automatic control, system engineering, aerospace, bioinformatics, medical image processing and many other disciplines, and it effectively supports research in them all. At the same time, novel applications in these disciplines have spawned a number of new results and methods of matrix analysis, such as quadratic eigenvalue problems, joint diagonalization, sparse representation and compressed sensing, matrix completion, nonnegative matrix factorization, tensor analysis and so on.

Goal of the Book

The main goal of this book is to help the reader develop the skills and background needed to recognize, formulate and solve linear algebraic problems by presenting systematically the theory, methods and applications of matrix analysis. A secondary goal is to help the reader understand some recent applications, perspectives and developments in matrix analysis.

Structure of the Book

In order to provide a balanced and comprehensive account of the subject, this book covers the core theory and methods in matrix analysis, and places particular emphasis on its typical applications in various science and engineering disciplines. The book consists of ten chapters, spread over three parts. Part I is on matrix algebra: it contains Chapters 1 through 3 and focuses on the necessary background material. Chapter 1 is an introduction to matrix algebra that is devoted to basic matrix operations. This is followed by a description of the vecxvii torization of matrices, the representation of vectors as matrices, i.e. matricization, and the application of sparse matrices to face recognition. Chapter 2 presents some special matrices used commonly in matrix analysis. Chapter 3 presents the matrix differential, which is an important tool in optimization.