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Linear Equations in 3D Space

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An Introduction to Linear Algebra

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A NON CONCENTRATION ESTIMATE FOR RANDOM MATRIX

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... 9. The determinant of an n×n matrix A times scalar multiple k equal to kn times the determinant of the matrix A, that is det(kA) = kn det(A). 10. The determinant of the kth power of a matrix A equal to the kth power of the determinant of the matrix A, that is det(Ak) = (det(A)) k. 11. The determina ...
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Perron–Frobenius theorem

In linear algebra, the Perron–Frobenius theorem, proved by Oskar Perron (1907) and Georg Frobenius (1912), asserts that a real square matrix with positive entries has a unique largest real eigenvalue and that the corresponding eigenvector can be chosen to have strictly positive components, and also asserts a similar statement for certain classes of nonnegative matrices. This theorem has important applications to probability theory (ergodicity of Markov chains); to the theory of dynamical systems (subshifts of finite type); to economics (Okishio's theorem, Leontief's input-output model); to demography (Leslie population age distribution model), to Internet search engines and even ranking of football teams.
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