Читать книгу Numerical Methods in Computational Finance - Daniel J. Duffy - Страница 89

We introduce the important class of normal matrices by introducing some prerequisite notation. The transpose of a real matrix is an matrix formed by exchanging the rows and columns of A:

In the case of a complex matrix A, the Hermitian transpose is the complex conjugate transpose of A:

We are ready to give some more definitions of special kinds of matrices:

 Normal:

 Hermitian:

 Skew-Hermitian:

 Symmetric (real) matrix:

An example of a Hermitian (and hence normal matrix) is: