Short Guides to Microeconometrics Kurt Schmidheiny/Klaus Neusser

Fall 2021 Universität Basel

Elements of Matrix Algebra

Contents

1 Definitions 2

2 Matrix Operations 3

3 Rank of a Matrix 6

4 Special Functions of Square Matrices 7

5 Systems of Equations 10

6 Eigenvalue, -vector and Decomposition 11

7 Quadratic Forms 13

8 Partitioned Matrices 15

9 Derivatives with Matrix Algebra 16

10 Kronecker Product 18

References 19

Formula Sources and Proofs 20

Version: 29-9-2021, 15:49

Elements of Matrix Algebra 2

Foreword

These lecture notes are supposed to summarize the main results concern-
ing matrix algebra as they are used in econometrics and economics. For
a deeper discussion of the material, the interested reader should consult
the references listed at the end.

1 Definitions

A matrix is a rectangular array of numbers. Here we consider only real

numbers. If the matrix has n rows and m columns, we say that the matrix
is of dimension (n × m). We denote matrices by capital bold letters:
 
a11 a12 ... a1m
 a21 a22 ... a2m 
 
A = (A)ij = (aij ) = 
 .. .. .. .. 
.

 . . . 
an1 an2 ... anm

The numbers aij are called the elements of the matrix.

An (n × 1) matrix is a column vector with n elements. Similarly, a
(1 × m) matrix is a row vector with m elements. We denote vectors by
bold letters.
 
a1
 a2 
   
a=
 .. 
 b = b1 b2 ... bm .
.
an

A (1 × 1) matrix is a scalar which is denoted by an italic letter.

The null matrix (O) is a matrix whose elements are all equal to zero,
i.e. aij = 0 for all i = 1, . . . , n and j = 1, . . . , m.
A square matrix is a matrix with the same number of columns and
rows, i.e. n = m.
3 Short Guides to Microeconometrics

A symmetric matrix is a square matrix such that aij = aji for all
i = 1, . . . , n and j = 1, . . . , m.
A diagonal matrix is a square matrix such that the off-diagonal ele-
ments are all equal to zero, i.e. aij = 0 for i 6= j.
The identity matrix is a diagonal matrix with all diagonal elements
equal to one. The identity matrix is denoted by I or In .
A square matrix is said to be upper triangular whenever aij = 0 for
i > j and lower triangular whenever aij = 0 for i < j.
Two vectors a and b are said to be linearly dependent if there exist
scalars α and β both not equal to zero such that αa + βb = 0. Otherwise
they are said to be linearly independent.

2 Matrix Operations

2.1 Equality

Two matrices or two vectors are equal if they have the same dimension
and if their respective elements are all equal:

A=B ⇐⇒ aij = bij for all i and j

2.2 Transpose

Definition 1. The matrix B is called the transpose of matrix A if and

only if
bij = aji for all i and j.
The matrix B is denoted by A0 or AT .
Taking the transpose of a matrix is equivalent to interchanging rows
and columns. If A has dimension (n × m) then A0 has dimension (m × n).
The transpose of a column vector is a row vector and vice versa. Note:

• (A0 )0 = A for any matrix A (2.1)

• A0 = A for a symmetric matrix A (2.2)

Elements of Matrix Algebra 4

2.3 Addition and Subtraction

The addition and subtraction of matrices is only defined for matrices with
the same dimension.
Definition 2. The sum of two matrices A and B of the same dimensions
is given by the sum of their elements, i.e.

C=A+B ⇐⇒ cij = aij + bij for all i and j

The sum of a matrix A and a scalar b is a matrix C = A + b with

cij = aij + b. Note that A + b = b + A.
We have the following calculation rules if matrix dimensions agree:

• A+O=A (2.3)

• A − B = A + (−B) (2.4)

• A+B=B+A (2.5)

• (A + B) + C = A + (B + C) (2.6)

• (A + B)0 = A0 + B0 (2.7)

2.4 Product

Definition 3. The inner product (dot product, scalar product) of two

vectors a and b of the same dimension (n × 1) is a scalar (real number)
defined as:
n
X
a0 b = b0 a = a1 b1 + a2 b2 + · · · + an bn = ai bi .
i=1

The product of a scalar c and a matrix A is a matrix B = cA with

bij = caij . Note that cA = Ac when c is a scalar.
Definition 4. The product of two matrices A and B with dimensions
(n × k) and (k × m), respectively, is given by the matrix C with dimension
5 Short Guides to Microeconometrics

(n × m) such that
k
X
C = AB ⇐⇒ cij = ais bsj for all i and j
s=1

Remark 1. The matrix product is only defined if the number of columns

of the first matrix is equal to the number of rows of the second matrix.
Thus, although A B may be defined, B A is only defined if n = m. Thus
for square matrices both A B and B A are defined.
Remark 2. The product of two matrices is in general not commutative,
i.e. A B 6= B A.
Remark 3. The product A B may also be defined as

cij = (C)ij = a0i• b•j

where a0i• denotes the i-th row of A and b•j the j-th column of B.
We have the following calculation rules if matrix dimensions agree:

• AI = A, IA = A (2.8)

• AO = O, OA = O (2.9)

• (AB)C = A(BC) = ABC (2.10)

• A(B + C) = AB + AC (2.11)

• (B + C)A = BA + CA (2.12)

• c(A + B) = cA + cB (2.13)

• (AB)0 = B0 A0 (order!) (2.14)

• (ABC)0 = C0 B0 A0 (order!) (2.15)

Elements of Matrix Algebra 6

3 Rank of a Matrix
Pn
A set of vectors x1 , x2 , . . . , xn is linearly independent if i=1 ci xi = 0
implies ci = 0 for all i = 1, . . . , n.
The column rank of a matrix is the maximal number of linearly in-
dependent columns. The row rank of a matrix is the maximal number
of linearly independent rows. A matrix is said to have full column (row)
rank if the column rank (row rank) equals the number of columns (rows).
The column rank of an n × k matrix A is equal to its row rank. We
can therefore just speak of the rank of a matrix denoted by rank(A).
For an (n × k) matrix A, a (k × m) matrix B and an (n × n) square
matrix C, we have

• rank(A) ≤ min(n, k) (3.1)

• rank(A0 ) = rank(A) (3.2)

• rank(A0 A) = rank(AA0 ) = rank(A) (3.3)

• rank(AB) ≤ min(rank(A), rank(B)) (3.4)

• rank(AB) = rank(B) if A has full column rank (3.5)

• rank(AB) = rank(A) if B has full row rank (3.6)

• rank(A0 CA) = rank(CA) if C is nonnegative definite (3.7)

• rank(A0 CA) = rank(A) if C is positive definite (3.8)

7 Short Guides to Microeconometrics

4 Special Functions of Square Matrices

In this section only square (n × n) matrices are considered.

4.1 Trace of a Matrix

Definition 5. The trace of a matrix A, denoted by tr(A), is the sum of

its diagonal elements:
n
X
tr(A) = aii
i=1

The following calculation rules hold if matrix dimensions agree:

• tr(cA) = c tr(A) (4.1)

• tr(A0 ) = tr(A) (4.2)

• tr(A + B) = tr(A) + tr(B) (4.3)

• tr(AB) = tr(BA) (4.4)

• tr(ABC) = tr(BCA) = tr(CAB) (4.5)

4.2 Determinant

The determinant of a(n × n) matrix A with n > 1 can be computed

according to the following formula:
n
X
|A| = aij (−1)i+j |Aij | for some arbitrary j
i=1

The determinant, computed as above, is said to be developed according

to the j-th column. The term (−1)i+j |Aij | is called the cofactor of the
element aij . Thereby Aij is a matrix of dimension ((n − 1) × (n − 1))
which is obtained by deleting the i-th row and the j-th column.
Elements of Matrix Algebra 8

§ a11
a1 j
a1n ·
¨ ¸
¨    ¸
¨ ¸
A ij = ¨ ai1
aij
ain ¸
¨    ¸
¨ ¸
¨a
a
a ¸
© n1 nj nn ¹

For n = 1, i.e. if A is a scalar, the determinant |A| is defined as the

absolute value. For n = 2 , the determinant is given by:

|A| = a11 a22 − a12 a21 .

If at least two columns (rows) are linearly dependent, the determi-

nant is equal to zero and the inverse of A does not exist. The matrix is
called singular in this case. If the matrix is nonsingular then all columns
(rows) are linearly independent. If a column or a row has just zeros as
its elements, the determinant is equal to zero. If two columns (rows) are
interchanged, the determinant changes its sign.
Calculation rules for the determinant are:
• |A| = |A0 | (4.6)

• |AB| = |A|·|B| (4.7)

• |cA| = cn |A| (4.8)

4.3 Inverse of a Matrix

If A is a square matrix, there may exist a matrix B with property AB =

BA = I. If such a matrix exists, it is called the inverse of A and is
denoted by A−1 , hence AA−1 = A−1 A = I. The inverse of a matrix can
be computed as follows
(−1)1+1 |A11 | (−1)2+1 |A21 | (−1)n+1 |An1 |
 
...
(−1)1+2 |A12 | (−1)2+2 |A22 | ... (−1)n+2 |An2 | 
 
−1 1 
A =  .. .. .. 
|A| 
 . . .


(−1)1+n |A1n | (−1)2+n |A2n | . . . (−1)n+n |Ann |
9 Short Guides to Microeconometrics

where Aij is the matrix of dimension (n − 1) × (n − 1) obtained from A

by deleting the i-th row and the j-th column.

§ a11
a1 j
a1n ·
¨ ¸
¨    ¸
¨ ¸
A ij = ¨ ai1
aij
ain ¸
¨    ¸
¨ ¸
¨a
a
a ¸
© n1 nj nn ¹

The term (−1)i+j |Aij | is called the cofactor of aij .

For n = 2, the inverse is given by
!
−1 1 a22 −a12
A = .
a11 a22 − a12 a21 −a21 a11

We have the following calculation rules if both A−1 and B−1 exist and
matrix dimensions agree:

−1
• A−1 =A (4.9)

• (AB)−1 = B−1 A−1 (order!) (4.10)

−1
0
• (A0 ) = A−1 (4.11)
1
• |A−1 | = |A|−1 = (4.12)
|A|
4.4 Nonsingular Square Matrices

The following statements about a square (n × n) matrix A are equivalent:

• A is nonsingular (4.13)

• |A| =
6 0 (4.14)

• A−1 exists (4.15)

• rank(A) = n (full rank) (4.16)

• λi 6= 0 for all i = 1, ..., n (4.17)

Elements of Matrix Algebra 10

5 Systems of Equations

Consider the following system of m equations in n unknowns x1 , . . . , xn :

a11 x1 + a12 x2 + · · · + a1n xn = b1

a21 x1 + a22 x2 + · · · + a2n xn = b2
...
am1 x1 + am2 x2 + · · · + amn xn = bm

If we collect the unknowns into a vector x = (x1 , . . . , xn )0 , the coefficients

b1 , . . . , bn in to a vector b, and the coefficients (aij ) into a matrix A, we
can rewrite the equation system compactly in matrix form as follows:
    
a11 a12 ... a1n x1 b1
 a21 a22 ... a2n   x2   b2 
    
 .  =  . 
 . .. .. 
..
   
 .
 . . . .   ..   .. 
am1 am2 . . . amn xn bm
| {z } | {z } | {z }
A x b

Ax = b

This equation system has a unique solution if m = n, i.e. if A is a

square matrix, and A is nonsingular, i.e A−1 exits. The solution is then
given by
x = A−1 b

Remark 4. To achieve numerical accuracy it is preferable not to compute

the inverse explicitly. There are efficient numerical algorithms which can
solve the equation system without computing the inverse.
11 Short Guides to Microeconometrics

6 Eigenvalue, -vector and Decomposition

6.1 Eigenvalue and Eigenvector

A scalar λ is said to be an eigenvalue of the square matrix A if there

exists a vector x 6= 0 such that
A x = λx

The vector x is called an eigenvector corresponding to λ. If x is an

eigenvector then α x, α 6= 0, is also an eigenvector. Eigenvectors are
therefore not unique. It is sometimes useful to normalize the length of
the eigenvectors to one, i.e. to choose the eigenvector such that x0 x = 1.

6.2 Characteristic Equation

In order to find the eigenvalues and eigenvectors of a square matrix, one

has to solve the equation system

A x = λx = λI x ⇐⇒ (A − λ I)x = 0.

This equation system has a nontrivial solution, x 6= 0, if and only if the

matrix (A − λ I) is singular, or equivalently if and only if the determinant
of (A − λ I) is equal to zero. This leads to an equation in the unknown
parameter λ:
|A − λ I| = 0.
This equation is called the characteristic equation of the matrix A and
corresponds to a polynomial equation of order n. The n solutions of this
equation (roots) are the eigenvalues of the matrix. The solutions may be
complex numbers. Some solutions may appear several times. Eigenvectors
corresponding to some eigenvalue λ can be obtained from the equation
(A − λ I)x = 0.
We have the following relations for an (n × n) matrix A:
Pn
• tr(A) = i=1 λi (6.1)
Qn
• |A| = i=1 λi (6.2)
Elements of Matrix Algebra 12

6.3 Decomposition of Symmetric Matrices

If A is a symmetric (n×n) matrix, all n eigenvalues λ1 , ..., λn are real and

there exist n linearly independent eigenvectors x1 , . . . , xn with the prop-
erties x0i xj = 0 for i 6= j and x0i xi = 1, i.e the eigenvectors are orthogonal
to each other and of length one. The eigenvector xi corresponds to the
eigenvalue λi .
A symmetric (n × n) matrix A can be diagonalized as

H0 AH = Λ, (6.3)

where the diagonal matrix Λ collects the eigenvalues of A

 
λ1 0 . . . 0
 0 λ2 . . . 0 
 
Λ= . .. . . ,
. 
 .. . . .. 
0 0 ... λn

and the (n × n) matrix H = (x1 , . . . , xn ) collecting the corresponding

eigenvectors x1 , . . . , xn is orthogonal

H0 H = I,

hence H−1 = H0 and HH0 = I. We can therefore decompose A into the

sum of n matrices:
n
X
A = HΛH0 = λi xi x0i
i=1

where the matrices hi h0i have all rank one. This decomposition is called
the spectral decomposition or eigendecomposition of A.
The inverse of a nonsingular symmetric matrix A can be calculated as
n
X 1
A−1 = HΛ−1 H0 = xi x0i .
i=1
λi

Remark 5. Beside symmetric matrices, many other matrices, but not all
matrices, are also diagonalizable.
13 Short Guides to Microeconometrics

7 Quadratic Forms

For a vector x ∈ Rn and a symmetric matrix A of dimension (n × n) the

scalar function
n X
X n
f (x) = x0 Ax = xi xj aij
j=1 i=1

is called a quadratic form.

The quadratic form x0 Ax and therefore the matrix A is called positive
(negative) definite, if and only if

x0 Ax > 0(< 0) for all x 6= 0.

The property that A is positive definite implies that

• λi > 0 for all i = 1, ..., n (7.1)

• |A| > 0 (7.2)

• A−1 exists and is positive definite (7.3)

• tr(A) > 0 (7.4)

The first property is an alternative definition for a positive definite matrix.

The quadratic form x0 Ax and therefore the matrix A is called non-
negative definite or positive semi-definite, if and only if

x0 Ax ≥ 0 for all x.

For nonnegative definite matrices we have:

• λi ≥ 0 for all i = 1, ..., n (7.5)

• |A| ≥ 0 (7.6)

• tr(A) ≥ 0 (7.7)

The first property is an alternative definition for nonnegative definiteness.

Elements of Matrix Algebra 14

For an (n × m) matrix B,

• B0 B is nonnegative definite (7.8)

• B0 B is positive definite if B has full column rank (7.9)

• BB0 is nonnegative definite (7.10)

If the (n × m) matrix B has rank m (full column rank) and the (n × n)

matrix A is positive definite then

• B0 AB is positive definite (7.11)

The inverse of a symmetric positive definite (n × n) matrix A can be

decomposed into

A−1 = C0 C where CAC0 = I.

where C is a (n × n) matrix.
15 Short Guides to Microeconometrics

8 Partitioned Matrices

Consider a square matrix P of dimensions ((p + q) × (r + s)) which is

partitioned into the (p × r) matrix P11 , the (p × s) matrix P12 , the (q × r)
matrix P21 and the (q × s) matrix P22 :
!
P11 P12
P=
P21 P22

Assuming that dimensions in the involved multiplications agree, two

partitioned matrices are multiplied as
! ! !
P11 P12 Q11 Q12 P11 Q11 + P12 Q21 P11 Q12 + P12 Q22
=
P21 P22 Q21 Q22 P21 Q11 + P22 Q21 P21 Q12 + P22 Q22

Assuming that P−1

11 exists, the determinant of a partitioned matrix is
 
P
 11 P12 

  = |P11 | · |P22 − P21 P−1
11 P12 | (8.1)
P21 P22 

and the inverse is

!−1 !
P11 P12 P−1 −1
11 + P11 P12 F
−1
P21 P−1
11 −P−1
11 P12 F
−1
= (8.2)
P21 P22 −F−1 P21 P−1
11 F−1

where F = P22 − P21 P−1

11 P12 is assumed nonsingular.
The determinant of a block diagonal matrix is
 
P
 11 O 

  = |P11 | · |P22 |
 O P22 

and its inverse is, assuming that P−1 −1

11 and P22 exist,
!−1 !
P11 O P−1
11 O
= .
O P22 O P−1
22
Elements of Matrix Algebra 16

9 Derivatives with Matrix Algebra

A linear function f from the n-dimensional vector space of real numbers,

Rn , to the real numbers, R, f : Rn −→ R is determined by the coefficient
vector a = (a1 , . . . , an )0 :
n
X
y = f (x) = a0 x = ai xi = a1 x1 + a2 x2 + · · · + an xn
i=1

where x is a column vector of dimension n and y a scalar.

The derivative of y = f (x) with respect to the column vector x is
defined as follows:
   
∂y/∂x1 a1
∂a0 x ∂x0 a  ∂y/∂x2   a2 
   
∂y
= = =
 .. = . =a
 .
∂x ∂x ∂x  .  .
∂y/∂xn an

and with respect to the row vector x0 as follows:

∂y ∂a0 x ∂x0 a h ∂y i h i
= = = ∂x1 ∂y
... ∂y
= a1 a2 ... a n = a0
∂x0 ∂x0 ∂x0 ∂x2 ∂xn

The simultaneous equation system y = Ax can be viewed as m linear

functions yi = a0i x where a0i denotes the i-th row of the (m×n) dimensional
matrix A. Thus the derivative of yi with respect to x is given by

∂yi ∂a0i x
= = ai
∂x ∂x
Consequently the derivative of y = Ax with respect to row vector x0 can
be defined as

∂y1 /∂x0 a01

   

∂y2 /∂x0   a02 

   
∂y ∂Ax 
= =
 ..  =  .  = A.
∂x0 ∂x0  .
  . 
  . 
∂ym /∂x0 a0m
17 Short Guides to Microeconometrics

The derivative of y = Ax with respect to column vector x is therefore

∂y ∂Ax
= = A0 .
∂x ∂x
For a square matrix A of dimension (n × n) and the quadratic form
0
Pn Pn
x Ax = j=1 i=1 xi xj aij the derivative with respect to the column
vector x is defined as
∂x0 Ax
= (A + A0 )x.
∂x
If A is a symmetric matrix this reduces to

∂x0 Ax
= 2Ax.
∂x
The derivative of the quadratic form x0 Ax with respect to the matrix
elements aij is given by
∂x0 Ax
= xi xj .
∂aij
Therefore the derivative with respect to the matrix A is given by

∂x0 Ax
= xx0 .
∂A
Elements of Matrix Algebra 18

10 Kronecker Product

The Kronecker Product of a m × n Matrix A with a p × q Matrix B is a

mp × nq Matrix A ⊗ B defined as follows:
 
a11 B a12 B ... a1n B
 a21 B a22 B ... a21 B 
 
A⊗B=
 .. .. .. .. 
.

 . . . 
am1 B am2 B . . . amn B

The following calculation rules hold if matrix dimensions agree:

• (A ⊗ B) + (C ⊗ B) = (A + C) ⊗ B (10.1)

• (A ⊗ B) + (A ⊗ C) = A ⊗ (B + C) (10.2)

• (A ⊗ B)(C ⊗ D) = (AC) ⊗ (BD) (10.3)

• (A ⊗ B)−1 = A−1 ⊗ B−1 (10.4)

• tr(A ⊗ B) = tr(A)tr(B) (10.5)

19 Short Guides to Microeconometrics

References

[1] Abadir, K.M. and J.R. Magnus, Matrix Algebra, Cambridge: Cam-
bridge University Press, 2005.

[2] Amemiya, T., Introduction to Statistics and Econometrics, Cam-

bridge, Massachusetts: Harvard University Press, 1994.

[3] Dhrymes, P.J., Introductory Econometrics, New York : Springer-

Verlag, 1978.

[4] Meyer, C.D., Matrix Analysis and Applied Linear Algebra, Philadel-
phia: SIAM, 2000.

[5] Strang, G., Linear Algebra and its Applications, 3rd Edition, San
Diego: Harcourt Brace Jovanovich, 1986.

[6] Magnus, J.R., and H. Neudecker, Matrix Differential Calculus with

Applications in Statistics and Econometrics, Chichester: John Wiley,
1988.
Elements of Matrix Algebra 20

Formula Sources and Proofs

(2.8) Abadir and Magnus (2005), p. 28, ex. 2.18 (b).

(2.10) Abadir and Magnus (2005), p. 25, ex. 2.14 (a).
(2.11) Abadir and Magnus (2005), p. 25, ex. 2.14 (b).
(2.14) Abadir and Magnus (2005), p. 26, ex. 2.15 (a).
(2.15) Abadir and Magnus (2005), p. 26, ex. 2.15 (b).
(3.1) Abadir and Magnus (2005), p. 78 - 79, ex. 4.7 (a).
(3.2) Abadir and Magnus (2005), p. 77 - 78, ex. 4.5.
(3.3) Abadir and Magnus (2005), p. 81, ex. 4.13 (d).
(3.4) Abadir and Magnus (2005), p. 81, ex. 4.15 (b).
(3.5) Abadir and Magnus (2005), p. 85, ex. 4.25 (c).
(3.6) Abadir and Magnus (2005), p. 85, ex. 4.25 (d).
(3.7) Abadir and Magnus (2005), p. 221, ex. 8.27 (a).
(3.8) Abadir and Magnus (2005), p. 221, ex. 8.26 (a).
(4.1) Abadir and Magnus (2005), p. 30, ex. 2.24 (b).
(4.2) Abadir and Magnus (2005), p. 30, ex. 2.24 (c).
(4.3) Abadir and Magnus (2005), p. 30, ex. 2.24 (a).
(4.4) Abadir and Magnus (2005), p. 30, ex. 2.26 (a).
(4.5) Abadir and Magnus (2005), p. 31, ex. 2.26 (c).
(4.6) Abadir and Magnus (2005), p. 88, ex. 4.30.
(4.7) Abadir and Magnus (2005), p. 94, ex. 4.42.
(4.8) Abadir and Magnus (2005), p. 90, ex. 4.35 (a).
(4.9) Abadir and Magnus (2005), p. 84, ex. 4.22 (b).
(4.10) Abadir and Magnus (2005), p. 84, ex. 4.22 (d).
(4.11) Abadir and Magnus (2005), p. 84, ex. 4.22 (c).
(4.12) Abadir and Magnus (2005), p. 95, ex. 4.44 (a).
21 Short Guides to Microeconometrics

(4.13) Abadir and Magnus (2005), p. 83-84, ex. 4.21.

(4.14) Abadir and Magnus (2005), p. 94, ex. 4.43.
(4.15) Abadir and Magnus (2005), p. 83-84, ex. 4.21.
(4.16) Abadir and Magnus (2005), p. 83-84, ex. 4.21
(4.17) Abadir and Magnus (2005), p. 164, ex. 7.16.
(6.1) Abadir and Magnus (2005), p. 168, ex. 7.27.
(6.2) Abadir and Magnus (2005), p. 167, ex. 7.26.
(6.3) Abadir and Magnus (2005), p. 177, ex. 7.46.
(7.1) Abadir and Magnus (2005), p. 215, ex. 8.11 (a).
(7.2) Abadir and Magnus (2005), p. 215, ex. 8.12 (a).
(7.3) Abadir and Magnus (2005), p. 216, ex. 8.14 (c).
(7.4) Abadir and Magnus (2005), p. 215, ex. 8.12 (b).
(7.5) Abadir and Magnus (2005), p. 215, ex. 8.11 (b).
(7.6) Abadir and Magnus (2005), p. 216, ex. 8.13 (a)
(7.7) Abadir and Magnus (2005), p. 216, ex. 8.13 (b).
(7.8) Abadir and Magnus (2005), p. 214, ex. 8.9 (a).
(7.10) Abadir and Magnus (2005), p. 214, ex. 8.9 (a).
(7.11) Abadir and Magnus (2005), p. 221, ex. 8.26 (b).
(8.1) Abadir and Magnus (2005), p. 114, ex. 5.30 (a).
(8.2) Abadir and Magnus (2005), p. 106, ex. 5.16 (a).
(10.1) Abadir and Magnus (2005), p. 275, ex. 10.3 (a).
(10.2) Abadir and Magnus (2005), p. 275, ex. 10.3 (b).
(10.3) Abadir and Magnus (2005), p. 275, ex. 10.3 (d).
(10.4) Abadir and Magnus (2005), p. 278, ex. 10.8.
(10.5) Abadir and Magnus (2005), p. 277, ex. 10.7 (b).