Matrix Algebra: Theory, Computations, and Applications in Statistics / Edition 1

Matrix Algebra: Theory, Computations, and Applications in Statistics / Edition 1

by James E. Gentle
     
 

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ISBN-10: 0387708723

ISBN-13: 9780387708720

Pub. Date: 07/27/2007

Publisher: Springer New York

Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices,

Overview

Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

Product Details

ISBN-13:
9780387708720
Publisher:
Springer New York
Publication date:
07/27/2007
Series:
Springer Texts in Statistics Series
Edition description:
2007
Pages:
530
Product dimensions:
6.10(w) x 9.25(h) x 0.05(d)

Related Subjects

Table of Contents

Basic Vector/Matrix Structure and Notation.-Vectors and Vector Spaces.- Basic Properties of Matrices.- Vector/Matrix Derivatives and Integrals.- Matrix Tranformations and Factorizations.- Solution of Linear Systems.- Evaluation of Eigenvalues and Eigenvectors.- Special Matrices and Operations Useful in Modeling and Data Analysis.- Selected Applications in Statistics.- Numerical Methods.- Numerical Linear Algebra.- Software for Numerical Linear Algebra.

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