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

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

by James E. Gentle
ISBN-10:
0387708723
ISBN-13:
9780387708720
Pub. Date:
07/27/2007
Publisher:
Springer New York
ISBN-10:
0387708723
ISBN-13:
9780387708720
Pub. Date:
07/27/2007
Publisher:
Springer New York
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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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
Edition description: 2007
Pages: 530
Product dimensions: 6.10(w) x 9.25(h) x 0.05(d)

Table of Contents

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