Numerical Linear Algebra for Applications in Statistics / Edition 1

Numerical Linear Algebra for Applications in Statistics / Edition 1

by James E. Gentle
     
 

Numerical linear algebra is one of the most important subjects in the field of statistical computing. Statistical methods in many areas of application require computations with vectors and matrices. This book describes accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

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Overview

Numerical linear algebra is one of the most important subjects in the field of statistical computing. Statistical methods in many areas of application require computations with vectors and matrices. This book describes accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Although the book is not tied to any particular software system, it describes and gives examples of the use of modern computer software for numerical linear algebra. An understanding of numerical linear algebra requires basic knowledge both of linear algebra and of how numerical data are stored and manipulated in the computer. The book begins with a discussion of the basics of numerical computations, and then describes the relevant properties of matrix inverses, matrix factorizations, matrix and vector norms, and other topics in linear algebra; hence, the book is essentially self- contained. The topics addressed in this book constitute the most important material for an introductory course in statistical computing, and should be covered in every such course. The book includes exercises and can be used as a text for a first course in statistical computing or as supplementary text for various courses that emphasize computations. James Gentle is University Professor of Computational Statistics at George Mason University. During a thirteen-year hiatus from academic work before joining George Mason, he was director of research and design at the world's largest independent producer of Fortran and C general-purpose scientific software libraries. These libraries implement many algorithms for numerical linear algebra. He is a Fellow of the American Statistical Association and member of the International Statistical Institute. He has held several national

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Product Details

ISBN-13:
9780387985428
Publisher:
Springer New York
Publication date:
08/01/1998
Series:
Statistics and Computing Series
Edition description:
1998
Pages:
221
Product dimensions:
6.40(w) x 9.30(h) x 0.90(d)

Table of Contents

Chapter 1. Computer Storage and Manipulation of Data
Chapter 2. Basic Vector/Matrix Computations
Chapter 3. Solution of Linear Systems
Chapter 4. Computation of Eigenvectors and Eigenvalues and the Singular Value Decomposition
Chapter 5. Software for Numerical Linear Algebra
Chapter 6. Applications in Statistics

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