Matrix Algebra

Theory, Computations, and Applications in Statistics

Authors:

ISBN: 978-0-387-70872-0 (Print) 978-0-387-70873-7 (Online)

Table of contents (12 chapters)

  1. Front Matter

    Pages i-xxii

  2. Linear Algebra

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-8

      Basic Vector/Matrix Structure and Notation

    3. No Access

      Book Chapter

      Pages 9-39

      Vectors and Vector Spaces

    4. No Access

      Book Chapter

      Pages 41-143

      Basic Properties of Matrices

    5. No Access

      Book Chapter

      Pages 145-171

      Vector/Matrix Derivatives and Integrals

    6. No Access

      Book Chapter

      Pages 173-200

      Matrix Transformations and Factorizations

    7. No Access

      Book Chapter

      Pages 201-239

      Solution of Linear Systems

    8. No Access

      Book Chapter

      Pages 241-257

      Evaluation of Eigenvalues and Eigenvectors

  3. Applications in Data Analysis

    1. Front Matter

      Pages 259-259

    2. No Access

      Book Chapter

      Pages 261-319

      Special Matrices and Operations Useful in Modeling and Data Analysis

    3. No Access

      Book Chapter

      Pages 321-371

      Selected Applications in Statistics

  4. Numerical Methods and Software

    1. Front Matter

      Pages 373-373

    2. No Access

      Book Chapter

      Pages 375-427

      Numerical Methods

    3. No Access

      Book Chapter

      Pages 429-443

      Numerical Linear Algebra

    4. No Access

      Book Chapter

      Pages 445-477

      Software for Numerical Linear Algebra

  5. Back Matter

    Pages 479-528