Matrix Algebra: Theory, Computations, and Applications in Statistics

Description

Publisher: Springer
Language: English
ISBN: 0387708723
Paperback: 530 pages
Data: Jul 2007
Format: PDF
Description: Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. The first part of this book presents the relevant aspects of the theory of matrix algebra for applications in statistics. This part begins with the fundamental concepts of vectors and vector spaces, next covers the basic algebraic properties of matrices, then describes the analytic properties of vectors and matrices in the multivariate calculus, and finally discusses operations on matrices in solutions of linear systems and in eigenanalysis. This part is essentially self-contained.

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