Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This muchneeded 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.
About James E. Gentle
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Author  :  James E. Gentle 
Publisher  :  SpringerVerlag New York Inc. 
Data Published  :  27 July 2007 
ISBN  :  0387708723 
EAN  :  9780387708720 
Format Book  :  PDF, Epub, DOCx, TXT 
Number of Pages  :  530 pages 
Age +  :  15 years 
Language  :  English 
Rating  : 
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