Matrix Algebra Theory, Computations and Applications in Statistics /

• Main Author: Gentle, James E. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Edition: 2nd ed. 2017.
• Series: Springer Texts in Statistics,
• Subjects: Statistics.; Numerical analysis.; Mathematical statistics.; Algebra.; Computer mathematics.; Statistical Theory and Methods.; Statistics and Computing/Statistics Programs.; Probability and Statistics in Computer Science.; Computational Mathematics and Numerical Analysis.; Numeric Computing.

This textbook for graduate and advanced undergraduate students presents the theory of matrix algebra for statistical applications, explores various types of matrices encountered in statistics, and covers numerical linear algebra. Matrix algebra is one of the most important areas of mathematics in da...

Table of Contents:

• Part I Linear Algebra
• 1 Basic Vector/Matrix Structure and Notation
• 2 Vectors and Vector Spaces
• 3 Basic Properties of Matrices
• 4 Vector/Matrix Derivatives and Integrals
• 5 Matrix Transformations and Factorizations
• 6 Solution of Linear Systems
• 7 Evaluation of Eigenvalues and Eigenvectors
• Part II Applications in Data Analysis
• 8 Special Matrices and Operations Useful in Modeling andData Analysis
• 9 Selected Applications in Statistics
• Part III Numerical Methods and Software
• 10 Numerical Methods
• 11 Numerical Linear Algebra
• 12 Software for Numerical Linear Algebra
• Appendices and Back Matter
• Bibliography
• Index.