Linear Algebra and Matrix Analysis for Statistics

Matrices, Vectors, and Their OperationsBasic definitions and notations Matrix addition and scalar-matrix multiplication Matrix multiplication Partitioned matricesThe ""trace"" of a square matrix Some special matricesSystems of Linear EquationsIntroduction Gaussian elimination Gau...

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Bibliographic Details
Main Author: Banerjee, Sudipto
Other Authors: Roy, Anindya
Format: eBook
Language:English
Published: Hoboken CRC Press 2014
Series:Chapman & Hall/CRC Texts in Statistical Science
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
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505 0 |a Front Cover; Contents; Preface; CHAPTER 1: Matrices, Vectors and Their Operations; CHAPTER 2: Systems of Linear Equations; CHAPTER 3: More on Linear Equations; CHAPTER 4: Euclidean Spaces; CHAPTER 5: The Rank of a Matrix; CHAPTER 6: Complementary Subspaces; CHAPTER 7: Orthogonality, Orthogonal Subspaces and Projections; CHAPTER 8: More on Orthogonality; CHAPTER 9: Revisiting Linear Equations; CHAPTER 10: Determinants; CHAPTER 11: Eigenvalues and Eigenvectors; CHAPTER 12: Singular Value and Jordan Decompositions; CHAPTER 13: Quadratic Forms 
505 0 |a CHAPTER 14: The Kronecker Product and Related OperationsCHAPTER 15: Linear Iterative Systems, Norms and Convergence; CHAPTER 16: Abstract Linear Algebra; References; Back Cover 
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520 |a Matrices, Vectors, and Their OperationsBasic definitions and notations Matrix addition and scalar-matrix multiplication Matrix multiplication Partitioned matricesThe ""trace"" of a square matrix Some special matricesSystems of Linear EquationsIntroduction Gaussian elimination Gauss-Jordan elimination Elementary matrices Homogeneous linear systems The inverse of a matrixMore on Linear EquationsThe LU decompositionCrout's Algorithm LU decomposition with row interchanges The LDU and Cholesky factorizations Inverse of partitioned matrices The LDU decomposition for partitioned matricesThe Sherman-W