Matrix Algebra Theory, Computations, and Applications in Statistics

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 vecto...

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Detalles Bibliográficos
Autor principal: Gentle, James E. author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York, NY : Springer New York 2007.
Edición:1st ed. 2007.
Colección:Springer Texts in Statistics,
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009462087406719
Tabla de Contenidos:
  • Linear Algebra
  • Basic Vector/Matrix Structure and Notation
  • Vectors and Vector Spaces
  • Basic Properties of Matrices
  • Vector/Matrix Derivatives and Integrals
  • Matrix Transformations and Factorizations
  • Solution of Linear Systems
  • Evaluation of Eigenvalues and Eigenvectors
  • Applications in Data Analysis
  • Special Matrices and Operations Useful in Modeling and Data Analysis
  • Selected Applications in Statistics
  • Numerical Methods and Software
  • Numerical Methods
  • Numerical Linear Algebra
  • Software for Numerical Linear Algebra.