Book Details

Matrix Algebra: Theory, Computations, and Applications in Statistics

Publication year: 2007

ISBN: 978-0-387-70873-7

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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.


Subject: Mathematics and Statistics, Algebra, STATISTICA, algorithm, algorithms, calculus, data analysis, eigenanalysis, matrix factorization, matrix theory, modeling, numerical linear algebra, numerical methods, solution of linear systems, statistics, vector spaces