Matrix Algebra Theory, Computations, And Applications In Statistics

Sean W. Smith.978-0-387-00178-4

Table of contents :
front-matter……Page 1
1Basic Vector-Matrix Structure and Notation……Page 21
2Vectors and Vector Spaces……Page 27
3Basic Properties of Matrices……Page 58
4Vector-Matrix Derivatives and Integrals……Page 161
5Matrix Transformations and Factorizations……Page 188
6Solution of Linear Systems……Page 216
7Evaluation of Eigenvalues and Eigenvectors……Page 255
8Special Matrices and Operations Useful in Modeling and Data Analysis……Page 272
9Selected Applications in Statistics……Page 331
10Numerical Methods……Page 382
11Numerical Linear Algebra……Page 435
12Software for Numerical Linear Algebra……Page 450
back-matter……Page 483