Matrix Algebra

Theory, Computations and Applications in Statistics

Nonfiction, Science & Nature, Mathematics, Algebra, Statistics
Cover of the book Matrix Algebra by James E. Gentle, Springer International Publishing
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Author: James E. Gentle ISBN: 9783319648675
Publisher: Springer International Publishing Publication: October 12, 2017
Imprint: Springer Language: English
Author: James E. Gentle
ISBN: 9783319648675
Publisher: Springer International Publishing
Publication: October 12, 2017
Imprint: Springer
Language: English

Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

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