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Linear algebra and matrix analysis for statistics / Sudipto Banerjee, Professor of Biostatistics, School of Public Health, University of Minnesota, U.S.A., Anindya Roy, Professor of Statistics, Department of Mathematics and Statistics, University of Maryland, Baltimore County, U.S.A.
- Format:
- Book
- Author/Creator:
- Banerjee, Sudipto.
- Series:
- Texts in statistical science.
- Chapman & Hall/CRC texts in Statistical Science Series
- Language:
- English
- Subjects (All):
- Algebras, Linear.
- Matrices.
- Mathematical statistics.
- Physical Description:
- 1 online resource (578 p.)
- Edition:
- 1st edition
- Place of Publication:
- Boca Raton : CRC Press, Taylor & Francis Group, [2014]
- Language Note:
- English
- System Details:
- text file
- Summary:
- 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
- Contents:
- 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
- CHAPTER 14: The Kronecker Product and Related OperationsCHAPTER 15: Linear Iterative Systems, Norms and Convergence; CHAPTER 16: Abstract Linear Algebra; References; Back Cover
- Notes:
- "A Chapman & Hall book."
- Includes bibliographical references.
- Description based on print version record.
- ISBN:
- 0-429-17413-6
- 1-4822-4824-7
- 9780429174131
- OCLC:
- 1058741884
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