Matrix Algebra Theory, Computations, and Applications in Statistics

Name: Matrix Algebra Theory, Computations, and Applications in Statistics
Price: 100.71 USD
Availability: InStock
ISBN: 9780387708720

ISBN-10: 0387708723

ISBN-13: 9780387708720

Edition: 2007

Authors: James E. Gentle

List price: $109.99

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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. The second part of the book begins with a consideration of various types of matrices encountered in…

Book details

List price: $109.99
Copyright year: 2007
Publisher: Springer New York
Publication date: 7/27/2007
Binding: Hardcover
Pages: 530
Size: 6.10" wide x 9.25" long x 0.47" tall
Weight: 1.936
Language: English




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



Special matrices and operations useful in modeling and data analysis



Selected applications in statistics



Numerical methods



Numerical linear algebra



Software for numerical linear algebra



Notation and definitions



Solutions and hints for selected exercises