Linear Algebra and Matrix Analysis for Statistics

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 Gau...

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Bibliographic Details
Main Author: Banerjee, Sudipto
Other Authors: Roy, Anindya
Format: eBook
Language:English
Published: Hoboken CRC Press 2014
Series:Chapman & Hall/CRC Texts in Statistical Science
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Description
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
Physical Description:578 pages
ISBN:9781482248241