Linear Algebra and Matrix Analysis for Statistics: 1st Edition (e-Book) book cover

Linear Algebra and Matrix Analysis for Statistics

1st Edition

By Sudipto Banerjee, Anindya Roy

Chapman and Hall/CRC

580 pages

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Hardback: 9781420095388
pub: 2014-06-06
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Description

Linear Algebra and Matrix Analysis for Statistics offers a gradual exposition to linear algebra without sacrificing the rigor of the subject. It presents both the vector space approach and the canonical forms in matrix theory. The book is as self-contained as possible, assuming no prior knowledge of linear algebra.The authors first address the rudi

Table of Contents

Matrices, Vectors, and Their Operations. Systems of Linear Equations. More on Linear Equations. Euclidean Spaces. The Rank of a Matrix. Complementary Subspaces. Orthogonality, Orthogonal Subspaces, and Projections. More on Orthogonality. Revisiting Linear Equations. Determinants. Eigenvalues and Eigenvectors. Quadratic Forms. The Kronecker Product and Related Operations. Linear Iterative Systems, Norms, and Convergence. Abstract Linear Algebra. References.

Subject Categories

BISAC Subject Codes/Headings:
MAT002000
MATHEMATICS / Algebra / General
MAT029000
MATHEMATICS / Probability & Statistics / General