Linear Algebra and Matrix Analysis for Statistics.

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Bibliographic Details
Author / Creator:	Banerjee, Sudipto.
Imprint:	Hoboken : CRC Press, 2014.
Description:	1 online resource (578 pages)
Language:	English
Series:	Chapman & Hall/CRC Texts in Statistical Science Chapman & Hall/CRC Texts in Statistical Science.
Subject:	Algebras, Linear. Matrices. Mathematical statistics. Algebras, Linear Mathematical statistics Matrices
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/13636557

Hidden Bibliographic Details
Other authors / contributors:	Roy, Anindya.
ISBN:	9781482248241 1482248247
Notes:	Print version record.
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
Other form:	Print version: Banerjee, Sudipto. Linear Algebra and Matrix Analysis for Statistics. Hoboken : CRC Press, ©2014 9781420095388

Table of 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.

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