Matrix Algebra From a Statistician's Perspective

1st ed. 1997. 2nd printing 2008

by David A. Harville

Book Details

Format Paperback / Softback

ISBN-10 0387783563

ISBN-13 9780387783567

Edition 1st ed. 1997. 2nd printing 2008

Publisher Springer-Verlag New York Inc.

Imprint Springer-Verlag New York Inc.

Country of Manufacture GB

Country of Publication GB

Publication Date Jun 27th, 2008

Print length 634 Pages

Weight 1,008 grams

Dimensions 23.30 x 15.50 x 3.50 cms

Product Classification: Algebra Probability & statistics

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The level of abstraction or generality in the matrix (or linear) algebra course may have been so high that it did not lead to a “working knowledge” of the subject, or, at the other extreme, the course may have emphasized computations at the expense of fundamental concepts.

Preface. - Matrices. - Submatrices and partitioned matricies. - Linear dependence and independence. - Linear spaces: row and column spaces. - Trace of a (square) matrix. - Geometrical considerations. - Linear systems: consistency and compatability. - Inverse matrices. - Generalized inverses. - Indepotent matrices. - Linear systems: solutions. - Projections and projection matrices. - Determinants. - Linear, bilinear, and quadratic forms. - Matrix differentiation. - Kronecker products and the vec and vech operators. - Intersections and sums of subspaces. - Sums (and differences) of matrices. - Minimzation of a second-degree polynomial (in n variables) subject to linear constraints. - The Moore-Penrose inverse. - Eigenvalues and Eigenvectors. - Linear transformations. - References. - Index.

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