This book presents matrix algebra in a way that is well-suited for those withan interest in statistics or a related discipline. It provides thorough and unified coverage of the fundamental concepts along with the specialized topics encountered in areas of statistics such as linear statistical models and multivariate analysis. It includes a number of very useful results that have heretofore only been available from relatively obscure sources. Detailed proofs are provided for all results. The style and level of presentation are designed to make the contents accessible to a broad audience. The book is essentially self-contained, though it is best-suited for a reader who has had some previous exposure to matrices (of the kind that might be acquired in a beginning course on linear or matrix algebra) Provides the background in matrix algebra necessary to do research and understand the results in these areas Essentially self-contained, the book is best-suited for a reader who has had some previous exposure to matrices Solultions to the exercises are available in the author's ‘Matrix Algebra: Exercises and Solutions’ INDICE: Matrices.- Submatrices and Partitioned Matrices.- Linear Dependence and Independence.- Linear Spaces: Row and Column Spaces.- Trace ofandnbsp;a (Square) Matrix.- Geometrical Considerations.- Linear Systems.- Consistency and Compatibility.- Inverse Matrices.- Generalized Inverses.- Idempotent Matrics.- Linear Systems.- Projections and Projection Matrics.- 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 Matrics.- Minimization ofandnbsp;a Second-Degree Polynomial (in N Variables) Subject to Linear Constraints.- The Moore-Penrose Inverse.- Eigenvalues and Eigenvectors.- Linear Transformations.
- ISBN: 978-0-387-78356-7
- Editorial: Springer
- Encuadernacion: Rústica
- Páginas: 634
- Fecha Publicación: 01/08/2008
- Nº Volúmenes: 1
- Idioma: Inglés