Banerjee, SudiptoRoy, Anindya
CRC Press (Boca Raton, 2014) (eng) English9781420095388Texts in Statistical ScienceUnknownMATRICES; UnknownLinear algebra and the study of matrix algorithms have become fundamental to the development of statistical models. Using a vector-space approach, this book provides an understanding of the major concepts that underlie linear algebra and matrix analysis. Each chapter introduces a key topic, such as infinite-dimensional spaces, and provides illustrative examples. The authors examine recent developments in diverse fields such as spatial statistics, machine learning, data mining, and social network analysis. Complete in its coverage and accessible to students without prior knowledge of linear algebra, the text also includes results that are useful for traditional statistical applications.
Physical dimension
xvii, 565 p.24 cm.ill.
Summary / review / 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 --
Singular value and Jordan decompositions --
Quadratic forms --
The Kronecker product and related operations --
Linear iterative systems, norms and convergence --
Abstract linear algebra.