Matrix algebra : theory, computations and applications in statistics / James E. Gentle.
Material type:
TextSeries: Springer texts in statisticsPublication details: Cham : Springer, 2017.Edition: 2nd edDescription: xxix, 648 pages : illustrations ; 26 cmISBN: - 9783319648668
- 512.9434 23 G338
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 512.9434 G338 (Browse shelf(Opens below)) | Available | 138269 |
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| No cover image available | No cover image available | No cover image available | No cover image available | |||||
| 512.9434 G211 Applications of the theory of matrices | 512.9434 G211 Applications of the theory of matrices | 512.9434 G338 Matrix algebra | 512.9434 G338 Matrix algebra : | 512.9434 G394 {2}-inverse and their statistical application | 512.9434 G394 {2}-inverse and their statistical application | 512.9434 G525 Theory of stochastic canonical equations |
Include indexes and bibliographical references and index.
Part I. Linear algebra.
1. Basic vector/matrix structure and notation --
2. Vectors and vector spaces --
3. Basic properties of matrices --
4. Vector/matrix derivatives and integrals --
5. Matrix transformations and factorizations --
6. Solution of linear systems --
7. Evaluation of eigenvalues and eigenvectors --
--
Part II. Applications in data analysis.
8. Special matrices and operations useful in modeling and data analysis --
9. Selected applications in statistics --
--
Part III. Numerical methods and software.
10. Numerical methods --
11. Numerical linear algebra --
12. Software for numerical linear algebra --
Appendices and back matter.
Notation and definitions --
Solutions and hints for selected exercises.
This much-needed work presents, among other things, the relevant aspects of the theory of matrix algebra for applications in statistics. Written in an informal style, it addresses computational issues and places more emphasis on applications than existing texts.
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