Linear Algebra and Matrix Analysis for Statistics - Couverture rigide

Livre 45 sur 139: Chapman & Hall/CRC Texts in Statistical Science

Banerjee, Sudipto; Roy, Anindya

 
9781420095388: Linear Algebra and Matrix Analysis for Statistics
Couverture rigide
ISBN 10 : 1420095382 ISBN 13 : 9781420095388
Editeur : Chapman & Hall/CRC, 2014

Synopsis

Linear Algebra and Matrix Analysis for Statistics offers a gradual exposition to linear algebra without sacrificing the rigor of the subject. It presents both the vector space approach and the canonical forms in matrix theory. The book is as self-contained as possible, assuming no prior knowledge of linear algebra.

The authors first address the rudimentary mechanics of linear systems using Gaussian elimination and the resulting decompositions. They introduce Euclidean vector spaces using less abstract concepts and make connections to systems of linear equations wherever possible. After illustrating the importance of the rank of a matrix, they discuss complementary subspaces, oblique projectors, orthogonality, orthogonal projections and projectors, and orthogonal reduction.

The text then shows how the theoretical concepts developed are handy in analyzing solutions for linear systems. The authors also explain how determinants are useful for characterizing and deriving properties concerning matrices and linear systems. They then cover eigenvalues, eigenvectors, singular value decomposition, Jordan decomposition (including a proof), quadratic forms, and Kronecker and Hadamard products. The book concludes with accessible treatments of advanced topics, such as linear iterative systems, convergence of matrices, more general vector spaces, linear transformations, and Hilbert spaces.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

University of Minnesota, Minneapolis, USA Department of Math and Statistics, University of Maryland Baltimore County, USA

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Chapman & Hall/CRC
Date d'édition
2014
Langue
anglais
ISBN 10 
1420095382
ISBN 13 
9781420095388
Reliure
Relié
Numéro d'édition
1
Nombre de pages
580
Coordonnées du fabricant
non disponible
Personne responsable
non disponible