Matrix algebra from a statistician's perspective /
Harville, David A.
Matrix algebra from a statistician's perspective / David A. Harville. - New York : Springer, c1997. - xvii, 630 p. : ill. ; 24 cm. + hbk.
Includes bibliographical references (pages 615-618) and index.
Matrices -- Submatrices and partitioned matrices -- Linear dependence and independence -- Linear spaces: row and column spaces -- Trace of a (square) matrix -- Geometrical considerations -- Linear systems: consistency and compatibility -- Inverse matrices -- Generalized inverses -- Idempotent 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 -- Minimization of a second- degree polynomial (in n variables) subject to linear constraints -- The Moore-Penrose inverse -- Eigenvalues and Eigenvectors -- Linear transformations.
038794978X
97009854
Algebras, Linear.
Linear models (Statistics)
512.5
Matrix algebra from a statistician's perspective / David A. Harville. - New York : Springer, c1997. - xvii, 630 p. : ill. ; 24 cm. + hbk.
Includes bibliographical references (pages 615-618) and index.
Matrices -- Submatrices and partitioned matrices -- Linear dependence and independence -- Linear spaces: row and column spaces -- Trace of a (square) matrix -- Geometrical considerations -- Linear systems: consistency and compatibility -- Inverse matrices -- Generalized inverses -- Idempotent 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 -- Minimization of a second- degree polynomial (in n variables) subject to linear constraints -- The Moore-Penrose inverse -- Eigenvalues and Eigenvectors -- Linear transformations.
038794978X
97009854
Algebras, Linear.
Linear models (Statistics)
512.5