Matrix Algebra: Theory, Computations, and Applications in Statistics (2007)Hardcover - 2007, 27 July 2007

This much-needed work, aimed at students and researchers in the field, presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with topics including accurate and efficient algorithms for factoring matrices. A large part of the book can be used as the text for a course in matrix algebra for statistics students, or as a supplementary text for courses in linear models or multivariate statistics. The book describes and gives examples of the use of modern computer software for numerical linear algebra.