Linear Algebra and Matrix Analysis for Statistics

Name: Linear Algebra and Matrix Analysis for Statistics
Brand: CRC Press

CRC Press

Linear Algebra and Matrix Analysis for StatisticsAuthor(s): Sudipto Banerjee, Anindya Roy\nFormat: Hardback\nPublisher: Taylor & Francis Ltd, United Kingdom\nImprint: Chapman & Hall/CRC\nISBN-13: 9781420095388, 978-1420095388\nSynopsis\nLinear 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.\n\nThe 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 proj.