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Matrix Algebra Theory, Computations, And Applications In Statistics

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Author(s): Sean W. Smith.
Publisher: Springer
Year: 2010

Language: English
Pages: 533

front-matter......Page 2
1Basic Vector-Matrix Structure and Notation......Page 22
2Vectors and Vector Spaces......Page 28
未标题......Page 415
3Basic Properties of Matrices......Page 59
3.8.10 Singular values and the singular value decomposition......Page 145
4Vector-Matrix Derivatives and Integrals......Page 162
5Matrix Transformations and Factorizations......Page 189
6Solution of Linear Systems......Page 217
未标题......Page 218
6.4 numerical accuracy......Page 234
7Evaluation of Eigenvalues and Eigenvectors......Page 256
8Special Matrices and Operations Useful in Modeling and Data Analysis......Page 273
9Selected Applications in Statistics......Page 332
10Numerical Methods......Page 383
11Numerical Linear Algebra......Page 436
未标题......Page 439
未标题......Page 442
未标题......Page 447
12Software for Numerical Linear Algebra......Page 451
back-matter......Page 484