Projection Matrices, Generalized Inverse Matrices, and Singular Value Decomposition

摘要

Over the years, these authors have published numerous articles related to generalized inverses, projections, and the singular value decomposition, and now they have done great service to our society by putting together some of these results. So, I was delighted to learn about the book's existence and now I have been browsing through it, and I continue to be pleased: this book is a very useful collection of very important matrix results related to statistical multivariate analysis.It is easy to notice (as stated in the preface) that the authors have been heavily influenced by the contributions of C. Radhakrishna Rao and the seminal book on generalized inverses by Rao and Mitra(1971).