Matrix Algebra: Theory, Computations, and Applications in Statistics

摘要

This book arose as an update of Numerical Linear Algebra for Applications in Statistics (Gentle 1998). The author also mentions that many sections of the book evolved from his class notes. This book could serve as a text for a course in matrices for statistics (a course that I taught last year) or, more generally, a course in statistical computing or linear models. As such, it certainly will be difficult to cover the entire book in one course, but this can be a useful reference book for such a course or, more generally, as a reference for any statistician who uses matrix algebra extensively.