Matrix Algebra From a Statistician's Perspective
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Preface. - Matrices. - Submatrices and partitioned matricies. - Linear dependence and independence. - Linear spaces: row and column spaces. - Trace of a (square) matrix. - Geometrical considerations. - Linear systems: consistency and compatability. - Inverse matrices. - Generalized inverses. - Indepotent matrices. - Linear systems: solutions. - Projections and projection matrices. - Determinants. - Linear, bilinear, and quadratic forms. - Matrix differentiation. - Kronecker products and the vec and vech operators. - Intersections and sums of subspaces. - Sums (and differences) of matrices. - Minimzation of a second-degree polynomial (in n variables) subject to linear constraints. - The Moore-Penrose inverse. - Eigenvalues and Eigenvectors. - Linear transformations. - References. - Index.
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