Matrix Algebra From a Statistician's Perspective
Matrix Algebra From a Statistician's Perspective
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DOI：
10.2307/2533884
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发表时间：
1998-09
期刊：
影响因子：
--
通讯作者：
D. Harville
中科院分区：
文献类型：
--
作者：
D. Harville
前言。-矩阵。-子矩阵和分块矩阵。--线性依赖和独立。-线性空格：行和列空格。-(正方形)矩阵的迹。-几何方面的考虑。-线性系统：一致性和兼容性。-逆矩阵。-广义逆。-幂等矩阵。-线性系统：解决方案。-投影和投影矩阵。-决定因素。-线性、双线性和二次型。--矩阵分化。-Kronecker Products以及VEC和Vech运营商。-子空间的交集和和。-矩阵的和(及差)。-受线性约束的二次多项式(n个变量)的最小化。-摩尔-彭罗斯逆。-特征值和特征向量。-线性变换。-参考文献。-索引。
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.