Numerical Linear Algebra for Applications in Statistics

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Last edited by MARC Bot
September 28, 2024 | History

Numerical Linear Algebra for Applications in Statistics

Numerical linear algebra is one of the most important subjects in the field of statistical computing. Statistical methods in many areas of application require computations with vectors and matrices. This book describes accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Although the book is not tied to any particular software system, it describes and gives examples of the use of modern computer software for numerical linear algebra. An understanding of numerical linear algebra requires basic knowledge both of linear algebra and of how numerical data are stored and manipulated in the computer. The book begins with a discussion of the basics of numerical computations, and then describes the relevant properties of matrix inverses, matrix factorizations, matrix and vector norms, and other topics in linear algebra; hence, the book is essentially self- contained. The topics addressed in this book constitute the most important material for an introductory course in statistical computing, and should be covered in every such course. The book includes exercises and can be used as a text for a first course in statistical computing or as supplementary text for various courses that emphasize computations. James Gentle is University Professor of Computational Statistics at George Mason University. During a thirteen-year hiatus from academic work before joining George Mason, he was director of research and design at the world's largest independent producer of Fortran and C general-purpose scientific software libraries. These libraries implement many algorithms for numerical linear algebra. He is a Fellow of the American Statistical Association and member of the International Statistical Institute. He has held several national

Publish Date
Publisher
Springer
Pages
234

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Edition Availability
Cover of: Numerical Linear Algebra for Applications in Statistics
Numerical Linear Algebra for Applications in Statistics
Oct 06, 2012, Springer
paperback
Cover of: Numerical Linear Algebra for Applications in Statistics
Numerical Linear Algebra for Applications in Statistics
2012, Springer London, Limited
in English

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Book Details


Edition Notes

Source title: Numerical Linear Algebra for Applications in Statistics (Statistics and Computing)

Classifications

Library of Congress
QA1-939, QA276-280

The Physical Object

Format
paperback
Number of pages
234

Edition Identifiers

Open Library
OL30590412M
ISBN 10
1461268427
ISBN 13
9781461268420

Work Identifiers

Work ID
OL22537015W

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
September 28, 2024 Edited by MARC Bot import existing book
December 25, 2021 Edited by ImportBot import existing book
October 11, 2020 Created by ImportBot Imported from amazon.com record