Standard Article

Matrix Computations

  1. John H. Maindonald1,
  2. Gordon K. Smyth2

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a14022

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Maindonald, J. H. and Smyth, G. K. 2005. Matrix Computations. Encyclopedia of Biostatistics. 5.

Author Information

  1. 1

    Australian National University, Canberra, ACT, Australia

  2. 2

    Walter and Eliza Hall Institute of Medical Research, Melbourne, Victoria, Australia

Publication History

  1. Published Online: 15 JUL 2005

Abstract

This article gives an overview of modern matrix algorithms, and of widely used high quality matrix routines, with especial reference to statistical computations. The article begins with an account of linear least squares calculations, which are fundamental to many other statistical computations, and from there moves on to discuss other matrix computations.

Keywords:

  • matrix;
  • least squares;
  • regression;
  • computation;
  • numerical analysis;
  • multivariate analysis;
  • software