Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Maindonald, J. H. and Smyth, G. K. 2005. Matrix Computations. Encyclopedia of Biostatistics. 5.
- Published Online: 15 JUL 2005
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.
- least squares;
- numerical analysis;
- multivariate analysis;