2. Matrix Algebra

  1. Alvin C. Rencher and
  2. G. Bruce Schaalje

Published Online: 30 APR 2007

DOI: 10.1002/9780470192610.ch2

Linear Models in Statistics, Second Edition

Linear Models in Statistics, Second Edition

How to Cite

Rencher, A. C. and Schaalje, G. B. (2007) Matrix Algebra, in Linear Models in Statistics, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470192610.ch2

Author Information

  1. Department of Statistics, Brigham Young University, Provo, Utah, USA

Publication History

  1. Published Online: 30 APR 2007
  2. Published Print: 14 DEC 2007

ISBN Information

Print ISBN: 9780471754985

Online ISBN: 9780470192610

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Keywords:

  • upper triangular matrix and lower triangular matrix;
  • positive definite and positive semidefinite;
  • eigenvalue and eigenvector

Summary

This chapter contains sections titled:

  • Matrix and Vector Notation

  • Operations

  • Partitioned Matrices

  • Rank

  • Inverse

  • Positive Definite Matrices

  • Systems of Equations

  • Generalized Inverse

  • Determinants

  • Orthogonal Vectors and Matrices

  • Trace

  • Eigenvalues and Eigenvectors

  • Idempotent Matrices

  • Vector and Matrix Calculus

  • Problems