2. Matrix Algebra

  1. Alvin C. Rencher and
  2. William F. Christensen

Published Online: 1 AUG 2012

DOI: 10.1002/9781118391686.ch2

Methods of Multivariate Analysis, Third Edition

Methods of Multivariate Analysis, Third Edition

How to Cite

Rencher, A. C. and Christensen, W. F. (2012) Matrix Algebra, in Methods of Multivariate Analysis, Third Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118391686.ch2

Publication History

  1. Published Online: 1 AUG 2012
  2. Published Print: 16 JUL 2012

ISBN Information

Print ISBN: 9780470178966

Online ISBN: 9781118391686

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Keywords:

  • symmetric matrices;
  • matrix algebra;
  • determinants;
  • orthogonal vectors;
  • spectral decomposition

Summary

This chapter contains sections titled:

  • Introduction

  • Notation and Basic Definitions

  • Operations

  • Partitioned Matrices

  • Rank

  • Inverse

  • Positive Definite Matrices

  • Determinants

  • Trace

  • Orthogonal Vectors and Matrices

  • Eigenvalues and Eigenvectors

  • Kronecker and Vec Notation