Numerical Linear Algebra for Applications in Statistics (Paperback)

James E. Gentle

ISBN 10: 1461268427 / ISBN 13: 9781461268420

Published by Springer-Verlag New York Inc., New York, NY, 2012

About this Item

Paperback. 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 bookconstitute 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 Numerical linear algebra is one of the most important subjects in the field of statistical computing. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Seller Inventory # 9781461268420

Bibliographic Details

• Title: Numerical Linear Algebra for Applications in Statistics (Paperback)
• Publisher: Springer-Verlag New York Inc., New York, NY
• Publication Date: 2012
• Language: English
• ISBN 10: 1461268427
• ISBN 13: 9781461268420
• Binding: Paperback
• Condition: new

About this title

Synopsis

Linear algebra is one of the most imprortant mathematical and computational tools in the sciences. A knowledge of linear algebra is essential for research in statistics or the application of statistics. This book presents the aspects of numerical linear algebra that are important to statisticians.

About the Author

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.