## Numerical Linear Algebra for Applications in Statistics

by James E. Gentle

### Errata

• Page 44:
Exercise 1.9(b) Should be
This is a discrete random variable with 41 mass points.
Exercise 1.9(c) Should be
This is also a discrete random variable with 41 mass points.

• Page 51, line 20:
x'' should be a''.

• Page 53, line 23: (Thanks to Matt Goldberg!)
Delete of a square matrix''

• Page 56, paragraph 4: (Thanks to Ted Thompson!)
Replace last sentence with The product of symmetric matrices is not, in general, symmetric. If (but not only if) A and B are symmetric, then AB = (BA)^T.''

• Page 62, line 1:
Should say "and X is of full column rank"

• Page 64, line 12b:
A^T'' ahould be span(A)''.

• Page 69, line 10b: (Thanks to Matt Goldberg!)
Replace is a diagonal matrix'' with is an n x m diagonal matrix''

• Page 73, line 7: (Thanks to Matt Goldberg!)
The quantity on the left should not be squared.

• Page 79, line 5 :
Should state \epsilon < 1.

• Page 85, Exercise 2.10, in hint: (Thanks to Matt Goldberg!)
Replace \sum \lambda_i c_i'' with \sum \lambda_i c_i^2''

• Page 88, line 18: (Thanks to Paul Ledbetter!)
Second row of matrix should be 0, c_2, c_3, 0
third row should be 0, 0, 1, 0

• Page 101, lines 9 and 11: (Thanks to Xing Yukun!)
||x||'' should be \sqrt{x_p^2 + x_q^2}''

• Page 108, line 7: (Again, thanks to Matt Goldberg!)
Add \kappa (A)'' on right side of equation.

• Page 127, lines 15 and 16: (Thanks to Kang Jeong Su!)
In line 15, both the norm and the summation on the right side should be of objects at the k^{th} stage.
In line 16, the summation should be over all i, and the (p,q) terms should be squared and multiplied by 2. In LaTeX, it is
\|A^{(k-1)} \|_{\rm F}^2 - \sum_{i} (a_{ii}^{(k-1)} )^2 - 2 (a_{pq}^{(k-1)} )^2 + 2 (a_{pq}^{(k)} )^2.

• Page 156, line 9:
The second diagonal element should be (n-3)/2''.

• Page 168, line 12: (Thanks to Jaafar AlMutawa!)
Beta_W'' should be Beta_V''.

• Page 186:
The definitions of ceiling and floor are reversed.