Numerical Linear Algebra for Applications in Statistics

Numerical Linear Algebra

by James E. Gentle

Springer-Verlag, 1998.

This book covers the basics of linear algebra and the numerical methods for performing computations on vectors and matrices.

I have used various parts of this material in several different courses I teach in the computational sciences (including computational statistics).

The outline is

  • Preface
  • Table of Contents
  • Chapter 1. Computer Storage and Manipulation of Data
  • Chapter 2. Basic Vector/Matrix Computations
  • Chapter 3. Solution of Linear Systems
  • Chapter 4. Computation of Eigenvectors and Eigenvalues and the Singular Value Decomposition
  • Chapter 5. Software for Numerical Linear Algebra
  • Chapter 6. Applications in Statistics
  • Bibliography
  • Subject Index

    A file I intend to maintain for some time is

  • Errata

    I would appreciate any feedback from readers -- corrections, suggestions, or general comments.

    James Gentle,