Numerical Linear Algebra for Applications in Statistics

by James E. Gentle


  • 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.

    (Thanks also to Matt Goldberg for several additional comments.)