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Statistics and Computing

Numerical Linear Algebra for Applications in Statistics

Authors: Gentle, James E.

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  • ISBN 978-1-4612-0623-1
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Hardcover $89.99
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  • ISBN 978-0-387-98542-8
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Softcover $74.99
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  • ISBN 978-1-4612-6842-0
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About this Textbook

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 book constitute 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

Reviews

From a review:

JOURNAL OF AMERICAN STATISTICAL ASSOCIATION

"Gentle brings to this book (as well as his other recent books on further aspects of statistical computing) his vast knowledge and experience in the mathematics of scientific computing, the practical aspects of software development, and teaching. The presentation is exceptionally clear and well-sign-boarded. ...The writing style, though very precise, conveys a warmth and enthusiasm that will appeal to students."

 


Table of contents (6 chapters)

Table of contents (6 chapters)

Buy this book

eBook $59.99
price for USA in USD (gross)
  • ISBN 978-1-4612-0623-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $89.99
price for USA in USD
  • ISBN 978-0-387-98542-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $74.99
price for USA in USD
  • ISBN 978-1-4612-6842-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Numerical Linear Algebra for Applications in Statistics
Authors
Series Title
Statistics and Computing
Copyright
1998
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-0623-1
DOI
10.1007/978-1-4612-0623-1
Hardcover ISBN
978-0-387-98542-8
Softcover ISBN
978-1-4612-6842-0
Series ISSN
1431-8784
Edition Number
1
Number of Pages
XIII, 221
Topics