Numerical Linear Algebra for Applications in Statistics by James E Gentle

Numerical Linear Algebra for Applications in Statistics by James E Gentle

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

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 teachingThe presentation is exceptionally clear and well-sign-boarded. ...The writing style, though very precise, conveys a warmth and enthusiasm that will appeal to students."

 

SKU	Unavailable
ISBN 13	9781461268420
ISBN 10	1461268427
Title	Numerical Linear Algebra for Applications in Statistics
Author	James E Gentle
Series	Statistics And Computing
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer-Verlag New York Inc.
Year published	2012-10-06
Number of pages	221
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.