Numerical Linear Algebra for Applications in Statistics

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 material is part of a larger work-in-progress, Computational Statistics, that covers many more topics in statistical computing and 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
  • Author Index
  • Subject Index

    A file I intend to maintain for some time is

  • Errata
    The items listed at the errata site will be incorporated in the next printing if the emendations allow the original pagination to be preserved. More extensive revisions will be incorporated in the next revision of the book (no date is set for this yet!).

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

    James Gentle, jgentle@gmu.edu