Matrix Tricks for Linear Statistical Models

Simo Puntanen (), George P. H. Styan () and Jarkko Isotalo ()
Additional contact information
Simo Puntanen: University of Tampere, Dept. Mathematics, Statistics &, Philosophy
George P. H. Styan: McGill University, Dept. Mathematics & Statistics
Jarkko Isotalo: University of Tampere, Dept. Mathematics, Statistics &, Philosophy

in Springer Books from Springer

Date: 2011
ISBN: 978-3-642-10473-2
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Chapters in this book:

Ch Chapter 0 Introduction

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 1 Easy Column Space Tricks

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 10 BLUE

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 11 General Solution to AYB = C

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 12 Invariance with Respect to the Choice of Generalized Inverse

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 13 Block-Diagonalization and the Schur Complement

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 14 Nonnegative Definiteness of a Partitioned Matrix

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 15 The Matrix $$\dot{\rm M}$$

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 16 Disjointness of Column Spaces

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 17 Full Rank Decomposition

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 18 Eigenvalue Decomposition

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 19 Singular Value Decomposition

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 2 Easy Projector Tricks

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 20 The Cauchy–Schwarz Inequality

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 3 Easy Correlation Tricks

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 4 Generalized Inverses in a Nutshell

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 5 Rank of the Partitioned Matrix and the Matrix Product

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 6 Rank Cancellation Rule

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 7 Sum of Orthogonal Projectors

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 8 A Decomposition of the Orthogonal Projector

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

Ch Chapter 9 Minimizing cov(y - Fx)

Simo Puntanen, George P. H. Styan and Jarkko Isotalo

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DOI: 10.1007/978-3-642-10473-2

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