Numerical Linear Algebra for Applications in Statistics [Hardcover]

James E. Gentle (Author), S. Sheather (Editor), W. Eddy (Editor)

Book Description

ISBN-10: 0387985425 | ISBN-13: 978-0387985428 | Publication Date: August 13, 1998 | Edition: 1

Accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Regardless of the software system used, the book describes and gives examples of the use of modern computer software for numerical linear algebra. It begins with a discussion of the basics of numerical computations, and then describes the relevant properties of matrix inverses, factorisations, matrix and vector norms, and other topics in linear algebra. The book is essentially self- contained, with the topics addressed constituting the essential material for an introductory course in statistical computing. Numerous exercises allow the text to be used for a first course in statistical computing or as supplementary text for various courses that emphasise computations.

Editorial Reviews

Review

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."

 

About the Author

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.

Product Details

• Hardcover: 234 pages
• Publisher: Springer; 1 edition (August 13, 1998)
• Language: English
• ISBN-10: 0387985425
• ISBN-13: 978-0387985428
• Product Dimensions: 9.3 x 6 x 0.8 inches
• Shipping Weight: 1 pounds (View shipping rates and policies)
• Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
• Amazon Best Sellers Rank: #2,307,990 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

2 of 2 people found the following review helpful:

5.0 out of 5 stars Excellent Textbook, June 19, 2000

By 

Andrew D. Martin - See all my reviews

This review is from: Numerical Linear Algebra for Applications in Statistics (Hardcover)

This is an excellent textbook for an advanced undergraduate / introductory graduate level course on computational statistics. It is quite accessible to applied statisticians interested in numerical linear algebra, and would be appropriate for an applied statistics course.