Linear algebra. From basics to applications (Q2901288)

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scientific article; zbMATH DE number 6058305
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Linear algebra. From basics to applications
scientific article; zbMATH DE number 6058305

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    19 July 2012
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    textbook
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    Schur decomposition
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    Dunford decomposition
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    Cholesky decomposition
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    SVD decomposition
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    QR decomposition
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    Jordan reduction
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    matrix norms
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    eigenvalues
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    generalized inverses
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    positive matrices
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    stochastic matrices
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    statistics
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    Linear algebra. From basics to applications (English)
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    The aim of this book is to expose linear algebra from the basics to the numerous applications. The first chapters (Chapter 0 through Chapter IV) present the basics of linear algebra; the following chapters (Chapters V through XI) treat more special subjects such as various decompositions (Schur, Dunford, Cholesky, SVD, QR, and so on), Jordan reduction, matrix norms and localization of eigenvalues, generalized inverses, positive matrices, stochastic matrices etc. Therefore, the book is suitable to accompany every student during his/her university classes. But, every user of this book such as statisticians, economists, or engineers can find also mathematical gems.NEWLINENEWLINEThroughout the book, many applications are given, with emphasis -- but not exclusively -- on statistics that illustrate the obtained results in linear algebra. The ``hand calculations'' are quickly limited; in this case, the Maple program is used to solve the numerous exercises. The pertinent Maple files can be downloaded from the internet under {\texttt{www.pur-editions.fr}} for the ease of the reader.
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