抄録
Definition and basic operations of matrices are described. Fundamental properties of matrices such as rank, determinants, inverse, and positive (semi)definiteness are also identified. Eigenvalues and eigenvectors, spectral and singular value decompositions are described with numerical examples. Projection matrices, generalized inverse of a matrix, Kronecker product, and Vec operator are briefly explained. Basic applications of matrix algebra to multivariate analysis, a correlation matrix, and principal-component analyses are provided.
| 本文言語 | 英語 |
|---|---|
| ホスト出版物のタイトル | International Encyclopedia of Education |
| 出版社 | Elsevier Ltd |
| ページ | 253-259 |
| ページ数 | 7 |
| ISBN(印刷版) | 9780080448947 |
| DOI | |
| 出版ステータス | 出版済み - 2010 |
All Science Journal Classification (ASJC) codes
- 経済学、計量経済学および金融学一般