Matrix Algebra From a Statistician's Perspective

Matrix Algebra From a Statistician's Perspective by Harville, David A.. hardcover edition. ISBN: 9780387949789.

A knowledge of matrix algebra is a prerequisite for the study of much of modern statistics, especially the areas of linear statistical models and multivariate statistics. This reference book provides the background in matrix algebra necessary to do research and understand the results in these areas. Essentially self-contained, the book is best-suited for a reader who has had some previous exposure to matrices. Solultions to the exercises are available in the authors "Matrix Algebra: Exercises and Solutions."