1956

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

Springer

c2011

xvii, 186 p. ill.

Includes bibliographical references (p. 439-468) and indexes. , Easy column space tricks -- Easy projector tricks -- Easy correlation tricks -- Generalized inverses in a nutshell -- Rank of the partitioned matrix and the matrix product -- Rank cancellation rule -- Sum of orthogonal projectors -- A decomposition of the orthogonal projector -- Minimizing cov(y--FX) -- BLUE -- General solution to AYB=C -- Invariance with respect to the choice of generalized inverse -- Block-diagonalization and the Schur complement -- Nonnegative definiteness of a partitioned matrix -- The matrix M -- Disjointness of column spaces -- Full rank decomposition -- Eigenvalue decomposition -- Singular value decomposition -- The Cauchy-Schwarz inequality -- Notation -- List of figures and philatelic items

Styan, George Peter Hansbenno , Isotalo, Jarkko ,

QA

276

.P83

2011