Matrix Algebra for Implementing the Theory
Michael Goldstein, David Wooff · Wiley series in probability and statistics · 2007
This chapter contains sections titled: Basic definitions Covariance matrices and quadratic forms Generalized inverses Multiplication laws Range and null space of a matrix Rank conditions Partitioned matrices Solving linear equations Eigensolutions to related matrices Maximizing a ratio of quadratic forms The generalized eigenvalue problem Direct products of matrices