统计学的矩阵代数:Matrix algebra from a statistician's perspective,2008

矩阵代数的书，以统计的视角出发，内容覆盖了统计中常用到的矩阵代数知识。 This book presents matrix algebra in a way that is well-suited for those with an interest in statistics or a related discipline. It provides thorough and unified coverage of the fundamental concepts along with the specialized topics encountered in areas of statistics such as linear statistical models and multivariate analysis. It includes a number of very useful results that have only been available from relatively obscure sources. Detailed proofs are provided for all results. The style and level of presentation are designed to make the contents accessible to a broad audience. The book is essentially self-contained, though it is best-suited for a reader who has had some previous exposure to matrices (of the kind that might be acquired in a beginning course on linear or matrix algebra). It includes exercises, it can serve as the primary text for a course on matrices or as a supplementary text in courses on such topics as linear statistical models or multivariate analysis, and it will be a valuable reference.