Numerical Linear Algebra

Autor: Čížek, Pavel, Čížková, Lenka
Jazyk: angličtina
Rok vydání: 2004
Předmět:
Popis: Many methods of computational statistics lead to matrix-algebra or numerical- mathematics problems. For example, the least squares method in linear regression reduces to solving a system of linear equations. The principal components method is based on finding eigenvalues and eigenvectors of a matrix. Nonlinear optimization methods such as Newton?s method often employ the inversion of a Hessian matrix. In all these cases, we need numerical linear algebra.
Databáze: OpenAIRE