Numerical Linear Algebra
Autor: | Čížek, Pavel, Čížková, Lenka |
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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 |
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