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Basic Vector/Matrix Structure and Notation

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Matrix Algebra

Part of the book series: Springer Texts in Statistics ((STS))

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Vectors and matrices are useful in representing multivariate data, and they occur naturally in working with linear equations or when expressing linear relationships among objects. Numerical algorithms for a variety of tasks involve matrix and vector arithmetic. An optimization algorithm to find the minimum of a function, for example, may use a vector of first derivatives and a matrix of second derivatives; and a method to solve a differential equation may use a matrix with a few diagonals for computing differences.

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(2007). Basic Vector/Matrix Structure and Notation. In: Matrix Algebra. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-70873-7_1

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