Matrix Algebra for Statistics
Learning Outcomes
On successful completion of this Course, students will be able to: Describe and apply about linear transformation, algebra of vector spaces; Understand basic concept of general inverse, and conditional inverse; Use linear algebra for patterned matrices; Understand idempotent and tripotent matrices.
Topics
- Linear transformation
- Geometric interpretation
- Algebra of vector spaces
- Generalized inverse : Conditional inverse
- Patterned matrices and other special matrices
- Inverse positive matrices and matrices with non-positive off-diagonal elements
- Non-negative matrices : Idempotent and tripotent matrices
- Projection
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