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Title:Numerical Linear Algebra PDF Logo
Authors:Čížek, Pavel
Čížková, Lenka
Issue Date:2004
Series/Report no.:Papers / Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE) 2004,23
Abstract: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.
Document Type:Working Paper
Appears in Collections:Papers, CASE - Center for Applied Statistics and Economics, HU Berlin

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