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A Matrix Handbook for Statisticians 矩阵与统计.pdf
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介绍矩阵计算的基本理论和方法。内容包括:矩阵乘法、矩阵分析、线性方程组、正交化和小二乘法、特征值问题、Lanczos 方法、矩阵函数及专题讨论等
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A
MATRIX HANDBOOK
FOR STATISTICIANS
George
A.
F.
Seber
Department
of
Statistics
University
of
Auckland
Auckland, New Zealand
BICENTENNIAL
BICENTENNIAL
WILEY-INTERSCIENCE
A
John
Wiley
&
Sons, Inc., Publication
This Page Intentionally Left Blank
A MATRIX HANDBOOK
FOR STATISTICIANS
THE WlLEY
BICENTENNIAL-KNOWLEDGE
FOR
GENERATIONS
Gach generation has its unique needs and aspirations. When Charles Wiley first
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