The Analysis of Data, volume 1

Linear Algebra: Notes

C.6. Notes

The material concerning basic definitions, rank, eigenvalues and eigenvectors, trace, and determinant are standard in most introductory linear algebra textbooks. One such example is (Strang, 2009). More details on the more advanced material such as positive definite matrices, matrix decompositions, may be found in matrix analysis textbooks, for example (Horn and Johnson, 1990) and (Horn and Jonhnson, 1994).