Numerical linear algebra for applications in statistics

Numerical linear algebra is one of the most important subjects in the field of statistical computing. Statistical methods in many areas of application require computations with vectors and matrices. This book describes accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

Although the book is not tied to any particular software system, it describes and gives examples of the use of modern computer software for numerical linear algebra.