Matrix algebra from a statistician's perspective

by David A. Harville

This book presents matrix algebra in a way this is well suited for those with an interest in statistics or a related discipline. It provides thorough and unified coverage of the fundamental concepts along with the specialized topics encountered in areas of statistics, such as linear statistical models and multivariate analysis. It includes a number of very useful results that have only been available from relatively obscure sources. Detailed proofs are provided for all results.