/ Simo Puntanen, George P.H. Styan, Jarkko Isotalo
Berlin ;New York
: Springer
, 2011.
xvii, 186 p.
: , ill
Print
Bibliography
Index
Easy column space tricks - Easy projector tricks - Easy correlation tricks - Generalized inverses in a nutshell - Rank of the partitioned matrix and the matrix product - Rank cancellation rule - Sum of orthogonal projectors - A decomposition of the orthogonal projector - Minimizing cov(y-FX) - BLUE - General solution to AYB=C - Invariance with respect to the choice of generalized inverse - Block-diagonalization and the Schur complement - Nonnegative definiteness of a partitioned matrix - The matrix cM - Disjointness of column spaces - Full rank decomposition - Eigenvalue decomposition - Singular value decomposition - The Cauchy-Schwarz inequality - Notation - List of figures and philatelic items