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Multivariate Data Analysis
- Green & Carroll, 3.4 thru end
- Green & Carroll, 4.1-4.4; 4.6-4.7
From the Matrix Algebra Problems (MAP) handout:
- Interactive Rank Exercise
- Here you get to try out your understanding of the rank of a matrix online!
Try several exercises at difficulty level 1, then try several at
level 2. Highly recommended.
Linear Transformations Applet
- Enter coefficients for a 2 × 2 matrix, and see the effect
it has as a linear transformation.
Linear transformations of points Another online linear transformation applet.
- Projections: Projecting a vector in a vector space, and the Gram-Schmidt process, in excruciating detail!
Try using my SAS IML matrix library or R to do the following problems from
Green and Carroll.
For SAS, start your session with
- MAP III.1
- MAP III.2
- MAP III.3
- MAP III.4
reset print log;
which defines functions proj(y,X) (project y on X),
R(X) (rank of matrix X) among others.
For R, there is a similar collection of functions in the matlib package
you can load into your R session.
© 1995 Michael Friendly