Preparatory Reading on Matrix Algebra
Multivariate Data Analysis
The study of multivariate statistical methods relies heavily on the
use of matrix algebra. Prior knowledge of matrix algebra is
not a pre-requisite for the course; indeed, the first 4-5 weeks
of the course will be devoted to teaching the basic matrix skills
needed. Most likely we will use Green & Carroll (1976),
Mathematical tools for applied multivariate analysis as the
text for this segment of the course.
Nevertheless, students who are unfamiliar with matrices might
well devote some extra time over the summer to familiarize
themselves with the notation, terminology and basic operations of
matrix algebra. The following notes and comments are provided for
The learning of matrices at an elementary level, for the purposes
of Psychology 6140 consists of four things:
Concentrate on areas (1) and (2) in summer reading. I suggest one
of two plans of study, based on your previous background.
- notation and terminology;
- the algebra of matrices and vectors;
- the interpretation of matrices;
- applications of matrices to multivariate statistics.
A. The Short Course For those with any previous
exposure to matrix algebra, it is probably sufficient to read and
work through the summary of matrix algebra provided in one of the
following multivariate texts (see Annotated list of
multivariate texts for further details). The books below
are listed in order of increasing difficulty.
Drill youself on some of the problems/exercises. For more
extensive review, proceed to the Standard Course, selecting
specific areas from one of the syllabuses below.
- Cliff, Chapter 1
- Green & Carroll, Chapter 2
- Bock, Chapter 2
- Timm, Chapter 1
B. The Standard Course
Suggested readings (R) and
problems (P) are given below from three books on matrix algebra.
For the problems, an unqualified section number, e.g. 2.6 means to
select a reasonable number of problems from that section, aiming
toward drill and consolidating your understanding of that section;
qualified section numbers, e.g. 2.3 (1, 12) are meant to direct
your attention to specific problems in that section.
It is worthwhile to go through a sufficient number of problems
to familiarize yourself with the concepts and operations involved.
We will be going over this material at the beginning of the course,
so do not get discouraged if some aspects of matrix algebra seem
horribly complicated or obtuse.
© 1995 Michael Friendly
to PSY6140 info.