## 2008.113: Numerical Linear Algebra in Statistical Computing

2008.113:
Nicholas J. Higham and G. W. Stewart
(1987)
*Numerical Linear Algebra in Statistical Computing.*
In:
A. Iserles and M. J. D. Powell, (eds).
The State of the Art in Numerical Analysis.
Oxford University Press, Oxford, UK, pp. 41-57.
ISBN 0-19-853614-3

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## Abstract

Some of the factors to be considered when applying the techniques of numerical linear algebra to statistical problems are discussed with reference to three particular examples: the use of the normal equations in regression problems; the use of perturbation theory to assess the effects of errors in regression matrices; and the phenomenon of benign degeneracy, in which the numerical problem becomes more difficult even as the associated statistical problem becomes easier.

Item Type: | Book Section |
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Subjects: | MSC 2000 > 62 Statistics MSC 2000 > 65 Numerical analysis |

MIMS number: | 2008.113 |

Deposited By: | Nick Higham |

Deposited On: | 23 November 2008 |

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