Linear Algebra

Resources

• See Matrix Cookbook pdf in R >> Documents >> Mathematics
  • derivatives, inverses, statistics, probability, etc.
• Link - A lot of matrix properties as related to regression, covariance, coefficients, etc.
• EBOOK statistical linear algebra: basics, transformations, decompositions, linear systems, regression - Matrix Algebra for Educational Scientists
• Video Course: Linear Algebra for Data Science - Basics, Least Squares, Covariance, Regression, PCA, SVD

Matrix Multiplication

Matrix Algebra

• An expected value equation (VC stands for variance-covariance in example) multiplied by a matrix, C.
  

  • C is factored out of an expected value as C
  • C is factored out of a transpose as CT

Factorization