Linear Algebra and Linear Models

The main purpose of Linear Algebra and Linear Models is to provide a rigorous introduction to the basic aspects of the theory of linear estimation and hypothesis testing along with the necessary prerequisites from linear algebra.

An introduction to the multivariate normal distribution and distribution of quadratic forms is also included. The book is aimed at advanced undergraduate and first-year graduate master's students taking courses in linear algebra, linear models, multivariate analysis and design of experiments. It contains several special topics in linear algebra such as rank additivity, inequalities for eigenvalues and singular values, and problems on rank which set it apart from comparable texts in the area. The book will also be of use to researchers in mathematics and statistics as a source of standard results and problems.