A field of mathematics concerned with the study of finite dimensional vector spaces, including matrices and their manipulation, which are important in statistics.
Linear algebra is the field of mathematics concerned with the study of finite-dimensional vector spaces. Matrices and their manipulation, which form the algorithmic part of linear algebra, are particularly important in statistics.
The following are introductory references:
Elementary Linear Algebra with Supplemental Applications by Howard Anton and Chris Rorres.
Linear Algebra OpenCourseWare video lectures by Gilbert Strang (MIT).
A thread focused on linear algebra references useful for applied statistics is the following:
- What is a good reference book for the matrix algebra linear algebra used a lot in applied statistics?
The following threads from math.se also have lists of references: