Statistics
Least squares in theory and in floating point, Gram matrices, two quadratic forms diagonalized at once, and principal components.
It aims at 11.4 Least Squares and Minimum-Norm Solutions, 13.3 Gram Matrices, 13.4 Two Forms at Once, 24.3 Least Squares in Practice, 24.10 Principal Components.
100 sections to read, of 236. That is everything the proofs of those sections rest on, and nothing else.
120 if you also work the exercises, since a written solution is the proof of its exercise: 20 more sections.
What to read
In reading order. Bold marks a section the path is aimed at; + marks one that only the exercises need. The note beside a section says when the whole path hangs on a single proof citing it.
Preliminaries10 of 10
Vector Spaces9 of 9
Linear Maps5 of 5
Linear Systems and Matrices7 of 7
Matrices of Maps5 of 5
Duality2 of 6
Polynomials7 of 7
Determinants9 of 10
- 7.2 Multilinear Alternating Forms
- 7.3 Permutations and Sign
- 7.4 Existence and Uniqueness of the Determinant
- 7.5 Row Operations and Multiplicativity
- 7.6 Cofactor Expansion, the Adjugate and Cramer's Rule
- +7.7 Minors, Rank and Cauchy–Binet
- 7.8 Special Determinants
- +7.9 Orientation and Volume
- 7.10 The Characteristic Polynomial
Block Matrices5 of 5
Eigenvalues and Diagonalization11 of 11
- 9.1 Invariant Subspaces
- 9.2 Eigenvalues and Eigenvectors
- 9.3 Algebraic and Geometric Multiplicity
- 9.4 Diagonalization
- 9.5 The Minimal Polynomial
- 9.6 The Cayley–Hamilton Theorem
- 9.7 Triangularization
- 9.8 Primary Decomposition
- +9.9 Commuting Operators
- 9.10 Spectral Mapping, Products in Both Orders, Left Eigenvectors
- 9.11 Powers, Recurrences and Markov Chains1 proof
Canonical Forms9 of 10
- 10.1 Generalized Eigenspaces
- 10.2 Nilpotent Operators2 proofs
- 10.3 The Jordan Canonical Form
- +10.4 The Real Jordan Form and the Weyr Form
- +10.5 Cyclic Subspaces and Companion Matrices
- +10.6 The Rational Canonical Form
- +10.7 Polynomial Matrices and the Smith Normal Form
- 10.9 Functions of Matrices, the Exponential and Linear Differential Equations
- 10.10 Convergent and Power-Bounded Matrices
Inner Product Spaces9 of 10
- 11.1 Inner Products and Norms
- 11.2 Orthonormal Bases and Gram–Schmidt
- 11.3 Orthogonal Complements and Projections
- 11.4 Least Squares and Minimum-Norm Solutions
- 11.5 The Riesz Representation Theorem1 proof
- 11.6 The Adjoint
- 11.7 Isometries and Unitary Maps
- 11.8 QR, Householder and Hessenberg1 proof
- 11.9 Bessel, Parseval and Fourier Series2 proofs
Spectral Theory9 of 11
Positive Matrices and the Singular Value Decomposition8 of 12
Norms and Matrix Analysis8 of 8
Variational Principles and Interlacing4 of 11
Computation and Applications3 of 13
What you can skip
136 of the book's 236 sections are not on this path, and skipping them costs you no proof you need.
Not needed at all: Bilinear and Quadratic Forms, Tensors and Exterior Algebra, Convexity, Non-negative Matrices, Perturbation Theory, Matrix Inequalities, Affine and Projective Geometry, Algebras and Representations.
Cited in passing by sections on the path — in a statement, a remark or an example, never in a proof — so they are context and not prerequisites: 5.4 The Dual Map and the Transpose, 13.12 Projections Revisited, 20.4 The Bauer–Fike Theorem.
Computed from the book's proofs when the book was built, and checked: every result a proof on this path uses is proved by another section on this path. The other paths are listed on the reading paths page.