Matrix Algebra - Introduction

Matrix algebra is especially useful and important when dealing with multivariate data. Most of the procedures to analyse and interpret multivariate data can be formulated as matrix operations. There are dedicated programs available, such as MatLab^TM, which support the handling of matrices and calculations with them.

Following is a list of the most important matrix operations:

• basic definitions
• transposed matrix
• addition, subtraction
• multiplication
• inverse matrix
• pseudo-inverse matrix
• determinant
• eigenvectors and eigenvalues