After completing the course the student is expected to
• know and be able to use the linear algebraic arithmetical rules that often are used in statistics
• know the theory of linear equation systems
• master matrix calculus
Vectors, matrices, rank, inverse, trace, determinant, equation systems, eigenvalues eigenvectors, different factorisations (singular value etc.), different (types of) special matrices (ex Cholesky, idempotent), Jacobian.
Teaching is given in the form of lectures and calculation exercises.
The examination takes place partly through a written examination at the end of the course and/or through of compulsory written assignments.
The course is included in the Master's programme in statistics.