Intermediate Linear Algebra in R
The previous chapter covered the basics of linear algebra and its calculations in R. This chapter will go a step further by extending to intermediate linear algebra and cover topics such as the determinant, rank, and trace of a matrix, eigenvalues and eigenvectors, and principal component analysis (PCA). Besides providing an intuitive understanding of these abstract yet important mathematical concepts, we’ll cover the practical implementations of calculating these quantities in R.
By the end of this chapter, you will have grasped important matrix properties, such as determinant and rank, and gained hands-on experience in calculating these quantities.
In this chapter, we will cover the following topics:
- Introducing the matrix determinant
- Introducing the matrix trace
- Understanding the matrix norm
- Getting to know eigenvalues and eigenvectors
- Introducing principal component analysis
