lecture2_s10 preliminaries - Bare minimum on matrix algebra...

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Bare minimum on matrix algebra Psychology 588: Covariance structure and factor models Jan 22, 2010
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Matrix multiplication 2 Consider three notations for linear combinations 1 1 2 2 , 1, , , 1, , , 1, , ij i j i j ip jp j j y x b x b x b i n j m j m = + + + = = = = = y Xb Y XB " Matrix multiplication is a very efficient way of writing simultaneous equation systems (i.e., linear combinations) 11 1 11 1 11 1 1 1 1 m p m n nm n np p pm y y x x b b y y x x b b ⎤ ⎡ ⎥ ⎢ = ⎥ ⎢ ⎥ ⎢ ⎦ ⎣ " " " # % # # % # # % # " " "
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