I am learning multivariate regression, with matrix equations and heavy use of:
- Transposes
- Inverses
- Identity, idempotent matrices
Can anyone refer some books where I can learn the properties of matrix equations. Practice problems would be a great help.
(I looked up some standard books on Linear Algebra - for example, Anton - but the topics are different from what I need. For example, Anton has Vector spaces, subspaces, eigenvectors, which is not really what I need).
A book on matrices that I recommend is Matrix Analysis by Horn & Johnson and which you can find at the link I adjoined.
If you need something even more basic to start, Schaum's outline of matrix operations is maybe more advisable.