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Assignment 4

Multivariate Data Analysis
Psychology 6140


  1. Green & Carroll, 3.4 thru end
  2. Green & Carroll, 4.1-4.4; 4.6-4.7


Interactive Rank Exercise
Here you get to try out your understanding of the rank of a matrix online! Try several exercises at difficulty level 1, then try several at level 2. Highly recommended.
Linear Transformations Applet
Enter coefficients for a 2 × 2 matrix, and see the effect it has as a linear transformation.
Linear transformations of points Another online linear transformation applet.
imlproj.sas src output
Projections: Projecting a vector in a vector space, and the Gram-Schmidt process, in excruciating detail!

Problems (due: next week)

From the Matrix Algebra Problems (MAP) handout:
  1. MAP III.1
  2. MAP III.2
  3. MAP III.3
  4. MAP III.4
Try using my SAS IML matrix library or R to do the following problems from Green and Carroll. For SAS, start your session with
ods listing;
proc iml;
   %include iml(matlib);
   reset print log;
which defines functions proj(y,X) (project y on X), R(X) (rank of matrix X) among others.

For R, there is a similar collection of functions in the matlib package you can load into your R session.


© 1995 Michael Friendly