\(\DeclarePairedDelimiterX{\Set}[2]{\{}{\}}{#1 \nonscript\;\delimsize\vert\nonscript\; #2}\) \( \DeclarePairedDelimiter{\set}{\{}{\}}\) \( \DeclarePairedDelimiter{\parens}{\left(}{\right)}\) \(\DeclarePairedDelimiterX{\innerproduct}[1]{\langle}{\rangle}{#1}\) \(\newcommand{\ip}[1]{\innerproduct{#1}}\) \(\newcommand{\bmat}[1]{\left[\hspace{2.0pt}\begin{matrix}#1\end{matrix}\hspace{2.0pt}\right]}\) \(\newcommand{\barray}[1]{\left[\hspace{2.0pt}\begin{matrix}#1\end{matrix}\hspace{2.0pt}\right]}\) \(\newcommand{\mat}[1]{\begin{matrix}#1\end{matrix}}\) \(\newcommand{\pmat}[1]{\begin{pmatrix}#1\end{pmatrix}}\) \(\newcommand{\mathword}[1]{\mathop{\textup{#1}}}\)
Needs:
Real Matrices
Vectors as Matrices
Needed by:
Probabilistic Errors Linear Model
Links:
Sheet PDF
Graph PDF

Data Matrix

Definition

The data matrix corresponding to a data set of $n$ records which are length $d$ tuples of real numbers is the $n$ by $d$ matrix whose $i$th row is the $i$ element of the data set. Some authors refer to the data matrix as the design matrix.

Notation

Let $(a^1, \dots , a^n)$ where $a^i \in \R ^n$ for $i = 1, \dots , n$. Let $A$ be the $n \times d$ matrix whose rows are the $a^i$. Then $A$ is the data matrix of $(a^1, \dots , a^n)$. In other words,

\[ A = \bmat{ (a^1)^\top \\ \cdots \\ (a^n)^{\top }}. \]

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