The Matrix Cookbook

Аннотация

These pages are a collection of facts (identities, approximations, inequalities, relations,) about matrices and matters relating to them. It is collected in this form for the convenience of anyone who wants a quick desktop reference . The identities, approximations and relations presented here were obviously not invented but collected, borrowed and copied from a large amount of sources. These sources include similar but shorter notes found on the internet and appendices in books - see the references for a full list. The project of keeping a large repository of relations involving matrices is naturally ongoing and the version will be apparent from the date in the header. Matrix algebra, matrix relations, matrix identities, derivative of determinant, derivative of inverse matrix, dierentiate a matrix.