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Matrix Calculus: Derivation and Simple Application

Matrix Calculus: Derivation and Simple ApplicationHU, Pili March 30, 2012 AbstractMatrix Calculus[3] is a very useful tool in many engineering prob-lems. Basic rules of Matrix calculus are nothing more than ordinarycalculus rules covered in undergraduate courses. However, using ma-trix calculus, the Derivation process is more compact. This documentis adapted from the notes of a course the author recently attends. Itbuilds Matrix calculus from scratch. Only prerequisites are basic cal-culus notions and linear algebra get a quick executive guide, please refer to the cheat sheet insection(4).To see how Matrix calculus simplify the process of Derivation , pleaserefer to the Application in section( ). hupili [at] ie [dot] cuhk [dot] edu [dot] hk Last compile:April 24, 20121HU, PiliMatrix CalculusContents1 Introductory Example32 Organization of Elements.

Matrix Calculus[3] is a very useful tool in many engineering prob-lems. Basic rules of matrix calculus are nothing more than ordinary ... not distinguish from ordinary calculus by fundamental rules. However, with better organization of elements and proving useful properties, we can sim-plify the derivation process in real problems.

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