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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 .. Deal with Inner Product .. Properties of Trace .. Deal with Generalized Inner Product.

trix calculus, the derivation process is more compact. This document is adapted from the notes of a course the author recently attends. It builds matrix calculus from scratch. Only prerequisites are basic cal-culus notions and linear algebra operation. To get a quick executive guide, please refer to the cheat sheet in section(4).

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