Transcription of The Matrix Cookbook - DTU
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The Matrix Cookbook - DTU
The Matrix Cookbook [ ]Kaare Brandt PetersenMichael Syskind PedersenVersion: November 15, 20121 IntroductionWhat is this?These pages are a collection of facts (identities, approxima-tions, inequalities, relations, ..) about matrices and matters relating to is collected in this form for the convenience of anyone who wants a quickdesktop reference .Disclaimer:The identities, approximations and relations presented here wereobviously not invented but collected, borrowed and copied from a large amountof sources. These sources include similar but shorter notes found on the internetand appendices in books - see the references for a full :Very likely there are errors, typos, and mistakes for which we apolo-gize and would be grateful to receive corrections at ongoing:The project of keeping a large repository of relations involvingmatrices
de nite). See section 2.8 for di erentiation of structured matrices. The basic assumptions can be written in a formula as @X kl @X ij = ik lj (32) that is for e.g. vector forms, @x @y i = @x i @y @x @y i = @x @y i @x @y ij = @x i @y j The following rules are general and very useful when deriving the di erential of an expression ([19]): @A = 0 ...
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