Transcription of The Matrix Cookbook - Mathematics
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The Matrix Cookbook - Mathematics
The Matrix Cookbook [ ]. Kaare Brandt Petersen Michael Syskind Pedersen Version: November 15, 2012. 1. Introduction What is this? These pages are a collection of facts (identities, approxima- tions, 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 . Disclaimer: 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. Errors: Very likely there are errors, typos, and mistakes for which we apolo- gize and would be grateful to receive corrections at Its ongoing: 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.
CONTENTS CONTENTS Notation and Nomenclature A Matrix A ij Matrix indexed for some purpose A i Matrix indexed for some purpose Aij Matrix indexed for some purpose An Matrix indexed for some purpose or The n.th power of a square matrix A 1 The inverse matrix of the matrix A A+ The pseudo inverse matrix of the matrix A (see Sec. 3.6) A1=2 The square root of …
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