The matrix cookbook
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The matrix cookbook
The Matrix Cookbook[ http://matrixcookbook.com ]Kaare Brandt Petersen Michiiel Syskind PedersenVersion: November 15. 20121IntroductionWhat is this? Th The matrix cookbookhese pages are a collection of facts (identities, approximations. inequalities, relations, ...) about matrices and matters relating to them. It is collected in lids form lor the convenience of anyone who wants a quick desktop reference .Disclaimer: The identities, approximations and relations presen The matrix cookbookted here were obviously not invented but collected, borrowed and copied from a large amount of sources. These sources include similar but shorter noteThe matrix cookbook
s found on the internet and appendices in hooks - see rhe references for a full list.Errors: Very likely there are errors, typos, and mistakes for whiThe Matrix Cookbook[ http://matrixcookbook.com ]Kaare Brandt Petersen Michiiel Syskind PedersenVersion: November 15. 20121IntroductionWhat is this? Th The matrix cookbooknvolving matrices is nat urally ongoing and the version will be apparent from the date in the header.Suggestions: Your suggestion for additional content or elaboration of some topics is mast, welcome acookbook&2302.dk.Keywords: Matrix algebra, matrix relations, matrix identities, derivative of deter The matrix cookbookminant. derivative of inverse matrix, differentiate a matrix.Acknowledgements: We would like to thank the following for contributions and suggestions:The matrix cookbook
Bill Baxter. Brian Templeton. Christian Kishoj, Christian Schróppel, Dan Boley, Douglas L. Theobald, Esben Hoegh-Rasmussen, Evripidis Karseras, GeorgThe Matrix Cookbook[ http://matrixcookbook.com ]Kaare Brandt Petersen Michiiel Syskind PedersenVersion: November 15. 20121IntroductionWhat is this? Th The matrix cookbookn, Lars Kai Hansen, Leland Wilkinson, Ligno lie, Loir Thibaut, Markus lửoeb. Michael Hubatka, Miguel Barão. Ole Windier, Pavel Sakov, Stephan Hattinger, Troels Pedersen, Vasile Sima, Vincent Rabaud, Zhaoshni lie. We would also like thank The Oticon Foundation for funding our PhD studies.PktkRSen & P The matrix cookbookkI>kiThe matrix cookbook
................ 61.2Detcrmimml.................................................... 61.3The Special Case 2x2..........................................The Matrix Cookbook[ http://matrixcookbook.com ]Kaare Brandt Petersen Michiiel Syskind PedersenVersion: November 15. 20121IntroductionWhat is this? Th The matrix cookbook.3Derivatives of Eigenvalues................................... 102.1Derivatives of Matrices, Vectors and Scalar Forms............ 102.5Derivatives of TYaces........................................ 122.6Derivatives of vector norms................................. 1-12.7I Jerivatives of matrix norms. The matrix cookbook............................... 112.8Ilerivatives of Structured Matrices.......................... 113Inverses173.1Basic..............................The matrix cookbook
.......................... 173.2Exact Relations.............................................. 183.3Implication on inverses............................The Matrix Cookbook[ http://matrixcookbook.com ]Kaare Brandt Petersen Michiiel Syskind PedersenVersion: November 15. 20121IntroductionWhat is this? Th The matrix cookbookPseudo Inverse............................................... 21The Matrix Cookbook[ http://matrixcookbook.com ]Kaare Brandt Petersen Michiiel Syskind PedersenVersion: November 15. 20121IntroductionWhat is this? ThGọi ngay
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