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1.2 The Special Case 2x2
2 DERIVATIVES
2 Derivatives
2.1 Derivatives of a Determinant
2.2 Derivatives of an Inverse 2 DERIVATIVES
2.2 Derivatives of an Inverse
2.3 Derivatives of Matrices, Vectors and Scalar Forms
2.4 Derivatives of Traces 2 DERIVATIVES
2.4 Derivatives of Traces
2.5 Derivatives of Structured Matrices
3 Inverses
3.1 Basic
3.2 Exact Relations
3.3 Implication on Inverses 3 INVERSES
3.3 Implication on Inverses
3.4 Approximations
3.5 Generalized Inverse
3.6 Pseudo Inverse
4 COMPLEX MATRICES
4 Complex Matrices
4.1 Complex Derivatives
5 DECOMPOSITIONS
5 Decompositions
5.1 Eigenvalues and Eigenvectors
5.2 Singular Value Decomposition
5.3 Triangular Decomposition 5 DECOMPOSITIONS
5.3 Triangular Decomposition
6 Statistics and Probability
6.1 Deﬁnition of Moments
6.2 Expectation of Linear Combinations
6.3 Weighted Scalar Variable
7 Gaussians
7.1 Basics
7.2 Moments
7.3 Miscellaneous
7.4 Mixture of Gaussians 7 GAUSSIANS
7.4 Mixture of Gaussians
8 SPECIAL MATRICES
8 Special Matrices
8.1 Units, Permutation and Shift
8.2 The Singleentry Matrix
8.3 Symmetric and Antisymmetric
8.4 Vandermonde Matrices
8.5 Toeplitz Matrices
8.6 The DFT Matrix
8.7 Positive Deﬁnite and Semi-deﬁnite Matrices 8 SPECIAL MATRICES
8.7 Positive Deﬁnite and Semi-deﬁnite Matrices
8.8 Block matrices
9 FUNCTIONS AND OPERATORS
9 Functions and Operators
9.1 Functions and Series
9.2 Kronecker and Vec Operator
9.3 Solutions to Systems of Equations
9.4 Matrix Norms
9.5 Rank
9.6 Integral Involving Dirac Delta Functions
9.7 Miscellaneous
A One-dimensional Results
A.1 Gaussian
A.2 One Dimensional Mixture of Gaussians
B PROOFS AND DETAILS
B Proofs and Details
B.1 Misc Proofs
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matrix_cookbook.pdf

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12/05/2013

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