The Matrix Cookbook
[ http://matrixcookbook.com ]
Kaare Brandt PetersenMichael Syskind Pedersen
Version: November 14, 2008
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 quickdesktop reference .
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 list.
Very likely there are errors, typos, and mistakes for which we apolo-gize and would be grateful to receive corrections at email@example.com.
The project of keeping a large repository of relations involvingmatrices is naturally ongoing and the version will be apparent from the date inthe header.
Your suggestion for additional content or elaboration of sometopics is most welcome at firstname.lastname@example.org.
Matrix algebra, matrix relations, matrix identities, derivative of determinant, derivative of inverse matrix, diﬀerentiate a matrix.
We would like to thank the following for contributionsand suggestions: Bill Baxter, Brian Templeton, Christian Rishøj, ChristianSchr¨oppel Douglas L. Theobald, Esben Hoegh-Rasmussen, Glynne Casteel, JanLarsen, Jun Bin Gao, J¨urgen Struckmeier, Kamil Dedecius, Korbinian Strim-mer, Lars Christiansen, Lars Kai Hansen, Leland Wilkinson, Liguo He, LoicThibaut, Miguel Bar˜ao, Ole Winther, Pavel Sakov, Stephan Hattinger, VasileSima, Vincent Rabaud, Zhaoshui He. We would also like thank The OticonFoundation for funding our PhD studies.1