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Matrix Derivatives Cheat Sheet

This document provides a summary of matrix and vector derivatives. It outlines important rules for manipulating matrices and vectors, such as the transpose rules. It also lists some common vector derivatives and their scalar equivalents to help with memorization. For a more comprehensive reference on matrix derivatives, a link to a online resource is provided. The summary is kept to 3 sentences as requested.

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3K views1 page

Matrix Derivatives Cheat Sheet

This document provides a summary of matrix and vector derivatives. It outlines important rules for manipulating matrices and vectors, such as the transpose rules. It also lists some common vector derivatives and their scalar equivalents to help with memorization. For a more comprehensive reference on matrix derivatives, a link to a online resource is provided. The summary is kept to 3 sentences as requested.

Uploaded by

joker
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
  • Matrix/vector manipulation
  • Common vector derivatives

Matrix derivatives cheat sheet

Kirsty McNaught
October 2017

1 Matrix/vector manipulation
You should be comfortable with these rules. They will come in handy when you want to simplify an
expression before differentiating. All bold capitals are matrices, bold lowercase are vectors.

Rule Comments
(AB)T = BT AT order is reversed, everything is transposed
T T T T
(a Bc) = c B a as above
aT b = bT a (the result is a scalar, and the transpose of a scalar is itself)
(A + B)C = AC + BC multiplication is distributive
(a + b)T C = aT C + bT C as above, with vectors
AB 6= BA multiplication is not commutative

2 Common vector derivatives


You should know these by heart. They are presented alongside similar-looking scalar derivatives to help
memory. This doesn’t mean matrix derivatives always look just like scalar ones. In these examples, b is
a constant scalar, and B is a constant matrix.

Scalar derivative Vector derivative


df df
f (x) → dx f (x) → dx

bx → b xT B → B
bx → b xT b → b
2 T
x → 2x x x → 2x
bx2 → 2bx xT Bx → 2Bx

For a more comprehensive reference, see [Link]


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Matrix derivatives cheat sheet Kirsty McNaught October 2017 1 Matrix/vector manipulation You should be comfortable with these

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