The Matrix Cookbook

Author : Kaare Brandt Petersen, Epital and Michael Syskind Pedersen, Oticon
Last Publication Date : February 2006

This book was suggested by Kaare Brandt Petersen

Book Excerpts:

Inside this book is a collection of facts (identities, approximations, inequalities, relations, etc) about matrices and matters relating to them. It is collected in this form for the convenience of anyone who wants a quick desktop reference.

Naturally, keeping a large repository of relations involving matrices is an ongoing project. This book is regularly updated to include more material and correct typos. The version number is the date of compilation apparent on the title page.

At the moment, topics covered include the basics of matrix, derivatives, inverses, complex matrices, decompositions, statistics and probability, gaussians, special matrices, functions and operators, one-dimensional results and proofs.

The identities, approximations and relations presented inside were obviously not invented but collected, borrowed and copied from a large amount of sources. These include similar but shorter notes found on the internet and appendices in books. Readers should see the references for a full list.

View/Download The Matrix Cookbook