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 | | From: | Kaare Brandt Petersen | | Subject: | Matrix Cookbook - New version | | Date: | Wed, 05 Jan 2005 16:18:14 +0100 |
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 | Dear Colleagues
(Apollogies for multiple postings)
A new and updated version of The Matrix Cookbook is available for download
http://www.imm.dtu.dk/pubdb/views/edoc_download.php/3274/pdf/imm3274.pdf
The Matrix Cookbook is a desktop reference on formulas regarding matrices
such as the derivatives of determinants and traces, identities involving
inverses, statistical moments and more.
Apart from smaller additions and corrections, this version of The Matrix
Cookbook has been updated with material on derivatives of complex matrices
and matrix norm inequalities. This is largely due to the work of Michael
Syskind Pedersen who has joined the project as author.
Comments and corrections are most welcome.
Best regards, Kaare
--
Kaare Brandt Petersen * http://2302.dk
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