Date:2012-11-15
Author:Kaare Brandt Petersen, Michael Syskind Pedersen
Pages:72
Summary:The Matrix Cookbook is a comprehensive collection of facts, identities, approximations, inequalities, and relations related to matrices. It serves as a quick desktop reference for anyone working with matrices. The document was compiled by Kaare Brandt Petersen and Michael Syskind Pedersen and was last updated on November 15, 2012. The content covers various aspects of matrix algebra, including derivatives, inverses, complex matrices, solutions and decompositions, statistics and probability, multivariate distributions, special matrices, and functions and operators. The introduction acknowledges the contributions of numerous individuals and organizations, and it includes a disclaimer about the accuracy of the information, inviting corrections and suggestions. The document is structured into several sections, each focusing on different aspects of matrix theory and applications.