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The Matrix Cookbook

Introduction

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 quick desktop reference .

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

Errors: Very likely there are errors, typos, and mistakes for which we apolo- gize and would be grateful to receive corrections at cookbook@2302.dk.

Its ongoing: The project of keeping a large repository of relations involving matrices is naturally ongoing and the version will be apparent from the date in the header.

Suggestions: Your suggestion for additional content or elaboration of some topics is most welcome acookbook@2302.dk.

Keywords: Matrix algebra, matrix relations, matrix identities, derivative of determinant, derivative of inverse matrix, differentiate a matrix.

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