矩阵计算宝典:公式推导全集

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"《矩阵Cookbook》是一本汇集了大量关于矩阵计算的实用工具书,由Kaare Brandt Petersen和Michael Syskind Pedersen共同编著,最新版本日期为2008年11月14日。该书旨在为需要快速查阅矩阵相关知识的读者提供一个方便的参考手册。书中包含了一系列的矩阵公式、等式、近似值、不等式以及它们之间的关系,这些都是从众多来源收集整理而来,包括互联网上的笔记和书籍附录中的内容。 书中提供的每个公式都配有详细的推导过程,使得读者能够深入理解这些数学原理的来龙去脉。然而,由于是编者根据多处资料汇总而成,难免存在错误、打字错误或遗漏,作者鼓励读者发现并及时通过电子邮件cookbook@2302.dk提供修正,以保持内容的准确性。 值得注意的是,《矩阵Cookbook》并非原创作品,而是对现有知识的集成,它代表了一个持续发展的项目,随着新发现和改进,未来的版本会反映出更新的时间戳。如果你在阅读过程中有任何建议,如增添新的内容或者深化特定主题的讨论,也欢迎发送邮件至指定邮箱。 本书的关键字涵盖了矩阵代数的基础概念,对于学生、教师、研究人员和工程师来说,它是一本不可或缺的参考资料,尤其是在处理线性代数问题、数据分析、信号处理、机器学习等领域时。通过这本书,读者可以系统地掌握矩阵运算的精髓,提高解决问题的效率。"
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矩阵知识的工具书,建议查询,不建议系统学习。 What is this? These pages are a collection of facts (identities, approximations, 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 apologize 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. Acknowledgements: We would like to thank the following for contributions and suggestions: Bill Baxter, Brian Templeton, Christian Rishøj, Christian Schr¨oppel, Dan Boley, Douglas L. Theobald, Esben Hoegh-Rasmussen, Evripidis Karseras, Georg Martius, Glynne Casteel, Jan Larsen, Jun Bin Gao, Ju¨rgen Struckmeier, Kamil Dedecius, Karim T. Abou-Moustafa, Korbinian Strimmer, Lars Christiansen, Lars Kai Hansen, Leland Wilkinson, Liguo He, Loic Thibaut, Markus Froeb, Michael Hubatka, Miguel Bar˜ao, Ole Winther, Pavel Sakov, Stephan Hattinger, Troels Pedersen, Vasile Sima, Vincent Rabaud, Zhaoshui He. We would also like thank The Oticon Foundation for funding our PhD studies.