MIT Media Lab note (1997; revised 12/00)

A concise reference on advanced matrix theory, including:

- an easy way to compute matrix derivatives and second derivatives
- a general framework for inverting partitioned matrices
- useful properties of Kronecker product, Hadamard product, and diag
- the column-stacking operator "vec" and its generalization to "vec-transpose"

Matlab functions related to the paper (commutation matrix, duplication matrix, etc) are available in a zip file.

Some other online references:

- Matrix Differential Cheat Sheet from Stefan Harmeling
- The matrix cookbook
- The matrix reference manual
- Elementary Matrix Algebra from Resa Corp
- Useful Matrix and Gaussian formulae from Sam Roweis

Thomas P Minka Last modified: Mon Aug 22 18:02:27 GMT 2005