The Matrix Cookbook

According to Google Scholar, The Matrix Cookbook has now been cited more than 100 times by scientific papers. We appreciate the wide spread use and encourage users to cite the cookbook in a way which is consistent with the tradition within their field of research.

For LaTeX users: You can get the bibtex entry here or copy-paste from below:

@MISC\{IMM2008-03274,
author = “K. B. Petersen and M. S. Pedersen”,
title = “The Matrix Cookbook”,
year = “2008″,
month = “oct”,
keywords = “Matrix identity, matrix relations, inverse, matrix derivative”,
publisher = “Technical University of Denmark”,
address = “”,
note = “Version 20081110″,
url = “http://www2.imm.dtu.dk/pubdb/p.php?3274“,
abstract = “Matrix identities, relations and approximations. A desktop reference for quick overview of mathematics of matrices.”
}

Starting January 1, Kaare Brandt Petersen is now working in SAS Institute (But thank you for the kind comments and tips on other positions people has emailed).

SAS Institute is the vendor of the statistics- and information management software SAS, started back in 1976 in University of North Carolina. Kaare Brandt Petersen will be working in the Copenhagen office as Business Advisor, advocating the use of SAS and data analysis.  

It is not just a phrase - there is actually a book with the title “How to lie with statistics”. It is by Darrell Huff, was first published in 1954 and according to Wikipedia the best selling statistics book in the second half of the 20th century. The examples are from back then, but the points maken are amazingly relevant still today. Huff shows some of the most frequent flawed and fraudulent statistics and it is worth reading for the basic knowledge - as a manual on how NOT to get fooled by the tricks of sales people, lobbyists, evil statisticians or undereducated civil servants.

As a celebration, and because its pretty good fun, I’ll run a series of postings on how to lie with statistics - the tricks of the trade. Most of them will be from the book by Huff, but some of my own experience. 

Today it is the four years ago The Matrix Cookbook started. Since then it has been used, cited and downloaded by numerous people from very different fields such as statistics, machine learning, quantum mechanics, chemistry and many engeneering disciplines.We thank everybody for the interest in The Matrix Cookbook and wish that you, the readers, will continue to help us develop it and keep it alive.

Thanks to Professor Ralf Östermark, Åbo Akademi University, we have become aware of an error in the derivative of Mixtures of Gaussian in section 8.4.2 (version sep 2007). The derivative of the density with respect to the mean vector, should not have a minus sign, and the correct formula are:

 It is equation (315) in the image above which have been corrected (above formula is correct).

We apologize for the inconvenience and will of course make sure the error will be corrected in the next updated version of “The Matrix Cookbook”.

As we were gearing up to celebration of download number 100.000, things suddenly changed fast: In one hectic week several hundred thousands downloads erupted out of nowhere, boosting the total far beyond 400.000. Looking errornous or at least unregular in some way, we are looking into what happened, but have not yet finished that part.