The Matrix Cookbook

• Download

  The Matrix Cookbook (PDF)

• What is it?

  The Matrix Cookbook is a free desktop reference on matrix identities.
  

• License

  It is provided as a knowledge sharing project for anyone to use. But if you use it in an academic or research like context, we would love to be cited appropriately (BibTeX entry for LaTeX users). And NO, you are not allowed to make money on it by reselling The Matrix Cookbook in any form or shape.

• You can help!

  By suggesting new material, correcting typos or commenting on notation, you can help us develop The Matrix Cookbook.

• Contact

  Suggestions, corrections and comments are most welcome at the address "cookbook (at) 2302.dk".

• Mailinglist

  You can sign up to get an email whenever The Matrix Cookbook is updated (never more than two emails per year). Simply type in your email address and hit "Sign up". You can unsubscribe yourself at any time here

  Email address:

• Version

  The Matrix Cookbook is regularly updated to include more material and correct typos. The version number is the date of compilation apparent on the title page. To keep maintanence low, links to older versions are not maintained.

• Authors

  - Kaare Brandt Petersen
  has a master in physics and a PhD degree en mathematical modelling and currently works in the software company SAS Institute.
  - Michael Syskind Pedersen
  is engineer, has a PhD in mathematical modelling and is currently employed in the hearing aid company Oticon.

• Keywords

  Matrix identities, Matrix relation, Matrix approximation, Derivative of determinant, Derivative of trace, Derivative of Determinant, Derivatiave of inverse matrix, Eigenvalues, Singular Value Decomposition, Woodbury identity, Multidimensional Gaussian, multidimensional moments, mixture of gaussians, Generalized inverse, Pseudo inverse, Moore-Penrose Inverse, Block-diagonal matrices, matrix algebra, linear algebra, multivariate gaussian, complex matrices.

• Archives

  • March 2010
  • January 2010
  • November 2009
  • June 2009
  • May 2009
  • November 2008
  • August 2008
  • February 2008
  • December 2007
  • September 2007
  • August 2007
  • July 2007
  • June 2007

• Data

  • Data.gov
  • Matrix Market
  • Statlib Data Repository
  • UCI Machine Learning Repository

• Matrix resources

  • A Library of Hadamard Matrices
  • Matrix Market
  • The Matrix Reference Manual
  • Univ Florida Sparse Matrices

• Software

  • BLAS
  • EISPACK
  • LAPACK
  • LINPACK
  • Maple by Maplesoft
  • Mathematica by WolframResearch
  • Matlab by MathWorks
  • Octave by John W. Eaton et al.
  • PLAPACK by Univ of Texas
  • R by The R Project
  • S-Plus by Tibco
  • SAS by SAS Institute
  • SPSS by SPSS Inc.
  • Stata by StataCorp
  • StatCodes by Penn State Univ
  • STATISTICA by StatSoft
  • Statlib Software Repository
  • SYSTAT by Systat Software Inc

• Visualization

  • Cool Infographics
  • Data Visualization
  • FlowingData
  • Infosthetics
  • Visual Complexity

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