【转载】The Matrix Cookbook

The Matrix Cookbook
Kaare Brandt Petersen, Michael Syskind Pedersen
Abstract	Matrix identities, relations and approximations. A desktop reference for quick overview of mathematics of matrices.
Keywords	Matrix identity, matrix relations, inverse, matrix derivative
Type	Misc [Manual]
Year	2012    Month November
Publisher	Technical University of Denmark
Note	Version 20121115
Electronic version(s)	[pdf]
BibTeX data	[bibtex]
IMM Group(s)	Intelligent Signal Processing

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http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3274/pdf/imm3274.pdf