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If you google "matrix derivatives" there are a ton of cheat sheets, like this one: http://www.gatsby.ucl.ac.uk/teaching/courses/sntn/sntn-2017/resources/Matrix
by wenc 4y ago
If you google "matrix derivatives" there are a ton of cheat sheets, like this one:
http://www.gatsby.ucl.ac.uk/teaching/courses/sntn/sntn-2017/resources/Matrix_derivatives_cribsheet.pdf http://www.gatsby.ucl.ac.uk/teaching/courses/sntn/sntn-2017/...
I used matrix derivatives in grad school a lot (my dissertation was on nonconvex optimization) and I'm not sure I've ever needed an entire textbook. Matrix calculus is just plain calculus with a few extra rules to generalize it to matrices/vectors.
(to be effective, you do need to know the rules of matrix algebra however)
- deleted 4y ago[deleted]