Tom Minka's "Old and New Matrix Algebra Useful for Statistics" is also really handy: https://tminka.github.io/papers/matrix/minka-matrix.pdf https://tminka.gith

Tom Minka's "Old and New Matrix Algebra Useful for Statistics" is also really handy: https://tminka.github.io/papers/matrix/minka-matrix.pdf https://tminka.github.io/papers/matrix/minka-matrix.pdf I used to always stare at these two PDFs while deriving machine learning algorithms back in the day. (At least my hand rolled code C++ still beats PyTorch's reverse autodiff performance.)