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The Matrix Cookbook [1] can be handy when learning this topic. https://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf https://www.math.uwaterloo.ca/~hwolko
by dandanua 2y ago
The Matrix Cookbook [1] can be handy when learning this topic.
https://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf https://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf
- hasley 2y agoWhen I worked at the university, this used to be my go-to reference about matrix identities (including matrix calculus).
- refusingsalt 2y agoI think this encourages "look it up" and "this layout is just a convention" when one convention is much more "natural" i.e. at a point x, a dual element df(x) acts on vectors y via df(x)(y) = < gradf(x), y>. I wouldn't teach it this way, but I would definitely take the taylor expansion and define the grad vector as the one to make the best local linear approximation. This tells you that the grad lives in the same space, i.e. same dimensions. Of course, you can always switch things around if you want to calculate things and put in transposes where they belong. But I find it insane to take the unnatural view point as standard, which I find a lot of papers do.