Linear Algebra: What are the best resources for learning matrix calculus, especially matrix derivatives?
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I know there are four good ones: - http://www2.imm.dtu.dk/pubdb/views/publication_details.php?id=3274 - http://en.wikipedia.org/wiki/Matrix_calculus - http://research.microsoft.com/en-us/um/people/minka/papers/matrix/ - http://www.amazon.com/Differential-Calculus-Applications-Statistics-Econometrics/dp/047198633X Can anyone add some better resources to this list?
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Answer:
You can try http://www.cs.nyu.edu/~roweis/notes/matrixid.pdf It is more of a cheatsheet to quickly recollect important matrix identities for your work.
Abhinav Maurya at Quora Visit the source
Other answers
Try Hubbard and Hubbard's *Vector Calculus* text: it teaches both linear algebra and multivariable calculus in a unified way. Klein's *Coding the Matrix* is great for learning linear algebra through programming.
Sanjay Nadaraja
Another useful resource could be here https://www.cs.cmu.edu/~epxing/Class/10701-08s/recitation/mc.pdf
Erik Zamora
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