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-   -   Good resource to learn matrix algebra? (http://book.caltech.edu/bookforum/showthread.php?t=3867)

Haowen 01-16-2013 11:46 PM

Good resource to learn matrix algebra?
 
Hi,

In lecture 3 (linear regression) there was a slide where a vector expression was differentiated by another vector. I am not familiar with the notation and honestly I would have been totally lost at that point if I had not already known the result X^TXb = X^Ty from basic linear algebra applications.

Now I'm pretty sure this is not the last time matrix calculus is going to show up.

What is a good resource to quickly learn the basics of matrix calculus? I don't want to know the proofs in terms of limits, etc. I want to start with some basic axioms so that I can manually verify the correctness of the derivatives of quadratic forms etc, sum and product rules etc, purely from a mechanical perspective starting from those axioms. Is it possible to learn the mechanics in this way? Thanks!

yaser 01-17-2013 12:01 PM

Re: Good resource to learn matrix algebra?
 
Professor Magdon-Ismail prepared a good introduction

Haowen 01-27-2013 10:55 AM

Re: Good resource to learn matrix algebra?
 
Thank you for the resource, I'll work through it.


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