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Old 01-17-2013, 12:46 AM
Haowen Haowen is offline
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Join Date: Jan 2013
Posts: 24
Default 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!
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