Matrix Algebra

Introduce a great book about matrix arithmetics.

Table of contents

I encountered a lot of calculation of derivates and integration on matrices when I was learning linear systems and SLAM, but I haven’t learned much knowledge about them. Recently I know about the book Matrix Cookbook, which thoroughly discussed the arithmetics of matrices. Therefore, I post it here for future references.


  1. 基础内容
  2. 求导
  3. 复矩阵
  4. 求解与分解
  5. 统计与概率
  6. 多元概率分布
  7. 高斯
  8. 特殊矩阵
  9. 函数与运算符


The book can be downloaded from a website from Technical University of Denmark. If the link failed, you can downloaded from here directly.

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