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.

Contents

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

Source

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