Awesome-matrix-cookbook

My study notes of Matrix Cook book (link) Version: November 15, 2012.

This repository aims at providing the proof of the derivatives in the book, having huristic understanding of matrix derivative.

This is still in the early stage of development. The motivation of this is I’d like to put all references from the internet in one place, as well as refresh my math skill for my PhD study. Feel free to correct the answer that I have provided.

Your opinions are welcome! I’m a little learner in this world.

Usage

I have a hard time to work on math rendering in github. But instead I would render all org files into htmls. So you could clone the project and open up the html with the browser. Your entry point is ./doc/preface.html. In short,

open ./doc/preface.html

Or if you use Emacs editor (link) together with proper installations (e.g., org-mode, mathjax, …), you can see the better visualization in org file.

Visualization

There are two ways to see this project. It seems like Github does not support math rendering in the readme file, and I don’t really want to push the rendered image all the time. So instead the htmls or emacs could be your choice.

git clone https://github.com/choasma/awesome-matrix-cookbook.git

Then choose one of these methods,

html

Just see each html file that you’re interested in. Your entry point is

./doc/preface.html

credit: https://web.stanford.edu/~ksb

emacs with mathjax

You need to install Emacs though (link) equipped with mathjax modules. If you are interested please let me know I’ll give the quick setup. Your entry point is

./doc/preface.org

Project Structure

Here is the repository structure

root ┬ doc # the pages with derivation
     │  ├ chxx-xxx # each chapter
     │  ├ ... # each chapter
     │  ├ preface.html # project entry point
     │  └ preface.org # and its source
     └ source # some python/julia scripts here 

Plan

The following chapters of this repository are basically following the matrixcook book’s outline, except ch00, and ch11 that I created manually for handy usage. (I’m quite lazy to google them all the time because my brain has less neurons … )

• [ ] INPROGRESS ch00-cheat: the handy documentation about the math basic usage
• [ ] INPROGRESS ch01-basic
• [ ] INPROGRESS ch02-derivatives
• [ ] TODO ch03-inverse
• [ ] TODO ch04-compmat
• [ ] TODO ch05-sol-and-decomp
• [ ] TODO ch06-stat-and-prob
• [ ] TODO ch07-mul-dist
• [ ] TODO ch08-gaussian
• [ ] TODO ch09-special
• [ ] TODO ch10-func
• [ ] INPROGRESS ch11-others: something like deep learning related topics