Matrix Calculus

2015-04-10

 
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Abstract
In mathematics, matrix calculus is a specialized notation for doing multivariable calculus, especially over spaces of matrices. It collects the various partial derivatives of a single function with respect to many variables, and/or of a multivariate function with respect to a single variable, into vectors and matrices that can be treated as single entities. This greatly simplifies operations such as finding the maximum or minimum of a multivariate function and solving systems of differential equations.

Two competing notational conventions split the field of matrix calculus into two separate groups. The two groups can be distinguished by whether they write the derivative of a scalar with respect to a vector as a column vector denominator-layout notation) or a row vector (numerator-layout notation).

Reference
  1. Matrix calculus (Wiki)
  1. The Matrix Cookbook