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1. Matrix calculus - Wikipedia
Link: https://en.wikipedia.org/wiki/Matrix_calculus
Description: WEBIn 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 ...
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2. Matrix Calculus
Link: https://www.matrixcalculus.org/
Description: WEBMatrix Calculus. derivative of. x'*A*x + c*sin(y)'*x. w.r.t. ∂ ∂x () = ∂ ∂ x () = where. A is a. c is a. x is a. y is a. Export functions as. Python. Latex. Common subexpressions. Examples. Operators. Error Messages. 0.5*x'*A*x. geno-project.org. MatrixCalculus provides matrix calculus for everyone.
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3. Matrix Calculus - Stanford University
Link: https://ccrma.stanford.edu/~dattorro/matrixcalc.pdf
Description: WEBMatrix Calculus From too much study, and from extreme passion, cometh madnesse. −Isaac Newton [205, § 5] D.1 Gradient, Directional derivative, Taylor series D.1.1 Gradients Gradient of a differentiable real function f(x) : RK→R with respect to its vector argument is defined uniquely in terms of partial derivatives ∇f(x) ,
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4. Matrix Calculus - MIT - Massachusetts Institute of Technology
Link: http://web.mit.edu/course/14/14.380/www/handouts/matrixcalculus.pdf
Description: WEBAppendix D: MATRIX CALCULUS D–8 §D.4 THE MATRIX DIFFERENTIAL For a scalar function f (x), where x is an n-vector, the ordinary differential of multivariate calculus is defined as df= n i=1 ∂f ∂xi dxi.(D.40) In harmony with this formula, we define the differential of an m ×n matrix X = [xij]tobe dX def= dx11 dx12... dx1n dx21 dx22 ...
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5. Matrix Calculus for Machine Learning and Beyond | Mathematics …
Link: https://ocw.mit.edu/courses/18-s096-matrix-calculus-for-machine-learning-and-beyond-january-iap-2023/
Description: WEBThis class covers a coherent approach to matrix calculus showing techniques that allow you to think of a matrix holistically (not just as an array of scalars), generalize and compute derivatives of important matrix factorizations and many other complicated-looking operations, and understand how differentiation formulas must be reimagined in ...
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6. Matrix Calculus: Derivation and Simple Application
Link: https://project.hupili.net/tutorial/hu2012-matrix-calculus/hu2012matrix-calculus.pdf
Description: WEBIt builds matrix calculus from scratch. Only prerequisites are basic cal-culus notions and linear algebra operation. To get a quick executive guide, please refer to the cheat sheet in section(4). To see how matrix calculus simplify the process of derivation, please refer to the application in section(3.4).
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7. Lecture Notes and Readings | Matrix Calculus for Machine …
Link: https://ocw.mit.edu/courses/18-s096-matrix-calculus-for-machine-learning-and-beyond-january-iap-2023/pages/lecture-notes/
Description: WEBLecture Notes and Readings | Matrix Calculus for Machine Learning and Beyond | Mathematics | MIT OpenCourseWare. Selected lecture notes are available. Lecture 1. Outline. Part 1: Overview, applications, and motivation.
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8. Matrix Calculus lecture notes - MIT OpenCourseWare
Link: https://ocw.mit.edu/courses/18-s096-matrix-calculus-for-machine-learning-and-beyond-january-iap-2023/mit18_s096iap23_lec4.pdf
Description: WEBMatrix Calculus, IAP 2023 Profs. Steven G. Johnson & Alan Edelman, MIT. 1. Newton’s method: Nonlinear equations via Linearization. scalar out. scalar in. 18.01: solving. f(x) = 0: Linearize: f(x+δx) ≈ f(x) + f′(x)δx. Solve linear equation. f(x) + f’(x)δx = 0. ⇒ δx = –f(x)/f′(x) Update x. x – f(x)/f′(x) Courtesy of Ralf Pfeifer on Wikimedia.
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9. Matrix Calculus Notes - University of Washington
Link: https://sites.math.washington.edu/~burke/crs/516-21/matrix-calculus.pdf
Description: WEBn n. det(X) X X = xij0( 1)i+j0 det(X(i; j0)) = xi0j( 1)i0+j det(X(i0; j)) ; i=1. j=1. 1) (n where X(i; j) 2 R(n 1) is obtained from X by deleting the ith row and jth column. This formula immediately tells us that. @ det(X) = ( 1)i+j det(X(i; j)) @xij.
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10. Matrix Calculus (Slightly Advanced) - YouTube
Link: https://www.youtube.com/watch?v=IgAr5kzza78
Description: WEBMay 6, 2019 · Learn the basics of matrix calculus, a powerful tool for optimization and machine learning, in this slightly advanced lecture by a math professor.
